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
  • root finding
  • convex unconstrained optimization
  • regression

Combinatorial Problems in Scientific Computing (VT, Ma)

  • sparse linear algebra
  • structure and sparsity in algorithmic differentiation 
  • data-flow reversal for resilience

Introduction to Algorithmic Differentiation (VT, Ba/Ma)

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

Advanced Topics in Algorithmic Differentiation (VT, Ma)

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