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Numerical Methods

Type of study Doctoral
Language of instruction English
Code 470-6504/02
Abbreviation NM
Course title Numerical Methods
Credits 10
Coordinating department Department of Applied Mathematics
Course coordinator doc. Ing. Dalibor Lukáš, Ph.D.

Subject syllabus

Errors in numerical computations
Solution of non-linear equations: fixed point theorem, Newton method
Iterative solution of systems of linear equations
Eigenvalues and eigenvectors
Interpolation: polynomial, trigonometric, spline
Approximation:least square method, Tchebyshev method
Numerical differentiation and quadrature
Numerical solution of initial value problem for ordinary differential equations

Literature

- A. Quarteroni, R. Sacco, F. Saleri, Numerical Mathematics. Springer, 2007.

Advised literature

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