Math 589A - Algorithms of Applied Mathematics I

Syllabus for Math 589, Section 001, Fall 2024

Location and Times

Math 589A, Section 001, meets in Mathematics 501, MWF 12:00PM - 12:50PM.

Course Description

According to the catalogue:

Part A (Fall)

Part B (Spring)

Course Prerequisites or Co-requisites

As determined by the GIDP Program in Applied Mathematics Graduate Student Handbook.

Browse to Core Courses for addition information.

Instructor and Contact Information

Information	Data
Instructor	Professor Marek Rychlik
Office	Mathematics 605
Telephone	1-520-621-6865
Email	rychlik@arizona.edu
Instructor Homepage/Web Server	http://alamos.math.arizona.edu
Course Homepage	http://alamos.math.arizona.edu/math589
Course Homepage (Mirror)	http://marekrychlik.com/math589

Course Format and Teaching Methods

The course format is that of a conventional lecture, with in-class discussion and additional web-delivered content. All lectures will be recorded and available on Zoom and Panopto.

Written homework will be assigned regularly and graded using Gradescope.

In addition, the course incorporates required programming assignments. Numerical experimentation is essential to understanding and using the course subject matter. The assignments will be graded by an autograder implemented in Gradescope.

Course Objectives - Math 589A

1. Understand floating point arithmetic.
2. Understand numerical linear algebra, including solving dense and sparse linear systems, SVD, QR and LU factorizations
3. Be able to solve systems of non-linear equations.
4. Gain competency at solving ODE numerically
5. Be able to solve boundary value problems for ODE
6. Become familiar with the HPC resources of the University of Arizona.
7. Gain working knownledge of Python and MATLAB
8. Learn basics of parallel, distributed and GPU programming
9. Be able to apply acquired knowledge to "real-life" problems

Course Objectives - Math 589B (tentiative)

1. Understand and apply various numerical methods for optimization and optimal control.
2. Analyze and solve complex optimization problems in both constrained and unconstrained settings.
3. Explore Monte-Carlo algorithms and their applications in inference and learning.
4. Investigate neural network algorithms and their implementation in modern programming frameworks.

Generative AI use IS permitted or encouraged

In this course you are welcome and expected to use generative artificial intelligence/large language model tools, e.g. ChatGPT, Dall-e, Bard, Perplexity. Using these tools aligns with the course learning goals such as developing writing and programming skills, and ability to effectively use available information. Be aware that many AI companies collect information; do not enter confidential information as part of a prompt. LLMs may make up or hallucinate information. These tools may reflect misconceptions and biases of the data they were trained on and the human-written prompts used to steer them. You are responsible for checking facts, finding reliable sources for, and making a careful, critical examination of any work that you submit. Your use of AI tools or content must be acknowledged or cited. If you do not acknowledge or cite your use of an AI tool, what you submit will be considered a form of cheating or plagiarism. Please use the following guidelines for acknowledging/citing generative AI in your assignments:

• MLA
• APA

Absence and Class Participation Policy

Importance of attendance and class participation

Participating in course and attending lectures and other course events are vital to the learning process. As such, attendance is required at all lectures and discussion section meetings. Students who miss class due to illness or emergency are required to bring documentation from their healthcare provider or other relevant, professional third parties. Failure to submit third-party documentation will result in unexcused absences.

Missed Exams

Students are expected to be present for all exams. If a verifiable emergency arises which prevents you from taking an in-class exam at the regularly scheduled time, the instructor must be notified as soon as possible, and in any case, prior to the next regularly scheduled class. Make-up exams and quizzes will be administered only at the discretion of the instructor and only under extreme circumstances. If a student is allowed to make up a missed exam, (s)he must take it at a mutually arranged time. No further opportunities will be extended. Failure to contact your instructor as stated above or inability to produce sufficient evidence of a real emergency will result in a grade of zero on the exam. Other remedies, such as adjusting credit for other exams, may be considered.

COVID-19 related policies

As we enter the new semester, the health and wellbeing of everyone in this class is the highest priority. Accordingly, we are all required to follow the university guidelines on COVID-19 mitigation. Please visit http://www.covid19.arizona.edu for the latest guidance.

UA policies

The UA"s policy concerning Class Attendance, Participation, and Administrative Drops is available at: http://catalog.arizona.edu/2015-16/policies/classatten.htm The UA policy regarding absences for any sincerely held religious belief, observance or practice will be accommodated where reasonable, http://policy.arizona.edu/human-resources/religious-accommodation-policy . Absences pre-approved by the UA Dean of Students (or Dean Designee) will be honored. See: http://uhap.web.arizona.edu/policy/appointed-personnel/7.04.02

Required Texts or Readings

Required Textbook

Advanced Numerical Methods and High-Performance Computing By Marek Rychlik (the instructor). A lecture note style booklet prepared especially for this course.

