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Numerical Mathematics and Data Analysis

Type of study Bachelor
Language of instruction Czech
Code 310-3301/01
Abbreviation NMAD
Course title Numerical Mathematics and Data Analysis
Credits 4
Coordinating department Department of Mathematics and Descriptive Geometry
Course coordinator prof. RNDr. Radek Kučera, Ph.D.

Subject syllabus

1. Introduction to numerical mathematics: basic properties of matrices, errors, conditioning of problems and algorithms.
2.Direct methods for solving systems of linear equations: Gaussian elimination, pivoting, LU decomposition, Cholesky decomposition.
3. Iterative methods for solving systems of linear equations: Jacobi and Gauss–Seidel methods, conjugate gradient method.
4. Interpolation: direct computation of the interpolation polynomial, Lagrange and Newton interpolation polynomials, splines.
5. Numerical differentiation: basic formulas. Numerical integration: Newton–Cotes formulas, Gaussian quadrature formulas.
6. Solution of nonlinear equations: bisection method, Newton’s method, fixed-point method.
7. Systems of nonlinear equations: Newton’s method and its modifications, fixed-point method.
8. Solution of ordinary differential equations: Euler’s method, Runge–Kutta methods.
9. Eigenvalues and eigenvectors: power method, LR decomposition method, spectral decomposition.
10. Descriptive statistics: numerical and graphical processing of quantitative data.
11. Inferential statistics: confidence intervals for estimating an unknown parameter, hypothesis testing for a parameter.
12. Nonparametric hypothesis testing: tests of data normality.
13. Simple linear regression analysis: least squares method, tests of regression coefficients, test of the overall adequacy of the regression model, coefficient of determination.

Literature

[1] QUARTERONI, S., et al. Numerical Mathematics. New York: Springer, 2007. ISBN 978-3-540-49809-4 .
[2] SÜLLI, E., et al. An Introduction to Numerical Analysis. Cambridge: Cambridge University Press, 2003. ISBN 0-521-00794.

Advised literature

[1] VAN LOAN, C., F. Introduction to Scientific Computing: A Matrix-vector Approach Using MATLAB. New Jersey: Prentice Hall, 2000. ISBN 0-13-949157-0.
[2] ANIRUDDHA, M. Introduction to Numerical Methods: Mathematical Techniques for Students in Engineering. University Readers, 2022. ISBN 9781793559937 .