Numerical Programming I - Winter 08: Difference between revisions

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* [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]
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* [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
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* [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
* [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  
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= Tutorial =


= Tutorial =
The sheets for the tutorial will be published here.


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* [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_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_02.pdf Exercise 2:] Linear Algebra
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* [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_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_12.pdf Exercise 12:] Iterative Methods: Roots and Optima
 
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= Exam =
= Exam =


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





Revision as of 11:26, 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

The sheets for the tutorial will be published here.


Exam

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


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