Additional reading

See Background reading for a list of texts worth studying along with taking the course.

Assignments and Examinations

Notes on exam administration

All examinations are planned to be administered during the class time, either in person or on Zoom.

If, due to unforseen circumstances, they cannot be held in person, they are held on Zoom using the "gallery view" mode.The exam papers for not in-person tests will be distributed on-line by D2L and collected electronically using D2L "dropbox" feature.

Exam/assignment listing with date and grade contribution

Exam or Assignment	Date	Grade contribution
Midterm 1	Ocrober 16, Wednesday	20%
Midterm 2	November 13, Wednesday	20%
Final Examination	December 18, Wednesday, 10:30am - 12:30pm	30%
Homework	Written and Programming, administered via Gradescope	30%

Homework Assignments

Written and programming homework consists of approximately twelve assignments equally contributing to the grade, each worth 30/12 = 2.5% of the grade. Written assignments are downloaded from Gradescope. The programming assignments are posted on line at this link: Homework. The assignment papers are collected via Gradescope, which is cloud-based software for semi-automatic grading. Programming assignments will be graded using autograders - programs written by the instructor that run the code and verify the results. Things to keep in mind:

• The student will submit all graded work through Gradescope. Gradescope assignments, by their nature, are answer-oriented. The opportunity for partial credit on written assignments is somewhat limited.
• The programming assignments shall be maintained in a GitHub repository. A read/write link to the repository will be shared with the instructor via the "collaborator" mechanism of GitHub. The repository will include all code necessary to test the code. Python test code must be runnable via 'pytest' program and preferrably use the 'unittest' package. A good way to start with this system is to clone the Assignment 0 repository: https://github.com/Arizona-Math/Math589Assignment0
• Homework may not be submitted through e-mail, no exceptions.
• Due dates will be adjusted in Gradescope only as needed and the student is expected to check regularly for those adjustments. Due dates in D2L will not be updated.

Homework submission requirements

Using Gradescope for grading differs from other grading systems. Mainly, it uses AI to allow the instructor to accurately grade a larger number of problems than it would be possible otherwise. Some grading is completely automated (e.g., solutions to problems with a numerical answer). More comples answers may be grouped automatically by using Machine Learning, OCR and image analysis. However, it is possible to completely confuse the system by improperly structuring the submitted document. Therefore, please read the instructions below carefully and re-visit them as needed. Note that Gradescope supports automatic regrade requests which you can use if all fails.

The solutions must be structured in such a way that Gradescope can read them and that its 'AI' can interpret them. Your homework must be submitted as a PDF document, even if you use scanner or phone to capture images. Two typical workflows will be as follows:

1. Download the blank assignment (also called a 'template') from Gradescope.
2. Read and understand exactly what answers you need to provide. The space to enter the answer is a blue box, and marked with a label such as 'Q1.1' ("Question 1, part 1").
3. Work out the problem on "paper" (real or virtual), to obtain the answers. They must fit in the designated boxes in the 'template'. The size of the box is a hint from the instructor about the size of the answer (typically a number or a math formula) when entered by hand, using regular character size.
4. The recommended way to fill out the 'template' is paperless, by using suitable software and hardware (digital pen or tablet). I use a free program Xournal for this and it works great. You need to use it in combination with a digital pen or a tablet. It can produce a PDF easily, ready for submission to Gradescope.
5. You can also print the assignment on (real) paper, fill out the answers and scan the marked up document back to PDF format. However, the position of the boxes must be exactly (to a fraction of an inch) as in the original. Also, you may encounter a variety of "quality control" issues, especially if you are using a digital camera to scan the paper solution. All issues can be solved by a mix of the right hardware and software, but may not be the best time investment. The least troublesome way to scan is to use a real, flatbed scanner, e.g. in the library.
6. Upload the resulting document (a PDF of the 'template' marked up with your answers) to Gradescope. Your PDF must contain your name and student id in designated spaces. The Gradescope 'AI' will look for your name and student id, to properly associate it with your account.
7. After grading, the grade will be transmitted to D2L (Brightspace) and will be added to your 'Final Calculated Grade' automatically.
8. Do not reduce handwriting size! Reduce the size of your answer using
   • closed form expressions;
   • appropriate math functions, e.g., absolute value, min and max.
9. Under no circumstances write outside the provided space (boxes). Gradescope, and the grader only considers the content of the designated boxes.
10. IMPORTANT! Do not insert pages in the solution template. This will confuse Gradescope, and will result in reduced score and/or will require re-submission. However, you are encouraged to submit scratchwork. You should create pages at the end of the document. Similarly, if you run out of space in the template for your solution, you can continue the solution on a newly created page at the end of the document, adding a note in the template: "Solution continued on page 13" where page 13 will contain the continuation.
11. CRITICALLY IMPORTANT! You may insert handwritten solutions into the template using "electronic ink" (such as xournal), as long as you achieve similar legibility to typed text. You may also use a high-quality digital scanner capable of producing quality comparable to printed document, as long as you write very legibly. You may not insert pictures of handwritten or typed pages taken with a cell phone camera! If your work does not meet the legibility criterion, the instructor will ask you to move to a different system.

