Numerical Programming I - Winter 09: Difference between revisions

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| timeplace = Lecture: Tuesday 9:00 - 10:30, lecture room 02.07.023; Thursday 12:00 - 13:30, lecture room 02.07.023
| timeplace = Lecture: Tuesday 9:00 - 10:30, lecture room 02.07.023; Thursday 12:00 - 13:30, lecture room 02.07.023
: Tutorial: Monday, 14:15 - 15:45, lecture room 02.07.023
: Tutorial: Monday, 14:15 - 15:45, lecture room 02.07.023
: <font color=red> The course starts with a first lecture on Monday, Oct 26th, 14:15-15:45.</font>
| credits = 6 SWS (4V + 2Ü) / 8 Credits
| credits = 6 SWS (4V + 2Ü) / 8 Credits
| audience = Computational Science and Engineering, 1st semester ([https://www.in.tum.de/myintum/kurs_verwaltung/cm.html?cmid=228&lang=en module IN2156])
| audience = Computational Science and Engineering, 1st semester ([https://drehscheibe.in.tum.de/myintum/kurs_verwaltung/c.html?cid=1432 module IN2156])
| tutorials = [[ Stefanie Schraufstetter]]
| tutorials = [[ Stefanie Schraufstetter]]
| exam = t.b.a. <!--February 19th (see [[#Exam |here]])-->
| exam = February 5th at 14:15 in the lecture room MW 2050 (mechanical engineering building). <!--February 19th (see [[#Exam |here]])-->
}}
}}




= News =
= News =
--
<!--
<font color=red>
<font color=red>
'''Changes in schedule:'''
'''Changes in schedule:'''
* Monday, Oct 26th: lecture (instead of tutorial)
* Tuesday, Oct 27th: lecture
* Thursday, Oct 29th: tutorial (instead of lecture)
* Monday, Nov 2nd: no course
* Monday, Nov 2nd: no course
</font>
</font>
 
-->




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= Lecture Notes =
= Lecture Notes =


(Material will be updated throughout the semester)
<!--
* [http://www5.in.tum.de/lehre/vorlesungen/num_prog_cse/ws09/slides/handout_intro.pdf Introduction and Literature]
* [http://www5.in.tum.de/lehre/vorlesungen/num_prog_cse/ws09/slides/handout_intro.pdf Introduction and Literature]
* [http://www5.in.tum.de/lehre/vorlesungen/num_prog_cse/ws09/slides/handout_01.pdf Chapter 1:] Foundations of Numerics from Advanced Mathematics
* [http://www5.in.tum.de/lehre/vorlesungen/num_prog_cse/ws09/slides/handout_01.pdf Chapter 1:] Foundations of Numerics from Advanced Mathematics
Line 50: Line 47:
* [http://www5.in.tum.de/lehre/vorlesungen/num_prog_cse/ws09/slides/handout_04.pdf Chapter 4:] Numerical Quadrature
* [http://www5.in.tum.de/lehre/vorlesungen/num_prog_cse/ws09/slides/handout_04.pdf Chapter 4:] Numerical Quadrature
* [http://www5.in.tum.de/lehre/vorlesungen/num_prog_cse/ws09/slides/handout_05.pdf Chapter 5:] Direct Methods for Solving Linear Systems of Equations
* [http://www5.in.tum.de/lehre/vorlesungen/num_prog_cse/ws09/slides/handout_05.pdf Chapter 5:] Direct Methods for Solving Linear Systems of Equations
* [http://www5.in.tum.de/lehre/vorlesungen/num_prog_cse/ws09/slides/handout_06.pdf Chapter 6:] The Symmetric Eigenvalue Problem
* [http://www5.in.tum.de/lehre/vorlesungen/num_prog_cse/ws09/slides/handout_06.pdf Chapter 6:] Iterative Methods: Roots and Optima <font color=red>(12.01.: updated!)</font>
* [http://www5.in.tum.de/lehre/vorlesungen/num_prog_cse/ws09/slides/handout_07.pdf Chapter 7:] Iterative Methods: Roots and Optima (addendum: [http://www.cs.cmu.edu/~quake-papers/painless-conjugate-gradient.pdf Painless CG])
* [http://www5.in.tum.de/lehre/vorlesungen/num_prog_cse/ws09/slides/handout_07.pdf Chapter 7:] The Symmetric Eigenvalue Problem
* [http://www5.in.tum.de/lehre/vorlesungen/num_prog_cse/ws09/slides/handout_08.pdf Chapter 8:] Ordinary Differential Equations  
* [http://www5.in.tum.de/lehre/vorlesungen/num_prog_cse/ws09/slides/handout_08.pdf Chapter 8:] Ordinary Differential Equations  
-->
* [http://www5.in.tum.de/lehre/vorlesungen/num_prog_cse/ws09/slides/handout_09.pdf Chapter 9:] Hardware-Aware Numerics
 






