Courses
Here is a list of calendar entries of scientific computing courses offered at UBC. Not every course is offered in every year.
Undergraduate Courses
CPSC 302: Numerical Computation for Algebraic Problems
Numerical techniques for basic mathematical processes involving no discretization, and their analysis. Solution of linear systems, including analysis of round-off errors; norms and condition number; introduction to iterative techniques in linear algebra, including eigenvalue problems; solution to nonlinear equations.
CPSC 303: Numerical Approximation and Discretization
Numerical techniques for basic mathematical processes involving discretization, and their analysis. Interpolation and approximation, including splines and least squares data fitting; numerical differentiation and integration; introduction to numerical initial value ordinary differential equations.
CPSC 406: Computational Optimization
Formulation and analysis of algorithms for continuous and discrete optimization problems; linear, nonlinear, network, dynamic, and integer optimization; large-scale problems; software packages and their implementation; duality theory and sensitivity.
Graduate Courses
CPSC 517: Sparse Matrix Computations
Formulation and analysis of algorithms for sparse matrices; direct and iterative solvers for sparse linear systems; eigenvalue problems; least-squares problems; applications.