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Numerical Methods

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NB:
The marks are slowly appearing in the table below -- speak up if you think there is some misunderstanding.
NB:
The article "Simple quantum mechanical phenomena and the Feynman real time path integral" is here.
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Schedule:
Lectures: Tuesday, 09:15 and Friday, 12:15 in Aud. 520-616 14:15 in Aud. 520-333
Exercises: Group A: Thursday, 13:15; Group B: Thursday, 15:15 in Aud. 520-732
Weekly notes:
Introduction, Linear algebraic equations, Least Squares, Diagonalization, Tridiagonalization, Integration.1, Integration.2, Monte.Carlo, ODE.1, ODE.2, Nonlinear Equations and Minimization, Interpolation, Simulated annealing, Path Integral,
Curriculum:
Curriculum ligger her
Literature:
Numerical Recipes in [your preferred programming language], by W.H.Press et.al., available on-line
Evaluation:
Obligatory exercises + project
Useful links:
[ Putty | Linuxbog.dk | C programmering | Netlib.org | Scheme | Haskell | GNU scientific library | Octave | HTMLhelp | Computer Language Benchmarks ]
Computers:
You can use our servers lifa.phys.au.dk which run RedHat. We also have a dedicated server for numerical recipes, genryc, which runs Ubuntu. A lot more software is (and will be) installed on genryc.
Program examples
can be found here.
Student´s solutions to the exercises:
tabel
HUSK
chmod
tot=
.6*opg+
.4*proj
QR
Least
Squares

Diag

Lanczos

Monte
Carlo

ODE

Newt
Simplex

Interp
T
Martin
Martin T
C
opg: 11
proj: 11
tot: 11
11
+ LU
10
?errors:
-2.15±??
1.45±??
11
+eigv
11
+HH
11
+35
+GSL
10 -plainmc:
waste of
memory:
**x
+quasi
+strata
10
?estimated
error
too big
in output.
+PC
11
+J
11
+qs
+
Martin
Martin P
C++
opg: 11
proj: 9
tot: 10
10
?singular
matrices
+ LU
10
?errors:
-2.15±??
1.45±??
11
+eigv
11
+HH
11
+35
+GSL
10
?only
1000
points?
11 11 10
-binary
locate

Peter
Matlab
opg: 10
proj: 11
tot: 10

10
?singular
matrices
?tests
?vurdering
10
?errors:
-2.15±??
1.45±??
9
-noniter.
10
?test
9
-acc, esp:
fixed?
ok
+quasi
9
-n: param?
-tol:
abs(y(1))

max(abs(y))
-err:
e(1)^2

-λ loop ok
Heine Octave
opg: 11
proj: 10
tot: 11
10
?singular
matrices
?tests
+ LU
10
?errors:
-2.15±??
1.45±??
10
?test
11
+HH
11 11
+quasi
11
+PC
11 11 +
Esben
Esben
Matlab
opg: 10
proj: 10
tot: 10
10
?singular
matrices
?tests
10
?errors:
-2.15±??
1.45±??
11
+eigv
11 11 10
- f(x)
calculated
twice
10
- f(x)
should
be a
parameter.
+pc
10
- f(x)
should
be a
parameter.
-loop λ
11
+qs
+
Sune C
tot: 9
ok
ok
ok
ok
ok
ok
ok
ok
ok
Peder
Peder
Octave
tot: 10
10
?output
?singular
matrices
?vurdering
10
?Linear
fit
10
?test
9
?output
?test
10
- output
10
- f(x)
evaluated
twice
- output
10
?output
?test
10
- output
-loop λ
10
-output
Jesper Matlab
opg: 10
proj: 10
tot: 10
10
?singular
matrix
?tests
?vurdering
10
?errors:
-2.15±??
1.45±??
9
-non
adaptive
-Q'AQ→RQ
?test
10
?test
10
?test
10
-f(x)
evaluated
twice.
?test
9
-f(x)
should
be a
parameter.
+pc
9
-loop λ
-f(x), g(x)
should be
parameters.
9
-binary
locate
-strange
plots
+
Joachim C
?vurdering
tot: 9
ok
ok
ok
?test
ok
ok
ok
?
ok
ok
Ole
Ole
Matlab
tot: 10
10
?singular
matrix
+ LU
10
?errors:
-2.15±??
1.45±??
11
~eigv
non-
adaptive
11
+HH
11
+35
10
-f(x)
evaluated
twice
-variance
in quasi
+strata

?
chmod
output!
10
x+=.5*dx
too much:
should be
0.01*dx
10
-strange
plots
~spline
is done
every
time.
+
Nielse
Niels
C++
tot: 10

ok
ok
ok
ok
ok
 ok
ok
ok
ok
Nielse
Rune
Matlab
?vurdering
tot: 10
10
~ treatment
of singular
matrices

10
?forkerte
punkter
?errors
11
+eigv
11
9
-forkert
svar:
1.56 i
dumbint
?test
?reuse
10
?quasi:
error
estimate
+quasi
10
?names
confusion
?plots
10
?linsolve
-loop λ
11
Michael
Michael
Pascal
?vurdering
tot: 10
10
?singular
matrices

10
?errors:
-2.15±??
1.45±??
11
+eigv
?output
10
-func
should
be a
param.
10
-func
should
be a
param.
10
?plots
10
?LU vs QR
11


QR
Least
Squares
Diag
Lanczos
Monte
Carlo
ODE
Newt
Simplex
Interp

"Copyleft" © 2004 D.V.Fedorov (fedorov at phys dot au dot dk)