= Tutorial =
= Tutorial =
 
<!--
(Material will be updated throughout the semester)
(Material will be updated throughout the semester)
<!--
-->
Here are the sheets for the tutorial:
Here are the sheets for the tutorial:
* [http://www5.in.tum.de/lehre/vorlesungen/num_prog_cse/ws09/tutorial/exercise_01.pdf Exercise 1:] Mathematical Essentials
* [http://www5.in.tum.de/lehre/vorlesungen/num_prog_cse/ws09/tutorial/exercise_01.pdf Exercise 1:] Mathematical Essentials
* [http://www5.in.tum.de/lehre/vorlesungen/num_prog_cse/ws09/tutorial/exercise_02.pdf Exercise 2:] Linear Algebra  
* [http://www5.in.tum.de/lehre/vorlesungen/num_prog_cse/ws09/tutorial/exercise_02.pdf Exercise 2:] Linear Algebra
* [http://www5.in.tum.de/lehre/vorlesungen/num_prog_cse/ws09/tutorial/exercise_03.pdf Exercise 3:] Calculus of one Variable  
* [http://www5.in.tum.de/lehre/vorlesungen/num_prog_cse/ws09/tutorial/exercise_03.pdf Exercise 3:] Calculus of one Variable
* [http://www5.in.tum.de/lehre/vorlesungen/num_prog_cse/ws09/tutorial/exercise_04.pdf Exercise 4:] Calculus of Several Variables  
* [http://www5.in.tum.de/lehre/vorlesungen/num_prog_cse/ws09/tutorial/exercise_04.pdf Exercise 4:] Calculus of Several Variables  
* [http://www5.in.tum.de/lehre/vorlesungen/num_prog_cse/ws09/tutorial/exercise_05.pdf Exercise 5:] Stochastics and Statistics  ([http://www.math.unb.ca/~knight/utility/NormTble.htm Normal Distribution Table])
* [http://www5.in.tum.de/lehre/vorlesungen/num_prog_cse/ws09/tutorial/exercise_05.pdf Exercise 5:] Stochastics and Statistics  ([http://www.math.unb.ca/~knight/utility/NormTble.htm Normal Distribution Table])
* [http://www5.in.tum.de/lehre/vorlesungen/num_prog_cse/ws09/tutorial/exercise_06.pdf Exercise 6:] Floating Point Numbers and Condition  
* [http://www5.in.tum.de/lehre/vorlesungen/num_prog_cse/ws09/tutorial/exercise_06.pdf Exercise 6:] Floating Point Numbers and Condition  
* [http://www5.in.tum.de/lehre/vorlesungen/num_prog_cse/ws09/tutorial/exercise_07.pdf Exercise 7:] Interpolation I
* [http://www5.in.tum.de/lehre/vorlesungen/num_prog_cse/ws09/tutorial/exercise_07.pdf Exercise 7:] Interpolation I  
* [http://www5.in.tum.de/lehre/vorlesungen/num_prog_cse/ws09/tutorial/exercise_08.pdf Exercise 8:] Interpolation II  
* [http://www5.in.tum.de/lehre/vorlesungen/num_prog_cse/ws09/tutorial/exercise_08.pdf Exercise 8:] Interpolation II  
* [http://www5.in.tum.de/lehre/vorlesungen/num_prog_cse/ws09/tutorial/exercise_09.pdf Exercise 9:] Numerical Quadrature  
* [http://www5.in.tum.de/lehre/vorlesungen/num_prog_cse/ws09/tutorial/exercise_09.pdf Exercise 9:] Numerical Quadrature
* [http://www5.in.tum.de/lehre/vorlesungen/num_prog_cse/ws09/tutorial/exercise_10.pdf Exercise 10:] Direct Methods for Solving Linear Systems for Equations  
* [http://www5.in.tum.de/lehre/vorlesungen/num_prog_cse/ws09/tutorial/exercise_10.pdf Exercise 10:] Direct Methods for Solving Linear Systems of Equations  
* [http://www5.in.tum.de/lehre/vorlesungen/num_prog_cse/ws09/tutorial/exercise_11.pdf Exercise 11:] Symmetric Eigenvalue Problem
* [http://www5.in.tum.de/lehre/vorlesungen/num_prog_cse/ws09/tutorial/exercise_11.pdf Exercise 11:] It. Methods for Roots, Eigenvalues I
* [http://www5.in.tum.de/lehre/vorlesungen/num_prog_cse/ws09/tutorial/exercise_12.pdf Exercise 12:] Iterative Methods: Roots and Optima
* [http://www5.in.tum.de/lehre/vorlesungen/num_prog_cse/ws09/tutorial/exercise_12.pdf Exercise 12:] Eigenvalues II and ODEs
* [http://www5.in.tum.de/lehre/vorlesungen/num_prog_cse/ws09/tutorial/exercise_13.pdf Exercise 13:] Ordinary Differential Equations
* [http://www5.in.tum.de/lehre/vorlesungen/num_prog_cse/ws09/tutorial/repetition.pdf Repetition] (exercises taken from previous exams, there will be no solution)
 
