Numerical Programming I - Winter 08: Difference between revisions
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| lecturer = [[Univ.-Prof. Dr. Hans-Joachim Bungartz]] | | lecturer = [[Univ.-Prof. Dr. Hans-Joachim Bungartz]] | ||
| 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: | : Tutorial: Monday, 14:15 - 15:45, lecture room 02.07.023 | ||
| 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 | | audience = Computational Science and Engineering, 1st semester ([https://www.in.tum.de/myintum/kurs_verwaltung/cm.html?cmid=228&lang=en module IN2156]) | ||
| tutorials = [[ | | tutorials = [[ Stefanie Schraufstetter]] | ||
| exam = | | exam = February 19th (see [[#Exam |here]]) | ||
}} | }} | ||
= News = | |||
The results of the exam are available now via the mytum-Portal. Fpr details to the exam review and the repeat exam see [[#Exam |here]]. | |||
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'''Changes in schedule:''' | |||
* Monday, Jan 26th: lecture (instead of tutorial) | |||
* Tuesday, Jan 27th: tutorial (instead of lecture) | |||
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= Lecture Notes = | = Lecture Notes = | ||
(Material will be updated throughout the semester) | <!-- (Material will be updated throughout the semester)--> | ||
* [http://www5.in.tum.de/lehre/vorlesungen/num_prog_cse/ws08/slides/handout_intro.pdf Introduction and Literature] | * [http://www5.in.tum.de/lehre/vorlesungen/num_prog_cse/ws08/slides/handout_intro.pdf Introduction and Literature] | ||
* [http://www5.in.tum.de/lehre/vorlesungen/num_prog_cse/ws08/slides/handout_01.pdf Chapter 1:] Foundations of Numerics from Advanced Mathematics | * [http://www5.in.tum.de/lehre/vorlesungen/num_prog_cse/ws08/slides/handout_01.pdf Chapter 1:] Foundations of Numerics from Advanced Mathematics | ||
* [http://www5.in.tum.de/lehre/vorlesungen/num_prog_cse/ws08/slides/handout_02.pdf Chapter 2:] Motivation and Introduction | * [http://www5.in.tum.de/lehre/vorlesungen/num_prog_cse/ws08/slides/handout_02.pdf Chapter 2:] Motivation and Introduction | ||
* [http://www5.in.tum.de/lehre/vorlesungen/num_prog_cse/ws08/slides/handout_03.pdf Chapter 3:] Interpolation | * [http://www5.in.tum.de/lehre/vorlesungen/num_prog_cse/ws08/slides/handout_03.pdf Chapter 3:] Interpolation | ||
* [http://www5.in.tum.de/lehre/vorlesungen/num_prog_cse/ws08/slides/handout_04.pdf Chapter 4:] Numerical Quadrature | * [http://www5.in.tum.de/lehre/vorlesungen/num_prog_cse/ws08/slides/handout_04.pdf Chapter 4:] Numerical Quadrature | ||
* [http://www5.in.tum.de/lehre/vorlesungen/num_prog_cse/ws08/slides/handout_05.pdf Chapter 5:] Direct Methods for Solving Linear Systems of Equations | * [http://www5.in.tum.de/lehre/vorlesungen/num_prog_cse/ws08/slides/handout_05.pdf Chapter 5:] Direct Methods for Solving Linear Systems of Equations | ||
* [http://www5.in.tum.de/lehre/vorlesungen/num_prog_cse/ws08/slides/handout_06.pdf Chapter 6:] The Symmetric Eigenvalue Problem | * [http://www5.in.tum.de/lehre/vorlesungen/num_prog_cse/ws08/slides/handout_06.pdf Chapter 6:] The Symmetric Eigenvalue Problem | ||
* [http://www5.in.tum.de/lehre/vorlesungen/num_prog_cse/ws08/slides/handout_07.pdf Chapter 7:] Iterative Methods: Roots and Optima | * [http://www5.in.tum.de/lehre/vorlesungen/num_prog_cse/ws08/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/ws08/slides/handout_08.pdf Chapter 8:] Ordinary Differential Equations | * [http://www5.in.tum.de/lehre/vorlesungen/num_prog_cse/ws08/slides/handout_08.pdf Chapter 8:] Ordinary Differential Equations | ||
= Tutorial = | = Tutorial = | ||
Here are the sheets for the tutorial: | |||
* [http://www5.in.tum.de/lehre/vorlesungen/num_prog_cse/ws08/tutorial/exercise_01.pdf Exercise 1:] Mathematical Essentials | |||
* [http://www5.in.tum.de/lehre/vorlesungen/num_prog_cse/ws08/tutorial/exercise_02.pdf Exercise 2:] Linear Algebra | |||
* [http://www5.in.tum.de/lehre/vorlesungen/num_prog_cse/ws08/tutorial/exercise_03.pdf Exercise 3:] Calculus of one Variable | |||
* [http://www5.in.tum.de/lehre/vorlesungen/num_prog_cse/ws08/tutorial/exercise_04.pdf Exercise 4:] Calculus of Several Variables | |||
