• Instructor:

    Haizhao Yang, haizhao at math dot duke dot edu, Phys. Bld. 224

    Office hours
       

    Monday, 14:00-16:00, or by appointment

    Lectures
       

    Monday and Wednesday 11:45-13:00 in Physics BLD Room 047

    Description
       

    An introduction to programming for scientific applications. The course focuses on efficient computational approaches to solve problems from linear algebra and nonlinear systems. Mathematical background is used to develop stable, reliable, accurate, and efficient numerical algorithms to be implemented in scientific programming language. Temporary list of topics:

    Textbook
       

    Iterative methods for sparse linear systems – Yousef Saad.

    Convex Optimization, Boyd and Vandenberghe, electronic copy available from http://stanford.edu/ boyd/cvxbook/..

    Matrix Computation – Golub and Van Loan..

    Numerical linear algebra – L.N. Trefethen and D. Bau..

    Papers recommended in class.