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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.
- Introduction, pp. 3 - 9
- Integration Example, pp. 10 - 14
- Breaking the Curse, pp. 24 - 40 (in part)
- Mathematical Finance, pp. 43 - 52 (in part)
- Model of Computation, pp. 65 - 69
- Formal Models and Scientific Knowledge, pp. 70 - 73
- Complexity of Linear Programming, pp. 74 - 76
- Complexity of Verification, pp. 77 - 79
- Clock Synchronization in Distributed Networks, pp. 91 - 93
- Assigning Values to Mathematical Hypotheses, pp. 99 - 102
OPTIONAL MATERIAL
- General Formulation, pp.14 - 20
- Integration Example Concluded, pp. 21 - 23
- 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.
- Approximation
- Nonlinear Equations
- Univariate
- Multivariate
- Polynomial zeros
- Bernoulli algorithm
- Jenkins - Traub algorithm
- Randomization
- High dimensional integration
- Numerical solution of ordinary differential equations
- Numerical solution of partial differential equations
- Elliptic equations
- Parabolic equations
- Hyperbolic equations
- Chaos and weather prediction
- Applications to science, engineering, finance.
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