Programming and Software

Programming in Python and MATLAB is an important part of the course. Programming assignments in the first parts of the course will be in Python, and later in the course they will approximately alternate between MATLAB and Python.

Additionally, for illustrating some aspects of the course, I will be using these programs (easy to download and free to use):

• A computer algebra system (CAS) called Maxima.
• The maxima GUI wxMaxima is a separate program and this is the preferred way to use Maxima if you are a beginner. During the previous semester students successfully applied Maxima to doing their homework, and I will provide examples of Maxima calculations in class.
• Automatic Row Reduction Generator (ARRG) - a program I wrote in Common Lisp for training students in various flavors of Gaussian elimination. It simulates row reduction, as it would be performed on paper by hand, featuring:
  • various pivoting strategies
  • row echelon and reduced row echelon forms
  • rational arithmetic with exact answers
  • Floating-point and rational complex numbers

The use of High-Performance Computing (HPC)

The University of Arizona has vast computing resources for projects of all sorts of sizes. In the course of your studies you will most likely need to use these resources. Some of the activities in this class will utilize HPC resources. The students in the class will be provided access through a class group associated with this class. The resources available to each student are described here:

UArizona HPC Documentation Site The resources include:

• Supercomputers with thousands of CPUs
• Vast storage
• Hundreds of GPUs (Graphical Processing Units)

The class aims at providing a comprehensive introduction to these facilities, and the specific programming techniques required to take advantage of this computing power.

Final Examination

The final examination is scheduled for: December 18, Wednesday, 10:30am - 12:30pm.

The time, data and general exam rules are set by the University and can be found at these links:

• Final Exam Regulations
• Final Exam Schedule

Grading Scale and Policies

The student in the class normally receives a letter grade A, B, C, D or E.

The cut-offs for the grades are:

Grade	% Range
A	90%+
B	80-90%
C	70-80%
D	60-70%
E	0-60%

Normally, individual tests and assignments will not be "curved". However, grade cut-offs may be lowered at the end of the semester (but not raised!) to reflect the difficulty of the assignments and other factors that may cause abnormal grade distribution.

The grade will be computed by D2L and the partial grade will be updated automatically by the system as soon as the individual grades are recorded.

General UA policy regarding grades and grading systems is available at https://catalog.arizona.edu/policy-type/grade-policies

Safety on Campus and in the Classroom

For a list of emergency procedures for all types of incidents, please visit the website of the Critical Incident Response Team (CIRT):

https://cirt.arizona.edu/case-emergency/overview Also watch the video available at https://arizona.sabacloud.com/Saba/Web_spf/NA7P1PRD161/common/learningeventdetail/crtfy000000000003560

Classroom Behavior Policy

To foster a positive learning environment, students and instructors have a shared responsibility. We want a safe, welcoming and inclusive environment where all of us feel comfortable with each other and where we can challenge ourselves to succeed. To that end, our focus is on the tasks at hand and not on extraneous activities (i.e. texting, chatting, reading a newspaper, making phone calls, web surfing, etc).

Threatening Behavior Policy

The UA Threatening Behavior by Students Policy prohibits threats of physical harm to any member of the University community, including to one's self. See: http://policy.arizona.edu/education-and-student-affairs/threatening-behavior-students .

Accessibility and Accommodations

Our goal in this classroom is that learning experiences be as accessible as possible. If you anticipate or experience physical or academic barriers based on disability, please let me know immediately so that we can discuss options. You are also welcome to contact Disability Resources (520-621-3268) to establish reasonable accommodations. For additional information on Disability Resources and reasonable accommodations, please visit http://drc.arizona.edu/ .

