Numerical methods

Type of study	Follow-up Master
Language of instruction	Czech
Code	230-0321/02
Abbreviation	NM
Course title	Numerical methods
Credits	5
Coordinating department	Department of Mathematics
Course coordinator	doc. Ing. Martin Čermák, Ph.D.

Subject syllabus

Course contents, the issue of errors, stability of calculations.
Solution of nonlinear equations, separation of roots, bisection method, regula-falsi method..
Newton's method and fixed-point iterations.
Direct methods for solving linear equations, Gaussian elimination and LU-decomposition.
Eigenvalues and eigenvectors, numerical calculation.
Iterative methods for solving linear equations.
Iterative methods for solving nonlinear equations.
Interpolation by polynomials.
Interpolation by splines.
Least squares approximation.
Numerical differentiation and integration, Newton-Cotes formulae.
Extrapolation in the calculation of integrals. Gaussian integration formulas.
Numerical integration by Monte-Carlo method.

E-learning

http://www.studopory.vsb.cz
http://mdg.vsb.cz
(in Czech language)

Literature

[1] Forsythe, G., E., Malcolm, M.,A., Moler, B., C.: Computer Methods for
Mathematical Computations. Prentice –Hall, Inc., Englewood Clifs,
N.J. 07632 1977.
[2] Buchanan, J., L., Turner, P., R.: Numerical Method and Analysis.
McGraw-Hill, Inc., New York 1992. ISBN 0-07-112922-7

Advised literature

[1] Stoer, J., Burlish, R.: Introduction to Numerical Analysis.
Springer-Verlag, New York, Berlin, Heidelberg 1992. ISBN 0-387-97878-X

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