MATH 3602/4602 SCIENTIFIC COMPUTING

Syllabus:

  • Direct Methods for Solving System of Linear Equations: LU Factorization, Cholesky Factorization, Gaussian Elimination; Symmetric Positive Definite Matrices; Triangular Matrices; Sparse Matrices; Circulant Matrices; Toeplitz Matrices; Hessenberg Matrices, etc.
  • Iterative Methods: Matrix Norms, Spectral Radius, Gauss-Seidel Method, SOR Methods, Power Method, Conjugate Gradient Method, Preconditioning Techniques and singular values etc.
                   

    Lecturer:

    Dr Wai-Ki CHING (Room 414, Run Run Shaw Building Email: wching@hku.hk).

    Dr Man-Yi YIM (Room 403, Run Run Shaw Building) Email: myyim@hku.hk).

    Consultation Hours: WED 14:00-17:00

    Tutor: Ms Jiawen GU (Room 205, Run Run Shaw Building (Email: jwgu.hku@gmail.com)

    Consultation Hours: TUE: 14:00-16:00

    Time Table: TUE 10:30--12:20 and FRI 11:30--12:20 [RR209].

    Reference 1: Michael T. Heath: Scientific Computing (McGraw Hill, 1997)

    Reference 2: Charles F. Van Loan: Introduction to Scientific Computing (Prentice Hall, 1997)

    Method of Assessment: Assignment (10%), Tests (40%) and Final Examination (50%).

    Notes in PDF: Part One, Part Two, Part Three, Part Four.

    Assignments in PDF: Assignment One, Assignment Two, Assignment Three, Assignment Four.