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.