Numerical Programming I - Winter 09: 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 http://www.mai.liu.se/~akbjo/NMbook.html]
* Dahlquist, Björck: Numerical Methods in Scientific Computing: Volume 1 & 2, SIAM 2008,  
extracts of part 1: [http://books.google.de/books?id=qy83gXoRps8C&dq=%22numerical+methods+in+scientific+computing%22+dahlquist&printsec=frontcover&source=bl&ots=9eOAfsGW87&sig=3eHiI-gNuJ3H8cyA4kdFMHOx4bk&hl=de&ei=1a4rS5e0DtGG-Qap762MBg&sa=X&oi=book_result&ct=result&resnum=2&ved=0CBQQ6AEwAQ#v=onepage&q=&f=false]
part 2: [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 16:35, 18 December 2009

Term
Winter 09
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

time and date of exam are fixed now (see here)


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


Tutorial

Here are the sheets for the tutorial:

Organization:

The sheets will be available one week before being discussed in the tutorial. Some of the exercises are marked with a black triangle. It is recommended to prepare and to solve at least these problems either on your own or within a small group in the week before because these problems will be discussed in the tutorial only very shortly. After the tutorial, a solution of all problems will be available.

In the first weeks, the "Foundations of Numerics from Advanced Mathematics" will be repeated. If you are already familiar with all the contents of this chapter and if you can solve the exercise sheets 1-5 quickly on your own, it is not necessary to attend the course during the first weeks. But, since usually everybody learns some new (or forgotten ;-)) facts, we advise to join at least the lecture.

Beginning with sheet 6, there will also be programming assignments, that are marked with a 'P', on the sheet. Solve these problems with MATLAB on your own or in a small group. A solution will be demonstrated and discussed in the tutorial and available on the webpage. It is highly recommended to do these programming assignments, since they are also relevant for the exam!


Exam

The written exam will take place on February 5th at 14:15 in the lecture room MW 2050 (mechanical engineering building) and will take between 90 and 120 minutes.

There will be allowed not more than 1 hand-written sheet of paper (size DIN A4, no copies!) with your own notices (no calculators, no books, no laptops, ...).

The subject matter of the exam contains the lecture and the tutorials as well as the programming exercises! There will be no test exam. The best preparation is to repeat the exercise sheets (compute them by yourself once again) and the slides of the lecture ("did I understand it?") and to do the programming exercises (do not only read the code of the solution!). Then, you won't have any problems in the exam.

If you are not a CSE student, then please register additionally for the exam via email (schraufs@in.tum.de) until January 20th the latest.

The exam review is expected to be at the end of Feburary. There will not be a possibility for individual appointments for review.


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,

extracts of part 1: [1] part 2: 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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