* [http://www5.in.tum.de/lehre/vorlesungen/num_prog_cse/ws08/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/ws08/tutorial/exercise_06.pdf Exercise 6:] Floating Point Numbers and Condition | |||
* [http://www5.in.tum.de/lehre/vorlesungen/num_prog_cse/ws08/tutorial/exercise_07.pdf Exercise 7:] Interpolation I | |||
* [http://www5.in.tum.de/lehre/vorlesungen/num_prog_cse/ws08/tutorial/exercise_08.pdf Exercise 8:] Interpolation II | |||
* [http://www5.in.tum.de/lehre/vorlesungen/num_prog_cse/ws08/tutorial/exercise_09.pdf Exercise 9:] Numerical Quadrature | |||
* [http://www5.in.tum.de/lehre/vorlesungen/num_prog_cse/ws08/tutorial/exercise_10.pdf Exercise 10:] Direct Methods for Solving Linear Systems for Equations | |||
* [http://www5.in.tum.de/lehre/vorlesungen/num_prog_cse/ws08/tutorial/exercise_11.pdf Exercise 11:] Symmetric Eigenvalue Problem | |||
* [http://www5.in.tum.de/lehre/vorlesungen/num_prog_cse/ws08/tutorial/exercise_12.pdf Exercise 12:] Iterative Methods: Roots and Optima | |||
* [http://www5.in.tum.de/lehre/vorlesungen/num_prog_cse/ws08/tutorial/exercise_13.pdf Exercise 13:] Ordinary Differential Equations | |||
'''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. | |||
Problems marked with 'P' are programming assignments. Solve this problems with MATLAB. A solution will be demonstrated and discussed in the tutorial. | |||
= Exam = | |||
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 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. | |||
<!-- | <!-- | ||
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! | |||
--> | --> | ||
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 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. | |||
| Line 72: | Line 99: | ||
* 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] | |||
* 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 | ||
Latest revision as of 08:34, 19 March 2009
- Term
- Winter 08
- 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 19th (see here)
- Semesterwochenstunden / ECTS Credits
- 6 SWS (4V + 2Ü) / 8 Credits
- TUMonline
- {{{tumonline}}}
News
The results of the exam are available now via the mytum-Portal. Fpr details to the exam review and the repeat exam see here.
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
- Introduction and Literature
- Chapter 1: Foundations of Numerics from Advanced Mathematics
- Chapter 2: Motivation and Introduction
- Chapter 3: Interpolation
- Chapter 4: Numerical Quadrature
- Chapter 5: Direct Methods for Solving Linear Systems of Equations
- Chapter 6: The Symmetric Eigenvalue Problem
- Chapter 7: Iterative Methods: Roots and Optima (addendum: Painless CG)
- Chapter 8: Ordinary Differential Equations
Tutorial
Here are the sheets for the tutorial:
- Exercise 1: Mathematical Essentials
- Exercise 2: Linear Algebra
- Exercise 3: Calculus of one Variable
- Exercise 4: Calculus of Several Variables
- Exercise 5: Stochastics and Statistics (Normal Distribution Table)
- Exercise 6: Floating Point Numbers and Condition
- Exercise 7: Interpolation I
- Exercise 8: Interpolation II
- Exercise 9: Numerical Quadrature
- Exercise 10: Direct Methods for Solving Linear Systems for Equations
- Exercise 11: Symmetric Eigenvalue Problem
- Exercise 12: Iterative Methods: Roots and Optima
- Exercise 13: Ordinary Differential Equations
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. Problems marked with 'P' are programming assignments. Solve this problems with MATLAB. A solution will be demonstrated and discussed in the tutorial.
Exam
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 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 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 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.
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, http://www.mai.liu.se/~akbjo/NMbook.html
- Press, Flannery, Teukolsky, Vetterling: Numerical Recipes, Cambridge University Press
- Golub, Ortega: Scientific Computing: An Introduction with Parallel Computing, Academic Press, 1993