Numerical Programming I - Winter 08: Difference between revisions

From Sccswiki
Jump to navigation Jump to search
No edit summary
No edit summary
Line 45: Line 45:
= Tutorial =
= Tutorial =


* Exercise 1: Mathematical Essentials
* [http://www5.in.tum.de/lehre/vorlesungen/num_prog_cse/ws08/tutorial/exercise_01.pdf Exercise 1:] Mathematical Essentials
* Exercise 2: Linear Algebra
* [http://www5.in.tum.de/lehre/vorlesungen/num_prog_cse/ws08/tutorial/exercise_02.pdf Exercise 2:] Linear Algebra
* Exercise 3: Calculus of one Variable
* [http://www5.in.tum.de/lehre/vorlesungen/num_prog_cse/ws08/tutorial/exercise_03.pdf Exercise 3:] Calculus of one Variable
* Exercise 4: Calculus of Several Variables
* [http://www5.in.tum.de/lehre/vorlesungen/num_prog_cse/ws08/tutorial/exercise_04.pdf Exercise 4:] Calculus of Several Variables
* Exercise 5: Stochastics and Statistics (Normal Distribution Table)
* [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])
* Exercise 6: Floating Point Numbers and Condition
* [http://www5.in.tum.de/lehre/vorlesungen/num_prog_cse/ws08/tutorial/exercise_06.pdf Exercise 6:] Floating Point Numbers and Condition
* Exercise 7: Interpolation I
* [http://www5.in.tum.de/lehre/vorlesungen/num_prog_cse/ws08/tutorial/exercise_07.pdf Exercise 7:] Interpolation I
* Exercise 8: Interpolation II
* [http://www5.in.tum.de/lehre/vorlesungen/num_prog_cse/ws08/tutorial/exercise_08.pdf Exercise 8:] Interpolation II
* Exercise 9: Numerical Quadrature
* [http://www5.in.tum.de/lehre/vorlesungen/num_prog_cse/ws08/tutorial/exercise_09.pdf Exercise 9:] Numerical Quadrature
* Exercise 10: Direct Methods for Solving Linear Systems for Equations
* [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
* Exercise 11: Symmetric Eigenvalue Problem
* [http://www5.in.tum.de/lehre/vorlesungen/num_prog_cse/ws08/tutorial/exercise_11.pdf Exercise 11:] Symmetric Eigenvalue Problem
* Exercise 12: Iterative Methods: Roots and Optima
* [http://www5.in.tum.de/lehre/vorlesungen/num_prog_cse/ws08/tutorial/exercise_12.pdf Exercise 12:] Iterative Methods: Roots and Optima





Revision as of 11:21, 21 July 2008

Term
Winter 08
Lecturer
Univ.-Prof. Dr. Hans-Joachim Bungartz
Time and Place
lecture: t.b.a., room 02.07.023, first lecture: t.b.a.
tutorial: t.b.a., room 02.07.023
Audience
Computational Science and Engineering, 1st semester
Tutorials
[Dipl.-Tech._Math._Stefanie_Schraufstetter]
Exam
t.b.a.
Semesterwochenstunden / ECTS Credits
6 SWS / 8 Credits
TUMonline
{{{tumonline}}}




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

(Material will be updated throughout the semester)


Tutorial


Exam

A written exam will be offered at the end of the lecture period.


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
  • Press, Flannery, Teukolsky, Vetterling: Numerical Recipes, Cambridge University Press
  • Golub, Ortega: Scientific Computing: An Introduction with Parallel Computing, Academic Press, 1993