In this course numerical methods for selected problems of mathematical analysis are tought. We shall also prove convergence rates and present efficient implementation.
Literature
- QUARTERONI, Alfio; SACCO, Riccardo a SALERI, Fausto. Numerical mathematics. 2nd ed. Texts in applied mathematics, 37. Berlin: Springer, c2007. ISBN 978-3-540-34658-6.
Advised literature
- PRESS, William H. Numerical recipes: the art of scientific computing. 3rd ed. Cambridge: Cambridge University Press, 2007. ISBN 978-0-521-88068-8.