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Terminated in academic year 2023/2024

Selected Chapters on Numerical Methods

Type of study Follow-up Master
Language of instruction English
Code 470-4506/02
Abbreviation VKzNM
Course title Selected Chapters on Numerical Methods
Credits 4
Coordinating department Department of Applied Mathematics
Course coordinator doc. Ing. Dalibor Lukáš, Ph.D.

Subject syllabus

Lectures:

1. Numerical linear algebra - iterative methods for solution to linear systems
2. Numerical linear algebra - the method of conjugate gradients, preconditioning
3. Numerical linear algebra - sparse matrix solvers, parallel frontal method
4. Numerical linear algebra - eigenvalues and eigenvectors, power method, Lanczos method
5. Numerical linear algebra - libraries BLAS, LAPACK, MUMPS
6. Nonlinear systems - bisection, fixed-point iterations, Newton's method
7. Interpolation and approximation - Lagrange interpolation, splines, B-splines, approximation by the method of least squares
8. Numerical analysis - numerical derivative, numerical quadrature
9. Numerical analysis - introduction to numerics for partial differential equations
10. Numerical analysis - principle of the finite element method

Exercises:

1. Numerical linear algebra - iterative methods for solution to linear systems
2. Numerical linear algebra - the method of conjugate gradients, preconditioning
3. Numerical linear algebra - sparse matrix solvers, parallel frontal method
4. Numerical linear algebra - eigenvalues and eigenvectors, power method, Lanczos method
5. Numerical linear algebra - libraries BLAS, LAPACK, MUMPS
6. Nonlinear systems - bisection, fixed-point iterations, Newton's method
7. Interpolation and approximation - Lagrange interpolation, splines, B-splines, approximation by the method of least squares
8. Numerical analysis - numerical derivative, numerical quadrature
9. Numerical analysis - introduction to numerics for partial differential equations
10. Numerical analysis - principle of the finite element method

Literature

- Quarteroni, A. – Sacco, R. – Saleri, F. Numerical Mathematics. Springer, 2000.

Advised literature

- W.H., Flannery, B.P., Teukolski, S.A., Vetterling, W.T.: Numerical Recipes in C. Cambridge University Press, Cambridge 1990.