W4241  NUMERICAL ALGORITHMS AND COMPLEXITY
Book:
“Complexity and Information”, by J. F. Traub and A. G. Werschulz, Cambridge University Press, 1998.
Syllabus:
 Basic concepts of scientific computations:
 complexity and numerical stability
 Matrix multiplications
 Polynomial equations
 Systems of linear equations
 Norms of vectors and matrices
 Newton and secant algorithms
 Information basedcomplexity: problems with partial information
 Scalar integration
 Multivariate nonlinear equations
 Multivariate integration
 Discrepancy
 QMC algorithms
 Applications to financial computations
 Average Case settings
 General informationbased complexity problems
The homeworks and additional information can be found in the CourseWorks web page.
