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Numerical Programming 1 CSE (MA 3305)

Lecture

Lecturer: Caroline Lasser

Modulbeschreibung

Time and Place:
Tuesday 11:30 – 13:00, room 02.07.023
Thursday 12:10 – 13:40, room 02.08.011

Topics:
• floating point arithmetic, condition numbers, stability
• nonlinear equations (Newton method)
• interpolation (algebraic and trigonometric polynomials, splines)
• quadrature (sum rules, Gaussian quadrature, Monte Carlo quadrature)
• linear systems (Gaussian elimination, Jacobi & Gauß-Seidel iteration)
• least squares problems (Gram-Schmidt orthogonalization, Householder triangularization)
• eigenvalue problems (power and inverse iteration, QR algorithm)


Course material:
• Summary of the lectures and Matlab demonstrations plus a tentative schedule: pdf-file (10pt), pdf-file (12pt, large fonts)

Tutorial

Tutor: Ilja Klebanov

Time and Place:
Thursday 08:15 – 09:45, room 01.10.011
Thursday 14:15 – 15:45, room 01.10.011

Exercises

The current exercise sheet will be online on Tuesdays. The exercises are to be handed in one week later before the lecture in groups of at most two. The exercises will be discussed on Thursday in the tutorial.

No. Hand Out Hand InSorted descending Discussion Exercises Extra Material
11 24.01. 31.01. 02.02. Exercise11.pdf exercise11task1.m , exercise11task2.m , exercise11task3.m
5 22.11. 29.11. 01.12. Exercise5.pdf exercise5task1.m , exercise5task2.m , cheb.m , cheb_nodes.m , exercise5task3.m
10 17.01. 24.01. 26.01. Exercise10.pdf  
4 15.11. 22.11. 24.11. Exercise4.pdf bisec.m , newt.m , newtF.m
7 13.12. 20.12. 22.12. Exercise7.pdf exercise7task2.m , exercise7task3.m , ball.m
3 08.11. 17.11. 17.11. Exercise3.pdf gamma_m.m , newt.m
9 10.01. 17.01. 19.01. Exercise9.pdf exercise9task2.m
6 06.12. 13.12. 15.12. Exercise6.pdf cubic_spline.m , exercise6task2.m , exercise6task3.m
8 20.12. 10.01. 12.01. Exercise8.pdf exercise8task1.m , exercise8task3.m
2 01.11. 08.11. 10.11. Exercise2.pdf wilkinsonpol.m
1 25.10. 03.11. 03.11. Exercise1.pdf fib.m, invfib.m, floating_point.m, eval_poly.m

Examination

The examination will take place in the LMU lecture room of the physics department (room 5123.EG.019) on the 09.02.2012, 12:15 – 13:45 a.m. (please, try to arrive at 12:00).
You are allowed to bring one sheet of paper (DIN A4) to the exam with notes on it.
For those who want to practise: here the promised Mock Examination.

Literature

• Quarteroni, Saleri, Gervasio: Scientific Computing with MATLAB and Octave, Springer 2010; (download here) Pfeil
(Note that you can only download this book from the TUM network and that the proxy server has to be configured correctly - you have to use the proxy http://pac.lrz-muenchen.de)
• Moler: Numerical Computing with MATLAB, SIAM, 2004; (free download here) Pfeil
• L. Trefethen, D. Bau: Numerical Linear Algebra Pfeil, SIAM, 1997;

Further Information

How to use Matlab on your own computer is described here (so far, only in German)
The Login and Passwort needed for this website will be given in the lecture.