Numerical Programming I - Winter 09: Difference between revisions

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| audience = Computational Science and Engineering, 1st semester ([https://drehscheibe.in.tum.de/myintum/kurs_verwaltung/c.html?cid=1432 module IN2156])
| audience = Computational Science and Engineering, 1st semester ([https://drehscheibe.in.tum.de/myintum/kurs_verwaltung/c.html?cid=1432 module IN2156])
| tutorials = [[ Stefanie Schraufstetter]]
| tutorials = [[ Stefanie Schraufstetter]]
| exam = t.b.a. <!--February 19th (see [[#Exam |here]])-->
| exam = February 5th at 14:15 in the lecture room MW 2050 (mechanical engineering building). <!--February 19th (see [[#Exam |here]])-->
}}
}}


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* [http://www5.in.tum.de/lehre/vorlesungen/num_prog_cse/ws09/tutorial/exercise_10.pdf Exercise 10:] Direct Methods for Solving Linear Systems of Equations ([http://www5.in.tum.de/lehre/vorlesungen/num_prog_cse/ws09/tutorial/solution_10.pdf solution], Matlab code [http://www5.in.tum.de/lehre/vorlesungen/num_prog_cse/ws09/tutorial/prog_10.zip (zip)], [http://www5.in.tum.de/lehre/vorlesungen/num_prog_cse/ws09/tutorial/prog_10.rar (rar)])
* [http://www5.in.tum.de/lehre/vorlesungen/num_prog_cse/ws09/tutorial/exercise_10.pdf Exercise 10:] Direct Methods for Solving Linear Systems of Equations ([http://www5.in.tum.de/lehre/vorlesungen/num_prog_cse/ws09/tutorial/solution_10.pdf solution], Matlab code [http://www5.in.tum.de/lehre/vorlesungen/num_prog_cse/ws09/tutorial/prog_10.zip (zip)], [http://www5.in.tum.de/lehre/vorlesungen/num_prog_cse/ws09/tutorial/prog_10.rar (rar)])
* [http://www5.in.tum.de/lehre/vorlesungen/num_prog_cse/ws09/tutorial/exercise_11.pdf Exercise 11:] It. Methods for Roots, Eigenvalues I ([http://www5.in.tum.de/lehre/vorlesungen/num_prog_cse/ws09/tutorial/solution_11.pdf solution], [http://www5.in.tum.de/lehre/vorlesungen/num_prog_cse/ws09/tutorial/prog_11.tar.gz Matlab code])
* [http://www5.in.tum.de/lehre/vorlesungen/num_prog_cse/ws09/tutorial/exercise_11.pdf Exercise 11:] It. Methods for Roots, Eigenvalues I ([http://www5.in.tum.de/lehre/vorlesungen/num_prog_cse/ws09/tutorial/solution_11.pdf solution], [http://www5.in.tum.de/lehre/vorlesungen/num_prog_cse/ws09/tutorial/prog_11.tar.gz Matlab code])
* [http://www5.in.tum.de/lehre/vorlesungen/num_prog_cse/ws09/tutorial/exercise_12.pdf Exercise 12:] Eigenvalues II and ODEs
* [http://www5.in.tum.de/lehre/vorlesungen/num_prog_cse/ws09/tutorial/exercise_12.pdf Exercise 12:] Eigenvalues II and ODEs ([http://www5.in.tum.de/lehre/vorlesungen/num_prog_cse/ws09/tutorial/solution_12.pdf solution], [http://www5.in.tum.de/lehre/vorlesungen/num_prog_cse/ws09/tutorial/prog_12.tar.gz Matlab code])
* [http://www5.in.tum.de/lehre/vorlesungen/num_prog_cse/ws09/tutorial/repetition.pdf Repetition] (exercises taken from previous exams, there will be no solution)
* [http://www5.in.tum.de/lehre/vorlesungen/num_prog_cse/ws09/tutorial/repetition.pdf Repetition] (exercises taken from previous exams, there will be no solution)


Revision as of 16:58, 1 February 2010

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
February 5th at 14:15 in the lecture room MW 2050 (mechanical engineering building).
Semesterwochenstunden / ECTS Credits
6 SWS (4V + 2Ü) / 8 Credits
TUMonline
{{{tumonline}}}



News

  • no lecture on February 4th (day before the exam)
  • all slides now with the new logo of our chair :)


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:


Further links:

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, part 2
  • Press, Flannery, Teukolsky, Vetterling: Numerical Recipes, Cambridge University Press
  • Golub, Ortega: Scientific Computing: An Introduction with Parallel Computing, Academic Press, 1993

How to get ebooks?

1. Go to the Online Catalogue of the TUMm library and log in with your account

2. Insert keywords for a search request and choose "Electronic Resources = Online Resource" and "type of Publication = Book"

You will find there for example "Schaback, Wendland: Numerische Mathematik"

A special website of the library with links can be found here, e.g. for

Note that the proxy server has to be configured correctly! You have to use the proxy http://pac.lrz-muenchen.de

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