<!--
* [http://www5.in.tum.de/lehre/vorlesungen/num_prog_cse/ws09/tutorial/exercise_12.pdf Exercise 12:] Eigenvalues II and ODEs ([http://www5.in.tum.de/lehre/vorlesungen/num_prog_cse/ws09/tutorial/solution_12.pdf solution], [http://www5.in.tum.de/lehre/vorlesungen/num_prog_cse/ws09/tutorial/prog_12.tar.gz Matlab code])
-->
-->


<!--
'''Further links:'''
* [http://www.math.unb.ca/~knight/utility/NormTble.htm Normal Distribution Table]
* Java applets for Fourier transform: [http://www.univie.ac.at/future.media/moe/galerie/fourier/fourier.html applet 1] and [http://www.falstad.com/fourier/ applet 2] (of course, there exist much more...)
* More about gradient methods of Chap. 6: [http://www.cs.cmu.edu/~quake-papers/painless-conjugate-gradient.pdf Painless CG]
 
'''Organization:'''
'''Organization:'''


Problems will be available one week before being discussed in the tutorial. Within this time, you should try to solve them either on your own or within a small group. Some of the exercises are marked with a black triangle. These problems are intended to be presented in the tutorial by a student. So you should be able to demonstrate the marked problems at the board. Active participation is crucial for admission to the final exam.  
The sheets will be available one week before being discussed in the tutorial. Some of the exercises are marked with a black triangle. It is recommended to prepare and to solve at least these problems either on your own or within a small group in the week before because these problems will be discussed in the tutorial only very shortly. After the tutorial, a solution of all problems will be available.
Problems marked with 'P' are programming assignments. Solve this problems with MATLAB. A solution will be demonstrated and discussed in the tutorial.
 
-->
In the first weeks, the "Foundations of Numerics from Advanced Mathematics" will be repeated. If you are already familiar with '''all''' the contents of this chapter and if you can solve the exercise sheets 1-5 quickly on your own, it is not necessary to attend the course during the first weeks. But, since usually everybody learns some new (or forgotten ;-)) facts, we advise to join at least the lecture.
 
Beginning with sheet 6, there will also be programming assignments, that are marked with a 'P', on the sheet. Solve these problems with MATLAB on your own or in a small group. A solution will be demonstrated and discussed in the tutorial and available on the webpage. It is highly recommended to do these programming assignments, since they are also relevant for the exam!
 


= Exam =
= Exam =
<!--
The written exam will take place on '''February 5th at 14:15''' in the lecture room '''MW 2050''' (mechanical engineering building) and will take 105 minutes.


Details will follow.
There will be allowed not more than '''1 hand-written sheet of paper (size DIN A4, no copies!) with your own notices (no calculators, no books, no laptops, ...)'''.
<!--
The written exam will take place on '''February 19th at 10:15''' in the lecture room '''MW 0350''' (mechanical engineering building) and will take 100 minutes.
There will be allowed not more than '''1 hand-written sheet of paper (no copies!) with your own notices (no calculators, no books, no laptops, ...)'''.


