Numerical Programming I - Winter 08: Difference between revisions
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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] | * 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 | ||
Revision as of 11:30, 3 September 2008
- 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, 14:00 - 15:30, lecture room 02.07.023
- Audience
- Computational Science and Engineering, 1st semester (module IN2156)
- Tutorials
- Stefanie Schraufstetter
- Exam
- t.b.a.
- Semesterwochenstunden / ECTS Credits
- 6 SWS (4V + 2Ü) / 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
- 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