Introduction to MATLAB Programming with Applications

Time: 1900 ~ 2130 Wednesday and 1800 ~ 2030 Saturday
Location: Room 108 of CSIE Building (德田館)

``All science is dominated by the idea of approximation.''
-- Bertrand Russell (1872-1970)

Course Description

This course is designed for the students who want to learn MATLAB programming without any experiences before. The students are expected to be capable to implement programs with MATLAB independently after 30 hours of lectures. Furthermore, I expect you to learn other programming languages without pains in the future.

Have fun programming.

Textbook
- Matlab: A Practical Introduction to Programming and Problem Solving, Stormy Attaway, 3/e, 2013
References
- MATLAB
  - Introduction to MATLAB for Engineers, W. J. Palm III, 3/e, 2011
  - MATLAB for Engineers, Holly Moore, 3/e, 2011
  - MATLAB Programming (online resource)
  - MATLAB程式設計《入門篇》 (online resource)
  - MATLAB: An Introduction with Applications, R. V. Dukkipati, 2010
- Linear Algebra
  - Linear Algebra, Stephen H. Friedberg, Arnold J. Insel, and Lawrence E. Spence, 4/e, 2002
  - Matrix Computations, Gene H. Golub and Charles F. van Van Loan, 3/e, 1996
- Data Structures and Algorithms
  - Data Structures and Algorithms in C++, Michael T. Goodrich, Roberto Tamassia, and David M. Mount, 2/e, 2011
  - Introduction to Algorithms, Thomas H. Cormen, Charles E. Leiserson, Ronald L. Rivest, and Clifford Stein, 3/e, 2009
  - Algorithms, Sanjoy Dasgupta, Christos Papadimitriou, Umesh Vazirani, 2006
  - 演算法筆記 (online resource)
- Numerical Methods and Analysis
- Statistics
  - Statistical Inference, G. Casella and R. L. Berger, 2/e, 2001
  - Mathematical Statistics and Data Analysis, John A. Rice, 3/e, 2006
- Monte Carlo Simulation
  - Monte Carlo Methods in Financial Engineering, Paul Glasserman, 2003
- Time Series Analysis
  - Analysis of Financial Time Series, Ruey S. Tsay, 2010
- Option Pricing
  - Financial Engineering and Computation: Principles, Mathematics, Algorithms, Yuh-Dauh Lyuu, 2001

MATLAB environments
Variables and data types
Data structures: arrays, matrices, cell arrays, structure arrays
Control structures: if-elseif-else, for loop, while loop, switch-case, try-catch
Matrix computation and vectorization
2D and 3D plotting
Built-in and user-defined functions
User-controlled input and output
Graphic user interfaces
(Optional) Optimization
(Optional) Statistics and Monte Carlo simulation
(Optional) Option pricing
(Optional) Singular value decomposition (SVD) and principal component analysis (PCA)
(Optional) Numerical method of Calculus
(Optional) Time series analysis

Lecture Notes [ 236 237 ]

2014.5.28
2014.6.4
2014.6.7, Programming Assignment#1
2014.6.11, Programming Assignment#2
2014.6.14
2014.6.18, Programming Assignment#3
2014.6.21, Programming Assignment#4
2014.6.25
2014.6.28, Programming Assignment#5
2014.7.2 (GUI)
2014.7.5
2014.7.9: Final Project Presentation

Grading Policy

Participation (36 points)
Programming Assignment (40 points)
Final Project (24 points)

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