CS W4241

CS W4241 - Numerical Algorithms and Complexity

Spring 2011

Monday, Wednesday, 4:10 - 5:25 pm, 644 Mudd

Professor: Joseph F. Traub

Office Hours: Tuesday 2:30 - 3:00 pm, Thursday 3:30 - 4:00 pm and by appointment

TA: Sam Beck

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 $42 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.

  1. Introduction, pp. 3 - 9
  2. Integration Example, pp. 10 - 14
  3. Breaking the Curse, pp. 24 - 40 (in part)
  4. Mathematical Finance, pp. 43 - 52 (in part)
  5. Model of Computation, pp. 65 - 69
  6. Formal Models and Scientific Knowledge, pp. 70 - 73
  7. Complexity of Linear Programming, pp. 74 - 76
  8. Complexity of Verification, pp. 77 - 79
  9. Clock Synchronization in Distributed Networks, pp. 91 - 93
  10. Assigning Values to Mathematical Hypotheses, pp. 99 - 102

OPTIONAL MATERIAL

  1. General Formulation, pp.14 - 20
  2. Integration Example Concluded, pp. 21 - 23
  3. 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

  • 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.

  1. Approximation
  2. Nonlinear Equations
    1. Univariate
    2. Multivariate
  3. Polynomial zeros
    1. Bernoulli algorithm
    2. Jenkins - Traub algorithm
  4. Randomization
    1. High dimensional integration 
  5. Numerical solution of partial differential equations
    1. Elliptic equations
    2. Parabolic equations
    3. Hyperbolic equations  
  6. Applications to science, engineering, finance.