Modern Scientific Computing (AMAT 5315)

This repo has been moved to: https://github.com/GiggleLiu/ModernScientificComputing2.git

PART 1: Computing

Week 1: Understanding our computing devices

• Lecture notes
• Pluto notebook [html, pdf, source]

Week 2: Linux and Git (Hands on)

• Lecture notes
• Cheat sheet

Week 3: The Julia programming language

• We use arXiv:1209.5145 as the reference.
• Pluto notebook [html, pdf, source]

PART 2: Mathematical modeling

This part does not contain any lecture note. Please check the following book as a reference.

Heath M T. Scientific computing: an introductory survey, revised second edition[M]. Society for Industrial and Applied Mathematics, 2018.

Week 4: Systems of linear equations

• Pluto notebook [html, pdf, source]

Week 5: Linear least square problem and QR decomposition

• Pluto notebook [html, pdf, source]

Week 6: Eigenvalue problems and sparse matrices

• Pluto notebook [html, pdf, source]

Week 7: Fast Fourier transform

• Pluto notebook [html, pdf, source]

Week 8: Nonlinear equations and optimization

• Pluto notebook [html, pdf, source]

Week 9: Automatic differentiation

• Pluto notebook [html, pdf, source]

PART 3: Scientific applications

Week 10: Probabilistic modeling

• Pluto notebook [html, pdf, source]

Week 11: Sparsity detection

• Pluto notebook [html, pdf, source]
• Project: Compressed Sensing
• Project: Kernel Principle Component Analysis

Week 12: CUDA programming

• Pluto notebook [pdf, source]
• Live Coding: CUDA programming
• Project: Lattice Gas Cellular Automata

Week 13: Final exam

Tips

1. How to open a Pluto notebook

How to play a notebook?

1. Clone this Github repo to your local host.

git clone https://github.com/GiggleLiu/ModernScientificComputing.git

2. Install Pluto in Julia with using Pkg; Pkg.add("Pluto") and open it in a Julia REPL with

julia> using Pluto; Pluto.run(notebook="path/to/notebook.jl")

where the "path/to/notebook.jl" should be replaced by the path to the file under the notebooks folder.

Controls

• Use Ctrl + Alt + P to toggle the presentation mode.
• Use Ctrl + → / ← to play the previous/next slide.