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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 MaterialSorted ascending Self-Control-Questions
01./02.12.2010 09.12.2010 13.12.2010 Exercise6.pdf bisec.m , newtF.m SelfControl2.pdf
29.12.2010 - 10.01.2011 MockExamination.pdf cos_newt.m , fixp2.m  
20.01.2011 27.01.2011 31.01.2011 Exercise10.pdf exercise10task1.m  
27.01.2011 03.02.2011 07.02.2011 Exercise11.pdf exercise11task1.m , exercise11task3.m  
09.12.2010 16.12.2010 20.12.2010 Exercise7.pdf exercise7task2.m , exercise7task3.m ,
cheb.m , cheb_nodes.m
 
16.12.2010 13.01.2011 17.01.2011 Exercise8.pdf exercise8task2.m , exercise8task3.m  
13.01.2011 20.01.2011 24.01.2011 Exercise9.pdf exercise9task2.m , exercise9task3.m  
28.10.2010 04.11.2010 08.11.2010 Exercise1.pdf floating.m , fib.m , invfib.m  
25.11.2010 30.11. or 06.12.2010 06.12.2010 Exercise5.pdf gamma_m.m , fixp.m , newt.m  
04.11.2010 11.11.2010 15.11.2010 Exercise2.pdf quadr.m , taylorpol.m  
18.11.2010 25.11.2010 29.11.2010 Exercise4.pdf vari.m SelfControl1.pdf
11.11.2010 18.11.2010 22.11.2010 Exercise3.pdf wilkinsonpol.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) 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, SIAM, 1997;
• Press, Flannery, Teukolsky, Vetterling: Numerical Recipes Pfeil, 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.