Numerical Programming I - Winter 09

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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
The course starts with a first lecture on Monday, Oct 26th, 14:15-15:45.
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
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News

Changes in schedule:

  • Monday, Oct 26th: lecture (instead of tutorial)
  • Tuesday, Oct 27th: lecture
  • Thursday, Oct 29th: tutorial (instead of lecture)
  • Monday, Nov 2nd: 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)


Tutorial

(Material will be updated throughout the semester)


Exam

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