MATH 3602 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 etc.
                   

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

    Consultation Hours: TUE 9:00-12:00

    Tutor: (Email: )

    Consultation Hours: Mon: 13:00-15:00

    Time Table: TUE 14:00--15:55, THU 14:00--14:55 JLG01.

    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: 3 Tests (50%) and Final Examination (50%).

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