Numerical Algorithms - MU4IN910 (2022-2023)


Description of the course

This course is the natural continuation of the numerical part of MODEL course. It is a question of supplementing the knowledge in mathematical tools and algorithms in order to be able to solve concrete problems and of large sizes. We will study in particular algorithms and their implementation frequently used in the field of scientific computing and data science. The applications will be very diverse and may change each year: for example, we will see applications in finance (calculation of the price of options), in simulation of structures for 3D printing, in imaging (image compression), in deep learning (stochastic gradient algorithm), etc. We will endeavor for each algorithm to propose versions allowing an efficient implementation on parallel machines. The algorithms will be coded in MATLAB.

Tentative program per week

  1. Floating-point arithmetic and rouding error analysis
  2. Matrix computation
  3. Introduction to continuous optimization
  4. Nonlinear equations

Team of lecturers


Assigments, exams and grading

Grades will be computed as follows: exam (50%), praticals (50%)


Moodle webpage for this course


Past exams


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(Last modification : January 19th, 2023)