Numerical Programming I - Winter 08: Difference between revisions

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The sheets for the tutorial will be published here.
The sheets for the tutorial will be published here.
<!--
* [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/solution_01.pdf solution])
* [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
([http://www5.in.tum.de/lehre/vorlesungen/num_prog_cse/ws08/tutorial/solution_02.pdf solution])
* [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_03.pdf Exercise 3:] Calculus of one Variable
([http://www5.in.tum.de/lehre/vorlesungen/num_prog_cse/ws08/tutorial/solution_03.pdf solution])
* [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_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/solution_04.pdf solution])
* [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/solution_05.pdf solution])
* [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_06.pdf Exercise 6:] Floating Point Numbers and Condition
([http://www5.in.tum.de/lehre/vorlesungen/num_prog_cse/ws08/tutorial/solution_06.pdf solution])
* [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_07.pdf Exercise 7:] Interpolation I
([http://www5.in.tum.de/lehre/vorlesungen/num_prog_cse/ws08/tutorial/solution_07.pdf solution])
* [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_08.pdf Exercise 8:] Interpolation II
([http://www5.in.tum.de/lehre/vorlesungen/num_prog_cse/ws08/tutorial/solution_08.pdf solution])
* [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_09.pdf Exercise 9:] Numerical Quadrature
([http://www5.in.tum.de/lehre/vorlesungen/num_prog_cse/ws08/tutorial/solution_09.pdf solution])
* [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_10.pdf Exercise 10:] Direct Methods for Solving Linear Systems for Equations
([http://www5.in.tum.de/lehre/vorlesungen/num_prog_cse/ws08/tutorial/solution_10.pdf solution])
* [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/solution_11.pdf solution])
* [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
([http://www5.in.tum.de/lehre/vorlesungen/num_prog_cse/ws08/tutorial/solution_12.pdf solution])
-->
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Revision as of 11:48, 20 October 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, 14:15 - 15:45, lecture room 02.07.023
The course starts with a first lecture on October 20th (Monday) instead of the tutorial.
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}}}



News

Changes in schedule:

  • Monday, Oct 20th, 14:15: lecture
  • Tuesday, Oct 21st: lecture
  • Thursday, Oct 23rd: tutorial
  • Monday, Oct 27th: no course


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.


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

A written exam will be offered at the end of the lecture period (propably on February 19th). 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
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