Numerical Algorithms 
and Complexity

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 based-complexity: problems with partial information
  • Scalar integration
  • Multivariate nonlinear equations
  • Multivariate integration
  • Discrepancy
  • QMC algorithms
  • Applications to financial computations
  • Average Case settings
  • General information-based complexity problems

The homeworks and additional information can be found in the CourseWorks web page.