COURSE CONTENTS
Introduction to scientific computing – mathematical models, numerical models, algorithms and scientific software - importance of numerical simulations - computational science - the technological context – how to use the web for scientific computing.
Programming in MATLAB – MATLAB as a programming language – data-parallelism in MATLAB - scientific visualization in MATLAB. MATLAB vs C programming language.
Numerical linear algebra – basic operations and computations with vectors and matrices: dot product and angle between vectors, matrix-vector and matrix-matrix multiplication and related algorithms – systems of linear equations – algorithms for solving triangular systems – Gauss method – LU factorization – stability and pivoting – using MATLAB to solve numerical linear algebra problems.
Solving an equation – nonlinear equations and iterative methods –bisection, secant and Newton methods – hybrids methods – convergence, convergence speed and stopping criteria – fixed point problem and fixed point method – using MATLAB to solve nonlinear equations.
Data Fitting – Lagrangian interpolation – interpolation with polynomials and linear models – Hermite interpolation – interpolation with spline and Hermite cubic – interpolation with spline and Hermite parametric curves – applications to computer-graphics – data approximation by least squares – linear least squares – normal equations – applications to statistics (linear regression) – use of MATLAB to solve problems of data fitting.
Numerical integration – basic and composite quadrature formulas: rectangular, trapezoidal, midpoint and Simpson – quadrature formula based on Hermite cubic and spline interpolation – error analysis of composite quadrature formulas – Adaptive quadrature algorithms – Monte Carlo quadrature – using MATLAB to solve problems of numerical integration.
Descriptive statistics – Sample – histogram and cumulative function – location indexes: mean, mode, median, quartiles – indices of variability: standard deviation and sample variance, mean deviation – indices of asymmetry and shape: skewness, kurtosis – qualitative data and indices of mutability: Gini index, Shannon's entropy – introduction to multivariate statistics: dispersion diagram, covariance matrix, correlation matrix – using MATLAB to solve problems of descriptive statistics.