Lecturer: Prof. Gaston Gonnet
The lecture takes place on Monday, 10 - 12, CAB G11 and Thursday 10 - 12, CAB G51.
Exercises take place on Monday, 15-18, LFW C11 and Thursday, 15-18, ML H43.
Both exercise lectures, Tuesday and Thursday, cover the same content.
Linear and nonlinear least squares, sensitivity analysis, constraint minimization (Lagrange multipliers) , conjugate gradient method SVD, Linear programming, support vector classification, variational calculus, linear filter theory (Wiener filter), nonlinear diffusion, dynamic programming, parsimony.
There is a small addendum for the book online.
The exercises will be published on this page before each session. There will be one exercise each week (except for the first week). Both new and repeating students are highly recommended (but not required) to do the exercises.
The exercises should take about 3 hours of work each week; during exercise sessions, TAs will present the new problems and discuss the solved ones. You will also have time to solve your exercises during these sessions and ask questions about the lecture.
If you have any questions concerning the exercise sessions or the questions in the exercises, please send an email to one of the assistants.
The book mentions some interactive exercises. Please have a look here.
Lots of the solutions to the exercises (plus some code examples in the lecture) are written for Maple. Programming fluently in Maple is not a prerequisite for this course, but you might want to make yourself comfortable with the syntax to be able to follow all examples. For Maple newbies, you could work through a document such as this Maple tutorial in german. There are also other tutorials out there, e.g. this one in english.
|Week||Handed out||Due to||Assignment||Solution||Add. material|
|1||Feb 16/19||Feb 23/26||ex1.pdf||sol1.pdf|
|2||Feb 23/26||Mar 2/5||ex2.pdf||sol2.pdf|
|3||Mar 2/5||Mar 9/12||ex3.pdf||sol3.pdf|
|4||Mar 9/12||Mar 16/19||ex4.pdf||sol4.pdf|
|5||Mar 16/19||Mar 23/25||ex5.pdf||
solution: Maple code
|6||Mar 30/April 16||April 20/23||ex6.pdf||sol6.pdf|
|7||April 20/23||April 27/30||ex7.pdf||sol7.pdf|
|8||April 27/30||May 4/7||ex8.pdf||sol8.pdf|
|9||May 4/7||May 11/21||ex9.pdf||sol9.pdf|
|10||May 11/21||May 18/21||ex10.pdf||sol10.pdf||Evolutionary algorithms slides The slides are based on a book chapter you can find here|
The final exam will be in the Pruefungssession. Eight handwritten A4 pages (four sheets) and a non-programmable calculator are allowed on the exam. No communication devices or music players are allowed. There will be no midterm exam.
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