If you have reasonable accommodations, please plan to meet with me by appointment or during office hours to discuss accommodations and how my course requirements and activities may impact your ability to fully participate. Please be aware that the accessible table and chairs in this room should remain available for students who find that standard classroom seating is not usable. Code of Academic Integrity Required language: Students are encouraged to share intellectual views and discuss freely the principles and applications of course materials. However, graded work/exercises must be the product of independent effort unless otherwise instructed. Students are expected to adhere to the UA Code of Academic Integrity as described in the UA General Catalog. See: http://deanofstudents.arizona.edu/academic-integrity/students/academic-integrity http://deanofstudents.arizona.edu/codeofacademicintegrity .

UA Nondiscrimination and Anti-harassment Policy

The University is committed to creating and maintaining an environment free of discrimination, http://policy.arizona.edu/human-resources/nondiscrimination-and-anti-harassment-policy . Our classroom is a place where everyone is encouraged to express well-formed opinions and their reasons for those opinions. We also want to create a tolerant and open environment where such opinions can be expressed without resorting to bullying or discrimination of others.

Additional Resources for Students

UA Academic policies and procedures are available at: http://catalog.arizona.edu/2015-16/policies/aaindex.html Student Assistance and Advocacy information is available at: http://deanofstudents.arizona.edu/student-assistance/students/student-assistance

Confidentiality of Student Records

http://www.registrar.arizona.edu/ferpa/default.htm .

Subject to Change Statement

Information contained in the course syllabus, other than the grade and absence policy, may be subject to change with advance notice, as deemed appropriate by the instructor.

Course Timeline

Week	Date	Topic	Notes
1	Aug 26	Introduction
	Aug 28	Floating Point Arithmetic
	Aug 30	Floating Point Arithmetic
2	Sep 2	No Class	Labor Day
	Sep 4	Floating Point Arithmetic
	Sep 6	Numerical Linear Algebra: SVD
3	Sep 9	Numerical Linear Algebra: SVD
	Sep 11	Numerical Linear Algebra: SVD
	Sep 13	Numerical Linear Algebra: SVD
4	Sep 16	Numerical Linear Algebra: QR and LU Factorizations
	Sep 18	Numerical Linear Algebra: QR and LU Factorizations
	Sep 20	Numerical Linear Algebra: QR and LU Factorizations
5	Sep 23	Numerical Linear Algebra: QR and LU Factorizations
	Sep 25	Numerical Linear Algebra: QR and LU Factorizations
	Sep 27	Numerical Linear Algebra: QR and LU Factorizations
6	Sep 30	Eigenvalues and Eigenvectors
	Oct 2	Eigenvalues and Eigenvectors
	Oct 4	Eigenvalues and Eigenvectors
7	Oct 7	Systems of Non-Linear Equations: Functional Iteration
	Oct 9	Systems of Non-Linear Equations: Functional Iteration
	Oct 11	Systems of Non-Linear Equations: Functional Iteration
8	Oct 14	Systems of Non-Linear Equations: Newton's Method
	Oct 16	Systems of Non-Linear Equations: Newton's Method
	Oct 18	Systems of Non-Linear Equations: Newton's Method
9	Oct 21	Numerical Differential Equations: Basic Integration Schemes, Order of Accuracy
	Oct 23	Numerical Differential Equations: Basic Integration Schemes, Order of Accuracy
	Oct 25	Numerical Differential Equations: Basic Integration Schemes, Order of Accuracy
10	Oct 28	Initial Value Problem: Euler Method, Explicit-Implicit Methods
	Oct 30	Initial Value Problem: Euler Method, Explicit-Implicit Methods
	Nov 1	Initial Value Problem: Euler Method, Explicit-Implicit Methods
11	Nov 4	Initial Value Problem: Stability, Runge-Kutta Methods
	Nov 6	Initial Value Problem: Stability, Runge-Kutta Methods
	Nov 8	Initial Value Problem: Stability, Runge-Kutta Methods
12	Nov 11	No Class	Veterans Day
	Nov 13	Initial Value Problem: Adaptive Step Size
	Nov 15	Initial Value Problem: Adaptive Step Size
13	Nov 18	Boundary Value Problem: Shooting Method
	Nov 20	Boundary Value Problem: Shooting Method
	Nov 22	Boundary Value Problem: Shooting Method
14	Nov 25	Boundary Value Problem: Quasi-Linearization
	Nov 27	Boundary Value Problem: Quasi-Linearization
	Nov 29	No Class	Thanksgiving
15	Dec 2	Other Topics
	Dec 4	Other Topics
	Dec 6	Other Topics
16	Dec 9	Review and Final Discussions
	Dec 11	Review and Final Discussions	Last Day of Class