Course detail
Numerical methods
FAST-HA52Acad. year: 2009/2010
Development of errors in numerical calculations.
Numerical solution of algebraic equations and their systems.
Direct and iterative methods of solution of linear algebraic equations.
Eigennumbers and eigenvectors of matrices. Construction of inverse and pseudoinverse matrices.
Interpolation polynoms. Splines. Approximation of functions using the least square method.
Numerical evaluation of derivatives and integrals.
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Course curriculum
2.Linear spaces and operators, norm of vectors and matrices. Contractive operators, Banach fixed point theorem.
3.Solution of systems of nonlinear algebraic equations – simple iteration, Newton method. Eigennumbers and eigenvectors of square matrices - direct calculation, power-law algorithm, iteration in a subspace.
4.Overview of methods for solution of systems of linear algebraic equations. Direct methods – Gauss elimination, LU-decomposition, Choleski decomposition. Quasidiagonal and sparse systems. System (pre-)conditioning. QR-decomposition. Construction of inverse and pseudoinverse matrices.
5.Iterative methods – Jacobi iteration, Gauss-Seidel iteration. Relaxation methods. Method of coupled gradients (CGM).
6.Function spaces. Function interpolation – Lagrange polynomials, Hermite polynomials.
7.Linear and cubic splines. Function approximation, method of least squares (LSM).
8.Numerical derivatives, extrapolation to a limit. Numerical integration – rectangular, trapezoidal and Simpson rule. Romberg method, Gauss quadrature.
9.Boundary and initial problems in the analysis of differential equations. Finite difference method (FDM).
10.Variational formulation. Ritz-Galerkin method, finite element method (FEM).
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Basic literature
Recommended reading
Jiří Vala: Lineární prostory a operátory. elektronický učební materiál pro kombinované studium na FAST, 2004. (CS)
R. W. Hamming: Numerical Methods for Scientists and Engineers. Dover Publications, 1987. 978-0486652412. (CS)
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