The subject matter of the exam contains '''the lecture and the tutorials as well as the programming exercises'''! There will be no test exam.
The subject matter of the exam contains '''the lecture and the tutorials as well as the programming exercises'''! There will be no test exam.
The best preparation is to repeat the exercise sheets (compute them by yourself once again) and the slides of the lecture ("did I understand it?") and to do the programming exercises (not only to read the code of the solution!). Then, you won't have any problems in the exam.
The best preparation is to repeat the exercise sheets (compute them by yourself once again) and the slides of the lecture ("did I understand it?") and to do the programming exercises (do not only read the code of the solution!). Then, you won't have any problems in the exam.
<!--
 
If you are <b>not</b> a CSE student, then please register for the exam via email (schraufs@in.tum.de) by the end of January. Registration is closed now!
If you are <b>not</b> a CSE student, then please register additionally for the exam via email (schraufs@in.tum.de) until January 20th the latest. <!--by the end of January. --><!-- Registration is closed now!-->
-->
 
<!--
The results of the exam are available now via TUMonline.
The results of the exam are available now via the mytum-Portal. Log in with your mytum-account to access your result.
The exam review will be on '''Monday, April 19th, 2010, 17:00-17:30''' in the room 02.05.060. There will not be a possibility for individual appointments for review except for students that have to do the repeat exam.
The exam review will be on Thursday, March 19th, 2009, 12:30-13:00 in the room 02.05.011B (next to the seminar room 02.07.023).
 
The repeat exam will also take place on April 19th, 2010 (in the afternoon). For the repeat exam, you have to register again via TUMonline.
 
 
<!--The exam review will be on Thursday, March 19th, 2009, 12:30-13:00 in the room 02.05.011B (next to the seminar room 02.07.023).


The oral repeat exam (only for students who failed the regular exam) will take place on Thursday, Apr 14, 2008 in the afternoon. Please contact Stefanie Schraufstetter as soon as possible for more details if you have not done that yet.  
The oral repeat exam (only for students who failed the regular exam) will take place on Thursday, Apr 14, 2008 in the afternoon. Please contact Stefanie Schraufstetter as soon as possible for more details if you have not done that yet.
-->


The exam review is expected to be at the end of Feburary. There will not be a possibility for individual appointments for review.
-->




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* Stoer, Bulirsch: Numerische Mathematik, Springer-Verlag, part 1 (8. edition 1999) and part 2 (4. edition 2000)
* Stoer, Bulirsch: Numerische Mathematik, Springer-Verlag, part 1 (8. edition 1999) and part 2 (4. edition 2000)
* Stoer, Bulirsch: Introduction to Numerical Analysis, Springer, 3. edition 2002
* Stoer, Bulirsch: Introduction to Numerical Analysis, Springer, 3. edition 2002
* Dahlquist, Björck: Numerical Methods in Scientific Computing: Volume 1 & 2, SIAM 2008, [http://www.mai.liu.se/~akbjo/NMbook.html http://www.mai.liu.se/~akbjo/NMbook.html]
* Dahlquist, Björck: Numerical Methods in Scientific Computing: Volume 1 & 2, SIAM 2008, [http://books.google.de/books?id=qy83gXoRps8C&dq=%22numerical+methods+in+scientific+computing%22+dahlquist&printsec=frontcover&source=bl&ots=9eOAfsGW87&sig=3eHiI-gNuJ3H8cyA4kdFMHOx4bk&hl=de&ei=1a4rS5e0DtGG-Qap762MBg&sa=X&oi=book_result&ct=result&resnum=2&ved=0CBQQ6AEwAQ#v=onepage&q=&f=false extracts of part 1], [http://www.mai.liu.se/~akbjo/NMbook.html part 2]
* Press, Flannery, Teukolsky, Vetterling: [http://www.nr.com/ Numerical Recipes], Cambridge University Press
* Press, Flannery, Teukolsky, Vetterling: [http://www.nr.com/ Numerical Recipes], Cambridge University Press
* Golub, Ortega: Scientific Computing: An Introduction with Parallel Computing, Academic Press, 1993
* Golub, Ortega: Scientific Computing: An Introduction with Parallel Computing, Academic Press, 1993


