Math 224: Scientific Computing
Instructor: A. Layton

An introduction to programming for scientific applications. 

Math 224 focuses on efficient computational approaches to solve problems
from linear algebra and nonlinear systems.

Topics include solution of linear systems through direct and iterative
methods, matrix factorizations and approximations, least square problems, 

eigenproblems, nonlinear equations and optimization, interpolation,
numerical integration and differentiation, initial value problems for ODEs.

Mathematical background is used to develop stable, reliable, accurate,
and efficient numerical algorithms to be implemented in scientific
programming language. 



Prerequisites:

Mathematics 103 (multivariable calculus) and Mathematics 104 (linear
algebra) or equivalents are needed for the mathematical background. 

Basic experience in programming in C/C++ or FORTRAN is also necessary
(at the level of CPS 006 or higher).

www.math.duke.edu/~alayton/math224/

Other Course Materials 

Scientific Computing, An Introductory Survey, 2nd edition, by
Michael T. Heath 
 
Other books: 
Numerical linear algebra, L.N. Trefethen and D. Bau 
Matrix computations, G.H. Golub and C.F. Van Loan

Numerical recipes, by Press et al. 
Numerical mathematics, Quarteroni, Sacco, and Saleri