Numerical Programming I - Winter 08
- 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)
- Introduction and Literature
- Chapter 1: Foundations of Numerics from Advanced Mathematics
Tutorial
The sheets for the tutorial will be published here.
- Exercise 1: Mathematical Essentials
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