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Numerical methods and statistics

Type of study Bachelor
Language of instruction Czech
Code 310-2220/01
Abbreviation NMS
Course title Numerical methods and statistics
Credits 4
Coordinating department Department of Mathematics and Descriptive Geometry
Course coordinator prof. RNDr. Radek Kučera, Ph.D.

Osnova předmětu

1st Course contents, the issue of errors, stability of calculations.
2nd Solution of nonlinear equations, separation of roots, the simplest methods.
3rd Newton's method and fixed-point iterations.
4th Direct methods for solving linear equations, Gaussian elimination and LU-decomposition.
5th Eigenvalues and eigenvectors, numerical calculation.
6th Iterative methods for solving linear equations.
7th Interpolation by polynomials and splines.
8th Least squares approximation.
9th Numerical differentiation and integration.
10th Extrapolation in the calculation of integrals. Gaussian integration formulas.
11th One-step methods for solving initial value problems for ordinary differential equations.
12th Multi-step methods.
13th Statistical data processing, empirical characteristics.
14th Parameter estimation and testing of hypotheses.

Povinná literatura

1. Qaurteroni, A., Sacco, R., Saleri, F.: Numerical Mathematics. Springer, 2007.

Doporučená literatura

1. Süli, E., Mayers, D.: An introduction to Numerical Analysis. Cambridge University Press, 2003.
2. Van Loan, C. F.: Introduction to scientific computing. Prentice Hall, Upper
Saddle River, NJ 07459, 1999.