Introduction to Matlab Programming with Applications

Location: Room 223B, 德田館
Time: 0930 ~ 1230, from Monday to Friday


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

Goal

This short course is designed for the students who want to learn Matlab programming without any experiences before. The students will be introduced to Matlab features and syntaxes. Besides, the fundamentals of programming concepts are delivered with elegant algorithms. You are expected to be capable to implement programs with Matlab independently after this class. Moreover, I expect that you could feel more confident of learning more programming languages and dealing with advanced topics in the future.

Prerequisites

Text

References

Matlab

Linear algebra

Numerical methods and analysis

Data mining and machine learning with Matlab

Optimization

Simulink

Related courses

Misc

Additional reading

Wifi Connection

Overview

The major topics covered in the short course, if time permitting, are listed below for your reference.

Essentials

Applications

Schedule [ 236, 237, 238, 242, 244, 245, 247, 249, 251, 252, 253, 254, 256, 258, 260, 261, 262, 263, 264, 265, 266, 268, 272 ]

Date Key points and memo
2016.8.8 program, cpu, memory, memory hierarchy, programming languages (machine code, high-levele language), computational solution, algorithm, binary system, data types(integers/floating points), numerical errors, variables, scalars, arrays;
2016.8.9 cells, structures, rational operators, logical operators, selection (if-elseif-else, switch-case-otherwise), error and error handling (try-catch), while loops, for loops;
2016.8.10 nested loops, analysis of algorithm, vectorization, profiling;
2016.8.11 functions, call stack, variable scope, recursion;
2016.8.12 2D/3D plots, interpolations; BlackScholesModel.m, EuroCall_MonteCarloSimulation.m, http://www.math.columbia.edu/~smirnov/options13.html, Black–Scholes formula;
2016.8.15 matrix computation (system of linear equations, 2D Laplace PDE boundary value problem); FFT application: Antenna arrays;
2016.8.16 least square error method, polynomial fitting, SVD application: Low-rank approximation for image compression (Applications of SVD: image compression, svd_image_compression.m), file I/O (high-level I/O);
2016.8.17 file I/O (low-level I/O), gui design (thanks to Prof. Chang), Simulink tutorial;
2016.8.18 blurring and edge detection by FFT (Lecture 10: Discrete Fourier Transform, imageProcessing_LowHighPass.m);
2016.8.19 final exam (solutions); implied volatility from market data (TXO.xlsx, Newton's method); feedback;

Gradebook