Numerical Programming I - Winter 08

Term

Winter 08

Lecturer

Univ.-Prof. Dr. Hans-Joachim Bungartz

Time and Place

lecture: Tuesdays 9:00 - 10:30, Thursdays 12:00 - 13:30, room 02.07.023

tutorial: Mondays, 14:00 - 15:30, 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

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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)

• Introduction and Literature

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