Teaching materials are mostly moved to Canvas after 2019.

Fall
2019:
Scientific Computing

Canvas website

Class Information:

Office Hour: by appointment

Office Location: 329 Science Building

email: lzhang2012 AT sjtu

TA Office Hour:

TA Office Location: Graduate office, 5th floor Pao Yue-Kong Library

email: hlwang216 AT sjtu.edu.cn

Homework online: Thursday in even weeks

Homework due: Next Thursday in even weeks in class

Homework：20%

Quiz: 20%, Quiz 1 (Oct 29), Quiz 2 (Dec 10)

Final: 60%, Jan 2

Homework: (available before the separator ||)

Homework 1 (due Oct 12), Homework 2, Homework 3, Homework 4, Homework 5, Homework 6, Homework 7 ||

Exams:

Example Code in Julia:

Examples for Chapter 2 [View] [Download]

Examples for Chapter 3 [View] [Download]

Examples for Chapter 4 [View] [Download]

Examples for Chapter 5 [View] [Download]

Examples for Chapter 6 [View] [Download]

Examples for Chapter 7 [View] [Download]

References:

Textbook:

Numerical Mathematics by A. Quarteroni, R. Sacco, and F. Saleri

Other References:

数值分析, 张平文，李铁军编著，北京大学出版社

数值分析基础, 关治，陆金甫编著，高等教育出版社。

数值分析(第七版 影印版)，Burden, Faires, 高等教育出版社。

Iterative methods for sparse linear systems, Saad, SIAM, 2003.

Numerical Optimization, Nocedal, Wright, Springer, 2006

A First Course in the Numerical Analysis of Differential Equations, Iserles, Cambridge, 2008

Canvas website

Class Information:

Office Hour: by appointment

Office Location: 329 Science Building

email: lzhang2012 AT sjtu

TA Office Hour:

TA Office Location: Graduate office, 5th floor Pao Yue-Kong Library

email: hlwang216 AT sjtu.edu.cn

Homework online: Thursday in even weeks

Homework due: Next Thursday in even weeks in class

Homework：20%

Quiz: 20%, Quiz 1 (Oct 29), Quiz 2 (Dec 10)

Final: 60%, Jan 2

Homework: (available before the separator ||)

Homework 1 (due Oct 12), Homework 2, Homework 3, Homework 4, Homework 5, Homework 6, Homework 7 ||

Exams:

Example Code in Julia:

Examples for Chapter 2 [View] [Download]

Examples for Chapter 3 [View] [Download]

Examples for Chapter 4 [View] [Download]

Examples for Chapter 5 [View] [Download]

Examples for Chapter 6 [View] [Download]

Examples for Chapter 7 [View] [Download]

References:

Textbook:

Numerical Mathematics by A. Quarteroni, R. Sacco, and F. Saleri

Other References:

数值分析, 张平文，李铁军编著，北京大学出版社

数值分析基础, 关治，陆金甫编著，高等教育出版社。

数值分析(第七版 影印版)，Burden, Faires, 高等教育出版社。

Iterative methods for sparse linear systems, Saad, SIAM, 2003.

Numerical Optimization, Nocedal, Wright, Springer, 2006

A First Course in the Numerical Analysis of Differential Equations, Iserles, Cambridge, 2008

Using
Julia:

Julia official website: docs, examples, downloads, ...

Install Julia: Look at the part "Installing Julia and IJulia"

Juno: the interactive development environment for Julia

Numeric matrix manipulation: The cheat sheet for MATLAB, Python NumPy, R, and Julia

Noteworthy differences from MATLAB

Julia official website: docs, examples, downloads, ...

Install Julia: Look at the part "Installing Julia and IJulia"

Juno: the interactive development environment for Julia

Numeric matrix manipulation: The cheat sheet for MATLAB, Python NumPy, R, and Julia

Noteworthy differences from MATLAB

Using
GSL Library

GNU Scientific Library:

GSL is written for Linux, 5 Ways to Run Linux Software on Windows, ortherwise, maybe you can figure out how to use GSL for Windows

How to compile & execute C programs under Linux (Absolute basics)

How to Debug C Program using gdb in 6 Simple Steps

Debugging Memory Problems with Valgrind (Advanced)

Unix tutorial for beginners

GNU Scientific Library:

GSL is written for Linux, 5 Ways to Run Linux Software on Windows, ortherwise, maybe you can figure out how to use GSL for Windows

How to compile & execute C programs under Linux (Absolute basics)

How to Debug C Program using gdb in 6 Simple Steps

Debugging Memory Problems with Valgrind (Advanced)

Unix tutorial for beginners

- Undergraduate Teaching
- Graduate School
- Academic Information Service
- Fall 2012: Numerical Methods for Differential Equations (Zhiyuan College)
- Spring 2013: Numerical Methods for Partial Differential Equations (Mathematics Graduate)
- Fall 2013: Probability (Zhiyuan ACM Class)
- Spring 2014: Numerical Methods for Differential Equations (Zhiyuan College)
- Spring 2014: Numerical Methods for Partial Differential Equations (Mathematics Graduate)
- Spring 2015: Numerical Methods for Differential Equations (Zhiyuan College)
- Spring 2016: Numerical Methods for Differential Equations (Zhiyuan College)
- Spring 2016: Probability (Zhiyuan College)
- Spring 2017: Numerical Methods for Differential Equations (Zhiyuan College)
- Spring 2017: Numerical Methods for PDEs (Math Graduate)
- Fall 2017: Scientific Computation (Math Graduate)
- Spring 2018: Numerical Methods for Differential Equations (Zhiyuan College)
- Spring 2019: Numerical Methods for Differential Equations (Zhiyuan College)
- Spring 2019: Numerical Methods for PDEs (Math Graduate)
- Using Julia

- Using GSL Library