University of California, Los Angeles 4 credits Electrical and Computer Engineering
Lecture, four hours; discussion, one hour; outside study, seven hours. Enforced requisite: course 133A. Simulation of dynamical systems. Algorithms for ordinary differential and difference equations. Fourier analysis; fast Fourier transforms. Random number generators. Simulation of stochastic systems, Monte Carlo methods. Constrained optimization; applications of optimization to engineering design, modeling, and data analysis. Introduction to data mining and machine learning. Algorithms and complexity. Integration of mathematical software in applications. Letter grading.
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