Computer Science Department, Carnegie Mellon University

COURSE TITLE: Introduction to Scientific Computing

NUMBER: 15-859B

INSTRUCTOR:
Paul Heckbert

OFFICE: 4205 Newell Simon Hall, x8-7899.
To meet with me, please make an appointment by email or phone first.

UNIVERSITY UNITS: 12

CS DEPT. CORE UNITS: 1

WHEN: Fall 2000, Tue/Thu 10:30-11:50

**First class is Thursday 14 Sep.** because this is a CS graduate course.
Last class is Tuesday 12 Dec. except for the final (to be scheduled)

WHERE: **Wean 4615A**
(note: moved from 5409A)

DESCRIPTION:

This course will be an introduction to scientific computing. It is
targeted at graduate students of all areas and advanced undergraduates
interested in learning some of the fundamental mathematical techniques
and algorithms used in scientific computing. Topics will include:
algorithms for solving linear systems of equations, optimization,
numerical solution of partial differential equations, and the efficient
representation of functions using wavelets. Students will implement
several of the methods studied.

PREREQUISITES:

Undergraduate classes in algorithms, linear algebra, and calculus.

**
TEXT:
Scientific Computing: An Introductory Survey**,
Michael T. Heath,
McGraw Hill, 1997.

We will also read a few chapters from Introduction to Wavelets and Wavelet Transforms: A Primer, Sidney Burrus, Ramesh Gopinath, and Haitao Guo, 1998.

METHOD OF EVALUATION:

Grading will be:

- 60% four programming assignments (approx 15% each)
- 13% midterm
- 22% final
- 5% class participation

Late policy:

10% off per CMU class day late. (Sat, Sun, & holidays the clock stops).

Some assignments will be done using Matlab, a programmable, interpreted numerical matrix algebra system. Other programming assignments may be done in Matlab, C++ or other languages. Matlab is available on CMU Cluster machines running UNIX.

Assignment topics (tentative)

- 1. linear systems
- 2. optimization
- 3. numerical solution of partial differential equations
- 4. wavelets

WEB PAGE: http://www.cs.cmu.edu/~ph/859B/www

15-859B, Introduction to Scientific Computing

14 Sept. 2000