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Course detail

Numerical Methods I

Course unit code: FSI-SN1
Academic year: 2016/2017
Type of course unit: compulsory
Level of course unit: Bachelor's (1st cycle)
Year of study: 3
Semester: winter
Number of ECTS credits:
Learning outcomes of the course unit:
Students will be made familiar with the basic collection of numerical methods, namely with direct and iterative methods for linear systems, with interpolation, least squares, numerical derivation and integration and with methods for nonlinear equations. Students will demonstrate the acquinted knowledge by elaborating of several semester assignements.
Mode of delivery:
90 % face-to-face, 10 % distance learning
Prerequisites:
Differential and integral calculus for functions of one and more variables. Ordinary differential equations. Fundamentals of linear algebra. Programming in MATLAB.
Co-requisites:
Not applicable.
Recommended optional programme components:
Not applicable.
Course contents (annotation):
The course represents the first systematic explanation of selected basic methods of numerical mathematics. Passing this course, students obtain basic knowledge necessary for further study of more specialised areas of numerical mathematics.
Main topics: Direct and iterative methods for linear systems. Interpolation. Least squares method. Numerical differentiation and integration. Nonlinear equations. The students will demonstrate the acquinted knowledge by elaborating at least two semester assignements.
Recommended or required reading:
M.T. Heath: Scientific Computing. An Introductory Survey. Second edition. McGraw-Hill, New York, 2002.
L. Čermák, R. Hlavička: Numerické metody, CERM, Brno, 2008.
C.B. Moler: Numerical Computing with Matlab, Siam, Philadelphia, 2004.
L. Čermák: Vybrané statě z numerických metod. [on-line], available from: http://mathonline.fme.vutbr.cz/Numericke-metody-I/sc-1150-sr-1-a-141/default.aspx.
G. Dahlquist, A. Bjork: Numerical Methods, Prentice Hall, Inc., Englewood Cliffs, New Jersey, 1974.
J.H. Mathews, K.D. Fink: Numerical Methods Using MATLAB, Pearson Prentice Hall, New Jersey, 2004.
A. Quarteroni, R. Sacco, F. Saleri: Numerical Mathematics, Springer, Berlin, 2000
Planned learning activities and teaching methods:
The course is taught through lectures explaining the basic principles and theory of the discipline. Exercises are focused on practical topics presented in lectures.
Assesment methods and criteria linked to learning outcomes:
COURSE-UNIT CREDIT IS AWARDED ON THE FOLLOWING CONDITIONS: Active participation in practicals. Elaboration of a semester assignments, where the students prove their knowledge acquired. Students, who gain course-unit credits, will also obtain 0--30 points, which will be included in the final course classification.
FORM OF EXAMINATIONS: The exam is oral. As a result of the exam students will obtain 0--70 points.
FINAL ASSESSMENT: The final point course classicifation is the sum of points obtained from both the practisals (0--30) and the exam (0--70).
FINAL COURSE CLASSIFICATION: A (excellent): 100--90, B (very good): 89--80, C (good): 79--70, D (satisfactory): 69--60, E (sufficient): 59--50, F (failed): 49--0.
If we measure the exam success in percentage points, then the classification grades are: A (excellent): 100--90, B (very good): 89--80, C (good): 79--70, D (satisfactory): 69--60, E (sufficient): 59--50, F (failed): 49--0.
Language of instruction:
Czech
Work placements:
Not applicable.
Course curriculum:
Not applicable.
Aims:
The aim of the course is to familiarise students with some basic numerical methods. Substantial emphasis is also put on a computer implementation of individual methods. Students ought to understand the essence of particular methods and to realise their advantages and drawbacks. Attention is paid also to the stability and conditioning of numerical methods considered. The development of individual semester assignements constitutes an important experience enabling to verify how the subject matter was managed.
Specification of controlled education, way of implementation and compensation for absences:
Attendance at lectures is recommended, attendance at seminars is required. Lessons are planned according to the week schedules. Absence from lessons may be compensated for by the agreement with the teacher supervising the seminars.

Type of course unit:

Lecture: 26 hours, optionally
Teacher / Lecturer: doc. RNDr. Libor Čermák, CSc.
Syllabus: 1. Introduction to computing: error analysis, computer arithmetic, conditioning of problems, stability of algorithms.
2. Gaussian elimination method. LU decomposition. Pivoting.
3. Solution of special linear systems. Stability and conditioning. Error analysis.
4. Classical iterative methods: Jacobi, Gauss-Seidel, SOR, SSOR.
5. Generalized minimum rezidual method, conjugate gradient method.
6. Lagrange, Newton and Hermite interpolation polynomial. Piecewise linear and piecewise cubic Hermite interpolation.
7. Cubic interpolating spline. Least squares method: data fitting, solving overdetermined systems.
8. QR decomposition and singular value decomposition in the least squares method.
9. Orthogonalization methods (Householder transformation, Givens rotations, Gram-Schmidt orthogonalization)
10. Numerical differentiation: basic formulas, Richardson extrapolation.
11. Numerical integration: Newton-Cotes formulas, Romberg's method, Gaussian formulas, adaptive integration.
12. Solving nonlinear equations in one dimension: bisection method, Newton's method, secant method, false position method, inverse quadratic interpolation, fixed point iteration.
13. Solving nonlinear systems: Newton's method, fixed point iteration.
seminars in computer labs: 26 hours, compulsory
Teacher / Lecturer: Mgr. Jitka Zatočilová, Ph.D.
Syllabus: Students create elementary programs in MATLAB related to each subject-matter delivered at lectures and verify how the methods work. Furthermore students individually elaborate semester assignemets.

The study programmes with the given course