Computational Mathematics Situational Awareness and Survival Skills

Graduate / Professional

Are you using a computer to analyze data? Will the computer ever finish processing the data? Will the result be junk? Will you recognize that it is junk? We discuss the difference between math on paper and math on a computer and the difference between general programming and implementing mathematics on a computer. We experience benign mathematical operations failing catastrophically without any error message. We experience mathematically equivalent operations taking anywhere between a fraction of a second and a lifetime. We develop situational awareness and survival skills for this harsh environment. We discuss algorithms, complexity, numerical computation, linear algebra, data analysis, programming, and prototyping. Assignments include theory, programming, data analysis, individual work, and collaborative work. We use C (optionally, FORTRAN) and Python. Making mistakes on assignments and respectful class discussions of insights from such mistakes are integral parts of the course. Prerequisites: linear algebra, multivariate calculus, and programming experience (any language). Prior experience with C, FORTRAN, or Python is recommended but not required; students unfamiliar with these languages must be comfortable independently learning them during the course. Limited size. Instructor permission is required. HTBA