'''How to get ebooks?'''
1. Go to the [http://opac.ub.tum.de/InfoGuideClient.tumsis/loginpage.do?methodToCall=showLogin Online Catalogue] of the TUMm library and log in with your account
2. Insert keywords for a search request and choose "Electronic Resources = Online Resource" and "type of Publication = Book"
You will find there for example "Schaback, Wendland: Numerische Mathematik"
A special website of the library with links can be found [http://www.biblio.tu-muenchen.de/medien/ebooks/ebooks.html here], e.g. for
* [http://people.math.gatech.edu/~cain/textbooks/onlinebooks.html Online Mathematics Textbooks]
* [http://proquest.safaribooksonline.com/?uicode=TUM Safari books]
Note that the proxy server has to be configured correctly! You have to use the proxy http://pac.lrz-muenchen.de




[[Category:Teaching]]
[[Category:Teaching]]

Latest revision as of 12:34, 26 April 2010

Term
Winter 09
Lecturer
Univ.-Prof. Dr. Hans-Joachim Bungartz
Time and Place
Lecture: Tuesday 9:00 - 10:30, lecture room 02.07.023; Thursday 12:00 - 13:30, lecture room 02.07.023
Tutorial: Monday, 14:15 - 15:45, lecture room 02.07.023
Audience
Computational Science and Engineering, 1st semester (module IN2156)
Tutorials
Stefanie Schraufstetter
Exam
February 5th at 14:15 in the lecture room MW 2050 (mechanical engineering building).
Semesterwochenstunden / ECTS Credits
6 SWS (4V + 2Ü) / 8 Credits
TUMonline
{{{tumonline}}}



News

--



Contents

This course provides an overview of numerical algorithms. Topics are:

  • Floating point arithmetics
  • Solving Linear systems
  • Interpolation
  • Quadrature
  • Eigenvalue problems
  • Basics of iterative methods
  • Basics of numerical methods for ordinary differential equations

The course will start with a short revision of mathematical foundations for numerical algorithms.


Lecture Notes



Tutorial

Here are the sheets for the tutorial:


Further links:

Organization:

The sheets will be available one week before being discussed in the tutorial. Some of the exercises are marked with a black triangle. It is recommended to prepare and to solve at least these problems either on your own or within a small group in the week before because these problems will be discussed in the tutorial only very shortly. After the tutorial, a solution of all problems will be available.

In the first weeks, the "Foundations of Numerics from Advanced Mathematics" will be repeated. If you are already familiar with all the contents of this chapter and if you can solve the exercise sheets 1-5 quickly on your own, it is not necessary to attend the course during the first weeks. But, since usually everybody learns some new (or forgotten ;-)) facts, we advise to join at least the lecture.

Beginning with sheet 6, there will also be programming assignments, that are marked with a 'P', on the sheet. Solve these problems with MATLAB on your own or in a small group. A solution will be demonstrated and discussed in the tutorial and available on the webpage. It is highly recommended to do these programming assignments, since they are also relevant for the exam!


Exam

The results of the exam are available now via TUMonline. The exam review will be on Monday, April 19th, 2010, 17:00-17:30 in the room 02.05.060. There will not be a possibility for individual appointments for review except for students that have to do the repeat exam.

The repeat exam will also take place on April 19th, 2010 (in the afternoon). For the repeat exam, you have to register again via TUMonline.



Literature

  • Stoer, Bulirsch: Numerische Mathematik, Springer-Verlag, part 1 (8. edition 1999) and part 2 (4. edition 2000)
  • Stoer, Bulirsch: Introduction to Numerical Analysis, Springer, 3. edition 2002
  • Dahlquist, Björck: Numerical Methods in Scientific Computing: Volume 1 & 2, SIAM 2008, extracts of part 1, part 2
  • Press, Flannery, Teukolsky, Vetterling: Numerical Recipes, Cambridge University Press
  • Golub, Ortega: Scientific Computing: An Introduction with Parallel Computing, Academic Press, 1993

How to get ebooks?

1. Go to the Online Catalogue of the TUMm library and log in with your account

2. Insert keywords for a search request and choose "Electronic Resources = Online Resource" and "type of Publication = Book"

You will find there for example "Schaback, Wendland: Numerische Mathematik"

A special website of the library with links can be found here, e.g. for

Note that the proxy server has to be configured correctly! You have to use the proxy http://pac.lrz-muenchen.de

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