CSC338 Numerical Methods (UTM)

Winter 2019

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Course Description

Computational methods for solving numerical problems in science, engineering and business. Linear and non-linear equations, approximation, optimization, interpolation,integration and differentiation. The aim is to give students a basic understanding of floating-point arithmetic and the implementation of algorithms used to solve numericalproblems, as well as a familiarity with current numerical computing environments.Course concepts are crucial to a wide range of practical applications such as computational finance and portfolio management, graphics and special effects, data mining and machine learning, as well as robotics, bioinformatics, medical imaging and others.

See the Syllabus for more information.

Course Staff and Contact

Instructor: Lisa Zhang
Office Hours: MF11:00-12:00, W13:00-14:00
Office: DH3068
Email: lczhang [at] cs [dot] toronto [dot] edu
Teachin Assistants: Vlad, Hossein
Please include "CSC338" in your subject.

All announcements will be made on Piazza and Quercus

Textbook

Michael Heath, Scientific Computing: An Introductory Survey, Second Edition, McGraw Hill, 2002.

Roughly the first half of the book will be covered. The relevant chapters have been made available by McGraw Hill in the textbook store at a special price.

Tentative Schedule

The course schedule is tentative and subject to change.

DateCourse MaterialDeadline
Week 1Jan 7Lecture
Tutorial
  • Python and Jupyter Notebook
  • Homework 1

Reading
  • Chapter 1 Slides 1-23 [pdf]
  • Textbook Chapters 1.1, 1.2,
Week 2Jan 14Lecture
Tutorials
  • Floating Point Numbers [pdf]

Reading
  • Chapter 1 Slides 24-44 [pdf]
  • Textbook Chapters 1.3-1.3.10
Homework 1 (Jan 21 9pm)
Week 3Jan 21Lecture
  • Systems of Linear Equations
  • Gauss Elimination
  • LU Factorization

Reading
  • Chapter 2 Slides 1-7, 23-39 [pdf]
  • Textbook Chapters 2.1, 2.2, 2.4-2.4.4

Review
Week 4Jan 28Lecture
  • Vector and Matrix Norms
  • Conditioning of Ax=b
  • Gauss Elimination With Partial Pivoting

Reading
  • Chapter 2 Slides 8-22, 40-42 [pdf]
  • Textbook Chapters 2.3, 2.4.5
Homework 2 (Feb 4 9pm)
Week 5Feb 4Lecture
  • Solving Modified Systems of Linear Equations
  • Implementation Concerns

Reading
  • Chapter 2 Slides [pdf]
  • Textbook Chapters 2.3
Week 6Feb 11Lecture
  • Midterm

Tutorial
  • Midterm Take-up
Reading Week
Week 7Feb 25Lecture
  • Linear Least Squares

Reading
  • Chapter 3 Slides [pdf]
  • Textbook Chapters 3
Homework 3 (Mar 4 9pm)
Week 8Mar 4Lecture
  • Nonlinear Equations

Reading
  • Book Slides [pdf]
  • Textbook Chapters 5 (TBD)
Week 9Mar 11Lecture
  • Nonlinear Equations

Reading
  • Book Slides [pdf]
  • Textbook Chapters 5 (TBD)
Homework 4 (Mar 18 9pm)
Week 10Mar 18Lecture
  • Optimization

Reading
  • Book Slides [pdf]
  • Textbook Chapters 6 (TBD)
Week 11Mar 25Lecture
  • Optimization

Reading
  • Book Slides [pdf]
  • Textbook Chapters 6 (TBD)
Homework 5 (Apr 1 9pm)
Week 12Apr 1Lecture
  • TBD
Final Exam