Numerical Programming 1 CSE

Lecture

Lecturer: Caroline Lasser

Time and Place:
Tuesday 11:00 – 12:30, room 02.07.023
Thursday 12:10 – 13:40, room 00.07.011 (Regieraum)

Topics:
• fundamentals of analysis and linear algebra
• condition numbers, floating point arithmetic, stability
• nonlinear equations (Newton method, Aitken's method)
• interpolation (algebraic and trigonometric polynomials, splines)
• quadrature (sum rules, Monte Carlo quadrature)
• linear systems (Gaussian elimination, least squares)
• eigenvalue problems (power and inverse iteration, QR algorithm)
• ordinary differential equations (Runge-Kutta)

Course material:
• Summary of the lectures and tentative schedule: pdf-file
• Matlab demonstrations: m-file
• Questions for the Christmas break: pdf-file

Tutorial

Tutor: Ilja Klebanov

Time and Place:
Monday 14:15 – 15:45, room 02.07.023

Exercises

The current exercise sheet will be online on Thursdays. The exercises marked with a star are to be handed in one week later before the lecture in groups of at most two. The exercises will be discussed on Monday in the tutorial.

Hand Out	Hand In	Discussion	Exercises	Material	Self-Control-Questions
01./02.12.2010	09.12.2010	13.12.2010	Exercise6.pdf	bisec.m , newtF.m	SelfControl2.pdf
04.11.2010	11.11.2010	15.11.2010	Exercise2.pdf	quadr.m , taylorpol.m
09.12.2010	16.12.2010	20.12.2010	Exercise7.pdf	exercise7task2.m , exercise7task3.m , cheb.m , cheb_nodes.m
11.11.2010	18.11.2010	22.11.2010	Exercise3.pdf	wilkinsonpol.m
13.01.2011	20.01.2011	24.01.2011	Exercise9.pdf	exercise9task2.m , exercise9task3.m
16.12.2010	13.01.2011	17.01.2011	Exercise8.pdf	exercise8task2.m , exercise8task3.m
18.11.2010	25.11.2010	29.11.2010	Exercise4.pdf	vari.m	SelfControl1.pdf
20.01.2011	27.01.2011	31.01.2011	Exercise10.pdf	exercise10task1.m
25.11.2010	30.11. or 06.12.2010	06.12.2010	Exercise5.pdf	gamma_m.m , fixp.m , newt.m
27.01.2011	03.02.2011	07.02.2011	Exercise11.pdf	exercise11task1.m , exercise11task3.m
28.10.2010	04.11.2010	08.11.2010	Exercise1.pdf	floating.m , fib.m , invfib.m
29.12.2010	-	10.01.2011	MockExamination.pdf	cos_newt.m , fixp2.m

Examination

The written examination will take place on Thursday, 10.02.2011, at 12:10 – 13:40, in room 00.07.011 (Regieraum).
One hand-written sheet with notes (Din A4) can be used.
Every student has the possibility to get a look at the correction of his or her exam on Friday, 11.02.2011, at 14:00 – 15:00, room 02.10.20.

The oral reexamination will take place in the first week of the next lecture period (02.05.-06.05.2011). Please register for the dummy date in TUM Online (registration possible from 01.03.-15.03.) and arrange a time and date with Caroline Lasser via e-mail.

Literature

• Quarteroni, Saleri, Gervasio: Scientific Computing with MATLAB and Octave, Springer 2010; (download here) 
(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) 
• L. Trefethen, D. Bau: Numerical Linear Algebra, SIAM, 1997;
• Press, Flannery, Teukolsky, Vetterling: Numerical Recipes , Cambridge University Press;
• Strang: Introduction to Linear Algebra, Wellesley-Cambridge, 2009;
• Strang: Calculus, Wellesley-Cambridge, 1991;

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 were given in the lecture.