Numerical Programming I - Winter 08: Difference between revisions
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* [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_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/solution_03.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/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/solution_04.pdf solution]) | ||
([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_05.pdf Exercise 5:] Stochastics and Statistics | * [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://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_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_06.pdf Exercise 6:] Floating Point Numbers and Condition | * [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/solution_06.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/solution_09.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_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/solution_07.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/solution_11.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_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]) | ||
([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/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/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/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/solution_12.pdf solution]) | |||
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Revision as of 16:52, 17 November 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
- 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
--
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
- Chapter 1: Foundations of Numerics from Advanced Mathematics
- Chapter 2: Motivation and Introduction
Tutorial
Here are the sheets for the tutorial:
- Exercise 1: Mathematical Essentials (solution)
- Exercise 2: Linear Algebra (solution)
- Exercise 3: Calculus of one Variable (solution)
- Exercise 4: Calculus of Several Variables (solution)
- Exercise 5: Stochastics and Statistics (Normal Distribution Table)
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 (probably 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