Course detail

Numerical mathematics (G)

FAST-1A3Acad. year: 2020/2021

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.

Language of instruction

Czech

Number of ECTS credits

3

Department

Institute of Mathematics and Descriptive Geometry (MAT)

Learning outcomes of the course unit

Not applicable.

Prerequisites

Calculus as taught in the basic courses.

Co-requisites

Not applicable.

Planned learning activities and teaching methods

Not applicable.

Assesment methods and criteria linked to learning outcomes

Not applicable.

Course curriculum

1. Solving 1 linear algebraic equation – starting methods, method of stepwise approximation, method of tangents, method of secants. Speed of convergnce.
2. Linear spaces and operators, norms of vectors and matrices. Contractive mapping, Banach fixed-point theorem.
3. Solving systems of non-linear algebraic equations – simple iteration, Newton method. Eigenvalues and eigenvectors of square matrices – direct computation, power method, subspace iteration method.
4. Overview of methods used to solve systems of linear algebraic equations. Direct methods – Gauss elimination, LU-decomposition, Cholesky decomposition.
5. Band and rare systems. Conditionality of systems. QR-decomposition. Constructing inverse and pseudoinverse matrices.
6. Iteration methods – Jacobi iteration, Gauss-Seidel iteration. Relaxation methods. Method of conjugate gradients.
7. Functional spaces. Interpolating a function – Lagrange polynomial, Hermit polynomial.
8. Linear and cubic splines. Approximation of a function by the least-square method.
9. Numeric differentiation, limit extrapolation.
10. Numeric integration – rectangular, trapezoidal and Simpson rule. Romberg method, Gauss quadrature.
11. Boundary and initial problems in differential equtions. Method of grids.
12. Variational formulation. Ritz-Galerkin method, finite-element method.
13. Application to problems in engineerig and physics.

Work placements

Not applicable.

Aims

Since the academic year 2004/2005, this course has no longer been availabl.

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

DALÍK, Josef: Numerické metody. CERM Brno, ISBN 80-214-0646-1 1997

Recommended reading

Not applicable.

Type of course unit

 

Lecture

26 hours, optionally

Teacher / Lecturer

Exercise

13 hours, compulsory

Teacher / Lecturer