Numerical Programming 1 CSE
Lecture
Lecturer: Caroline LasserTime 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 KlebanovTime 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.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

• 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.