Lectures

Introduction to Programming with C++ (VT, Ba)

  • procedural programming
  • generic programming
  • object-oriented programming

Introduction to Numerical Methods and Software (VT, Ba)

  • essential analysis and linear algebra
  • convex unconstrained optimization
  • regression

Introduction to Algorithmic Differentiation (VT, Ba/Ma)

  • first and higher derivative models
  • derivative code by overloading
  • derivative code by automatic source transformation 

Advanced Topics in Algorithmic Differentiation (VT, Ma)

  • exploitation of structure and sparsity
  • data flow reversal 
  • algorithmic differentiation of numerical methods