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Class

CS 36/136 | Numerical and Computational Tools for Applied Science |
Summer 2008


Lecture MWF, 1:45-2:50 (X-hour: Th 1:00-1:50), 108 Kemeny Hall

Instructor

Prof. Hany Farid | farid@cs.dartmouth.edu | Sudikoff 159 | 646.2761
office hours are by appointment, or just stop by my office


Description

This course provides a practical and principled coverage of useful numerical and computational tools of use in many disciplines. The first half of this course provides the mathematical (linear algebra) and computing (Matlab) framework upon which data analysis tools are presented. These tools include data fitting, Fourier analysis, dimensionality reduction, estimation, clustering, and pattern recognition. This course is designed for undergraduate and graduate students across the sciences and social sciences.


Textbooks

Linear Algebra and Its Applications (4th Edition), G. Strang
Pattern Classification (2nd Edition), R. Duda, P. Hart, D. Stork


Resources

Lecture Notes
Gilbert Strang's on-line Linear Algebra Course (18.06)
Matlab Tutorial
Statistical Pattern Recognition


Syllabus

  • Matlab, part I
    basic arithmetic; vectors and matrices; matrix arithmetic; control structures; input/output; scripts and functions
  • Linear Algebra, part I
    vectors and matrices; solving Ax=b
  • Matlab, part II
    data structures; 1-D plotting; 2-D images; 3-D surfaces; GUI programming
  • Linear Algebra, part II
    vector spaces; linear independence; linear basis; singular value decomposition (SVD); eigenvalues and eigenvectors
  • Data Fitting
    linear regression (least-squares); polynomial fitting; Bezier curves
  • Fourier Analysis
    Fourier series; Fourier transform
  • Dimensionality Reduction
    principal components analysis (PCA); multi-dimensional scaling (MDS); independent components analysis (ICA)
  • Estimation
    least-squares estimation (LSE); total least-squares estimation (TLSE); maximum likelihood estimation (MLE); Bayesian estimation
  • Cluster Analysis
    K-means; expectation/maximization (EM)
  • Pattern Recognition
    linear discriminant analysis (LDA); support vector machines (SVM)

Grading

Homework (30%) | Midterm (35%) | Final (35%)


Homework

There will be weekly written and programming homeworks.


Honor Code

You cannot collaborate or copy in any way on exams.

On the computer programming portion of homeworks, you may discuss general approaches with other students before you sit down at the computer to write code. Once you are writing code, however, your code must be written by you: any copying (electronic or otherwise) of another person's code or code fragments is a violation of the honor code - this includes code from any web page (other than our class web page) that you find on the web.

On the written portion of homeworks, you may discuss general approaches with other students before you sit down to write out your solutions. Once you are writing your solutions, however, your work must be your own: any copying of another person's solution, or portions of their solution, is a violation of the honor code - this includes solutions from any web page (other than our class web page) that you find on the web.

You must reference all sources of help and collaboration on each homework. For example, if you talked with Jane Smith about your homework (in any way), you must note this on your homework. If you used a source outside of one provided by me or the class web page, you must cite it on your homework. Not doing so is a violation of the honor code.


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