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• Fall 2004 Timetable:
  MCS 507 Mathematical, Statistical and Scientific Software
  4 hours.
  Prerequisite(s): Grade of B or better in MCS 360 or the equivalent or consent of instructor (general scientific programming skills should be sufficient).
  12366 LCD 02:00 PM - 02:50 PM MWF 300 2TH Hanson, F

• Office Hours: 1:00 PM - 1:50 PM MWF 718 SEO

• Course Description: The design, analysis and use and of mathematical, statistical, and scientific software.

• Prerequisite: Grade of B or better in MCS 360 Introduction to Data Structures or consent of instructor. MCS 471 Numerical Analysis or an numerics equivalent course is highly recommended.

• Background Texts (Background Reference to Professor Hanson's Lectures):

  • William T. Vetterling, et al., Numerical Recipes in F/C/C++: the Art of Scientific Computing, Cambridge U. Press, ISBN: 0521431085 (www.amazon.com price: $53.90; also available for F77 and/or F90; Disk of programs available in Fortran and nonstandard fortran translated C). (NRC)

  • William T. Vetterling, et al., Numerical Recipes in F/C/C++ : Source Code for Recipes and Example Programs/Disk V 2.02, Available for MSwindows/MAC and Unix/Linux; Cambridge U. Press, ISBN: 0521437202 (www.amazon.com price: $85.00 for book-CD package).

  • William T. Vetterling, et al., Numerical Recipes Example Book in F/C/C++, Cambridge U. Press, ISBN: 0521437202 (www.amazon.com price: $28.12).

• Optional Supplementary References:

  • Charles MacCluer, Industrial Mathematics, Modeling in Industry, Science, and Government, Prentice Hall, 1999, ISBN: 0139491996 (www.amazon.com price: $73.33; See also Professor Verschelde's MCS 494 Special Topics in Computer Science: Industrial Math & Computation, Fall 2003 Class (11am MWF B010 BH)).

  • Thomas Svobodny, Mathematical Modeling for Industry and Engineering, Prentice Hall, 1998, ISBN: 0132608944, (www.amazon.com price: $85.33).

  • John J. Rakos, Software Project Management of Small to Medium Sized Projects, Prentice Hall, 1990, ISBN: 0138261733, (www.amazon.com price: $57.00).

  • Desmond J. Higham and Nicolas J. Higham, MATLAB Guide, SIAM, 2000.

  • Duane Hanselman and Bruce Littlefield, Mastering MATLAB 6: A Comprehensive Tutorial and Reference, Prentice Hall, 2001.

  • Delores M. Etter, Engineering Problem Solving with MATLAB, Prentice Hall,1993.

  • George Lindfield and John Penny, Numerical Methods Using MATLAB, Prentice Hall, 2000.

  • Rudra Pratap, Getting Started with MATLAB, Saunders, 1996.

  • Harry (Hui) Cheng, Ch All-In-One Language System, An free alternative, for academic use, to MATLAB and Numerical Recipes, is the Ch Language System which combines the benefits of Unix, C and MATLAB-clone in one complete self-contained package for MSwindows and other operating systems. It is free for academic use, see the webpage
    Download Ch

    Brief Ch User Tips,

    (Developed by Prof. Harry Cheng of UC/Davis; he is a UIC Ph.D. in ME, Gupta and Hanson were his primary and secondary advisors, respectively.)

• MCS507 Monte Carlo Class MATLAB Demonstration Codes
  1. randinteg.m
  2. monte1.m
  3. monte2.m
  4. monte3.m

• CSEP Random Number Generators.

• CSEP Introduction to Monte Carlo Methods.

• Stuart L. Anderson (Boeing Computing Services), Random Number Generation on Vector Supercomputers and Other Advanced Architectures, SIAM Review, vol. 32, no. 2, pp. 221-251, June 1990. (Source of much in CSEP RNG tutorial; In Math Library, 430 SEO, Call Call#=QA1.S2)

• Robert Davies' C++, Statistical analysis, S-plus & Random numbers Page .

• Skip Carter's (Taygeta.com) Home Page for C++, RNGs, Monte Carlo, etc , see especially.

  Random Number Generation.

  Monte Carlo Integration.

Topics                                                   Hours
--------------------------------------------------------------
Introduction                                                 9
Advanced linear algebra software, including MATLAB and NRC  12
Random number generators and Monte Carlo simulation software 6
Statistical software (NRC, other packages as time permits)   6
Partial differential equation solving and finance applics.   6
Data management software                                     6
--------------------------------------------------------------
Total                                                       45