CSC2800 Numerical Computation (2nd-Term 2006-07) Instructor: Prof. Chan Lai Wan Prof. Laiwan Chan 陳麗雲, Lauren Office: Rm 1016, HSH Engr. Building e-mail: lwchan@cse.cuhk.edu.hk Ph: 2609-8434 Dr. Yuan Cheng Jiun 阮征軍, CJ e-mail: cjyuan@cse.cuhk.edu.hk Ph: 3163-4262 Office: Rm 110, HSH Engr. Building Student Consultation Hours: Mon, Thur 2-6pm, or by appointment Tutors: Ni Bing 倪冰 e-mail: bni@cse.cuhk.edu.hk Ph: 3163-4254 Office: Rm 116, HSH Engr. Building Student Consultation Hours: Mon 2:30-3:30pm Chung Hin Shun 鍾衍信, Vincent Office: Rm 120, HSH Engr. Building e-mail: hschung@cse.cuhk.edu.hk Ph: 3163-4253 Student Consultation Hours: Thur 1:30pm-2:30pm Tu Shi Kui 涂仕奎 Office: Rm 905, HSH Engr. Building e-mail: sktu@cse.cuhk.edu.hk Ph: 2609-8395 Student Consultation Hours: Tue 10am-11pm Class Schedules Lecture: Tuesday 2:30-4:15pm Wednesday 2:30-3:15pm (TYW LT) (TYW LT) Tutorial: Tuesday 4:30-5:15pm Wednesday 12:30-1:15pm Thursday 5:30-6:15pm (ERB 401), or (ERB 401), or (ERB 404) Course Objectives This course aims at introducing the computational techniques on numerical methods. Course contents include Computational Error Analysis Algorithms for roots finding Solutions of linear and non-linear equations, and their sensitivity to computational errors Constrained and unconstrained optimization Curve fitting (Regression and Interpolation) Prerequisite: CSC1110 or 1111 or 1130 or 1500 or its equivalent. Assessments Assignments Quizzes Final exam 20% 30% 50% (About 5 assignments) (3 out of 4 quizzes) (with a minimum passing score of 30/100) Text Book: Numerical Methods for Engineers, Steven C. Chapra, Raymond P. Canale, McGraw-Hill, 4th ed., 2002. Course Webpage: http://www.cse.cuhk.edu.hk/~csc2800 CU Forum (For discussion): http://uforum.cuhk.edu.hk Web CT (To submit program source codes): http://webct0607.cuhk.edu.hk Note: For both CUForum and WebCT, please login using CWEM ID/Password Course Outlines Week 1 Week 2 Week 3 Week 4 Week 5 Week 6 Week 7 Week 8 Week 9 9/1 10/1 16/1 17/1 23/1 24/1 30/1 31/1 6/2 7/2 13/2 14/2 27/2 28/2 6/3 7/3 13/3 14/3 Week 10 Week 11 Week 12 Week 13 Week 14 20/3 21/3 27/3 28/3 3/4 4/4 10/4 11/4 17/4 18/4 Introduction Background of Errors Round-off Errors Truncation Errors Truncation Errors Truncation Errors Roots Finding (Bracketing Methods) Roots Finding (Open Methods) Roots Finding (Open Methods) Systems of Linear Equations (Gauss Elimination) Gauss Elimination with Pivoting + Scaling LU Decomposition LU Decomposition Iterative Methods Systems of Non-Linear Equations 1-dimensional unconstrained optimization (Non-Gradient Methods) 1-dimensional unconstrained optimization (Non-Gradient Methods) Multi-dimensional unconstrained optimization (Non-Gradient Methods) Multi-dimensional unconstrained optimization (Gradient Methods) Liner Programming Liner Programming Liner Programming Regression Regression Interpolation Interpolation Revision Revision Number Representations Round-off Errors Truncation Errors Roots Finding (Open Methods) Quiz 1 Gauss-Jordon Elimination Error Analysis Quiz 2 Multi-dimensional unconstrained optimization (Non-Gradient Methods) Multi-dimensional unconstrained optimization (Gradient Methods) Quiz 3 Regression Interpolation Quiz 4