UWO, Department of Statistical and Actuarial Sciences,

Statistical Sciences 736A: Statistical Computing with Mathematica

Instructors:

Prof. Z. Krougly, WSC 205, (519) 661-2111 ext. 86985, Email: zkrougly@stats.uwo.ca

Prof. A.I. McLeod, WSC 235, (519) 661-3611 ext. 83611, Email: aim@stats.uwo.ca

Course Schedule: Tu 7:00 - 10:00 p.m., WSC room 248

Office Hours: Tu: Th 3:00 - 4:30 p.m. or by appointment.

Course Outline

Introduction to Mathematica. Introduction to C Programming. Overview of Mathlink. Introduction to cluster computing using SASWulf Beowulf Cluster for high performance networks

Course Goals

The student will learn how to use the Mathematica programming environment for data analysis, graphics, symbolic computation, technical word processing and statistical programming. The student will learn the C language and how to develop C programs.

The course will be helpful for beginners and advanced users. It is also for students and professionals with some knowledge of programming, but who have little or no statistical and clusters computing programming experience

Course Description:

Introduction to Mathematica.

Introduction to C Programming.

Overview of Mathlink.

Overview of running C in Windows and Linux/Unix environments

Introduction to cluster computing using Message Passing Interface (MPI) standard

Introduction how to run your jobs through LAM/MPI environment

Introduction to programming parallel and distributed systems that use the MPI standard library of extensions to C (clusters computing, SHARCNET infrastructure).

Parallel Mathematica development for high performance computing

The examples will be provided using both Mathematica and C languages.

If time allows, we may also address more advanced topics and examples: implementing high performance computing in statistic and optimization, computer modeling, simulation, animation, plotting, matrix manipulation, pattern recognition.

How Credit Will Be Given

The student will do a project using Mathematica. The project should involve Mathematica programming with the Mathlink interface to a C program. The project will count for 90% of the grade and 10% will be given for classroom participation and/or insightful discussions after class.

Textbook:

Explorations in Statistical Science with Mathematica, A.I. McLeod. A printed copy will be available from the UWO bookstore.

References:

1. Mathlink, Network Programming with Mathematica by Miyaji and Chicara

There are many books in C in the UWO library, for example:

2. C Programming: A modern approach by K.N. King, QA76.73.C15K49 1996. The book is also available in the UWO bookstore.

The copies of those two books are being purchased by the Taylor library and will be held on a 2 - hours reserve basis.

3. The entire book by Stephen Wolfram, Mathematica, comprised of over 1000 pages is available through the Mathematica help. Wolfram's book is the definitive guide to

Mathematica

4. Mathematica: A Practical Approach by Nancy Blachman and Colin P. Williams, QA76.95.B53 1999.

There are numerous other introductory books on Mathematica that may also be consulted. Especially relevant books with significant Mathematica and statistical sciences content of interest to this course are:

5. Introductory Statistics and Random Phenomena by Manfred Denker and Wojbor A. Woycznski, QA276.12.D45 1998

6. Mathematical Statistics with Mathematica by Colin Rose and Murray Smith, QA276.4.R67 2002.

7. Probability with Mathematica by Kevin Hastings, QA273.19.E4H37 2001

8. Statistics with Mathematica by Martha L. Abell et al., QA276.4.A24 1999

Course Web Page:

The URL given should be linked to

http://stats.uwo.ca/faculty/krougly/