CS W4241

CS W4241 - Numerical Algorithms and Complexity

Spring 2009

Monday, Wednesday, 4:10 - 5:25 pm

Course News: TBA

Professor: Joseph F. Traub

TA: TBA

Office Hours: TBA

Grading:

  • Midterm 30%
  • Final 40%
  • Homework 30%
  • Extra credit homework 10%
  • TOTAL 110%

The course consists of two parts, complexity and algorithms.

PART I - COMPLEXITY

Text: Complexity and Information, J.F. Traub and A.G. Werschulz, Cambridge University Press, 1998.

The softcover version costs about $28 and is available at the Columbia University Bookstore.

I will only cover the part of the text which requires no more than calculus. The following is an indication of what IŽll cover from the text.

  1. Introduction, pp. 3 - 9
  2. Integration Example, pp. 10 - 14
  3. Breaking the Curse, pp. 24 - 40 (in part)
  4. Mathematical Finance, pp. 43 - 52 (in part)
  5. Model of Computation, pp. 65 - 69
  6. Formal Models and Scientific Knowledge, pp. 70 - 73
  7. Complexity of Linear Programming, pp. 74 - 76
  8. Complexity of Verification, pp. 77 - 79
  9. Clock Synchronization in Distributed Networks, pp. 91 - 93
  10. Assigning Values to Mathematical Hypotheses, pp. 99 - 102

OPTIONAL MATERIAL

  1. General Formulation, pp.14 - 20
  2. Integration Example Concluded, pp. 21 - 23
  3. Value of Information in Computation, pp. 94 - 98

A number of additional complexity topics will be covered in the lectures. There will be handouts for this material. Topics include

  • Quantum computing (A very small taste)
  • Playing 20 questions against a liar
  • Continuous binary search
  • Fast matrix multiplication
  • Fast Fourier transform (FFT)
  • Polynomial Evaluation
  • Effect of precomputation

PART II - ALGORITHMS

The material on algorithms will be covered by handouts.

  1. Approximation
  2. Nonlinear Equations
    1. Univariate
    2. Multivariate
  3. Polynomial zeros
    1. Bernoulli algorithm
    2. Jenkins - Traub algorithm
  4. Randomization
    1. High dimensional integration 
  5. Numerical solution of ordinary differential equations
  6. Numerical solution of partial differential equations
    1. Elliptic equations
    2. Parabolic equations
    3. Hyperbolic equations
  7. Chaos and weather prediction 
  8. Applications to science, engineering, finance.