Course detail

Numerical methods I

FAST-DA61Acad. year: 2009/2010

Errors in numerical calculations and numerical methods for one nonlinear equation in one unknown.
Iterative methods. The Banach fixed-point theorem.
Iterative methods for the systems of linear and nonlinear equations.
Direct methods for the systems of linear algebraic equations, matrix inversion, eigenvalues and eigenvectors of matrices.
Interpolation and approximation of functions. Splines.
Numeric differentiation and integration. Extrapolation to the limit.

Language of instruction

Czech

Mode of study

Not applicable.

Department

Institute of Mathematics and Descriptive Geometry (MAT)

Learning outcomes of the course unit

Not applicable.

Prerequisites

Basics of linear algebra and vector calculus. Basics of the theory of one- and more-functions (limit, continuous functions, graphs of functions, derivative, partial derivative). Basics of the integral calculus of one- and two-functions.

Co-requisites

Not applicable.

Planned learning activities and teaching methods

Not applicable.

Assesment methods and criteria linked to learning outcomes

Requirements for successful completion of the subject are specified by guarantor’s regulation updated for every academic year.

Course curriculum

1. Errors in numerical calculations. Numerical methods for one nonlinear equation in one unknown
2. Basic principles of iterative methods. The Banach fixed-point theorem.
3. Norms of vectors and of matrices, eigenvalues and eigenvectors of matrices. Iterative methods for systems of linear algebraic equations– part I.
4. Iterative methods for linear algebraic equations– part II. Iterative methods for systems of nonlinear equations.
5. Direct methods for systems of linear algebraic equations, LU-decomposition. Systems of linear algebraic equations with special matrice – part I.
6. Systems of linear algebraic equations with special matrices – part II. The methods based on the minimization of a quadratic form.
7. Computing inverse matrices and determinants, the stability and the condition number of a matrix.
8. Eigenvalues of matrices - the power method. Basic principles of interpolation.
9. Polynomial interpolation.
10. Interpolation by means of splines. Orthogonal polynoms.
11. Approximation by the discrete least squares.
12. Numerical differentiation, Richardson´s extrapolation. Numerical integration of functions in one variables– part I.
13. Numerical integration of functions in one variables– part II. Numerical integration of functions in two variables.

Work placements

Not applicable.

Aims

Understanding the main priciples of numeric calculation and the factors influencing calculation. Solving selected basic problems of numerical analysis, using iteration methods to solve the f(x)=0 equation and systems of linear algebraic equations using calculation algorithms. Learning how to approximate eigenvalues and eigenvectors of matrices. Learning about the basic problems in interpolation and approximation of functions. Getting acquainted with the principles of numeric differentiation and knowing how to numerically approximate integrals of one- and two-functions.

Specification of controlled education, way of implementation and compensation for absences

Extent and forms are specified by guarantor’s regulation updated for every academic year.

Recommended optional programme components

Not applicable.

Prerequisites and corequisites

Not applicable.

Basic literature

Not applicable.

Recommended reading

Not applicable.

Classification of course in study plans

  • Programme D-P-C-SI (N) Doctoral

    branch FMI , 1 year of study, winter semester, elective
    branch KDS , 1 year of study, winter semester, elective
    branch MGS , 1 year of study, winter semester, elective
    branch PST , 1 year of study, winter semester, elective
    branch VHS , 1 year of study, winter semester, elective

  • Programme D-K-C-SI (N) Doctoral

    branch FMI , 1 year of study, winter semester, elective
    branch KDS , 1 year of study, winter semester, elective
    branch MGS , 1 year of study, winter semester, elective
    branch PST , 1 year of study, winter semester, elective
    branch VHS , 1 year of study, winter semester, elective

Type of course unit

 

Lecture

39 hod., optionally

Teacher / Lecturer