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
- Audience
- Computational Science and Engineering, 1st semester (module IN2156)
- Tutorials
- Stefanie Schraufstetter
- Exam
- February 19th (see here)
- Semesterwochenstunden / ECTS Credits
- 6 SWS (4V + 2Ü) / 8 Credits
- TUMonline
- {{{tumonline}}}
News
Changes in schedule:
- Monday, Jan 26th: lecture (instead of tutorial)
- Tuesday, Jan 27th: tutorial (instead of lecture)
If you are not a CSE student, then please register for the exam via email (schraufs@in.tum.de) by the end of January.
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
- Introduction and Literature
- Chapter 1: Foundations of Numerics from Advanced Mathematics
- Chapter 2: Motivation and Introduction
- Chapter 3: Interpolation
- Chapter 4: Numerical Quadrature
- Chapter 5: Direct Methods for Solving Linear Systems of Equations
- Chapter 6: The Symmetric Eigenvalue Problem
- Chapter 7: Iterative Methods: Roots and Optima (addendum: Painless CG)
- Chapter 8: Ordinary Differential Equations
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, solution)
- Exercise 6: Floating Point Numbers and Condition (solution, Matlab code)
- Exercise 7: Interpolation I (solution, Matlab code)
- Exercise 8: Interpolation II (solution, Matlab code)
- Exercise 9: Numerical Quadrature (solution, Matlab code)
- Exercise 10: Direct Methods for Solving Linear Systems for Equations (solution, Matlab code)
- Exercise 11: Symmetric Eigenvalue Problem (Matlab code)
- Exercise 12: Iterative Methods: Roots and Optima
- Exercise 13: Ordinary Differential Equations