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Numerical methods

Language of instruction čeština
Code 714-0087
Abbreviation NM
Course title Numerical methods
Coordinating department Department of Mathematics and Descriptive Geometry
Course coordinator doc. Ing. Martin Čermák, Ph.D.

Summary

Basic problems of the numerical mathematics, errors in computations. Solving of
equation f(x)=0: bisection method, regula-falsi, iterative method, Newton´s
iteration, roots of polynomials. Numerical solution of systems of linear
algebraic equations: LU-factorization, iterative methods, condition number of
matrix, ill-conditioned matrices. Numerical solution of systems of nonlinear
equations: Fixed-point iteration, Newton’s method. Interpolation and
approximation of functions: Polynomial interpolation, interpolation by cubic
spline functions, least squares approximation. Numerical integration: Trapezoid
rule, Simpson’s rule, Richardson extrapolation, Monte Carlo method.

Literature

[1] Forsythe, G., E., Malcolm, M.,A., Moler, B., C.: Computer Methods for
Mathematical Computations. Prentice –Hall, Inc., Englewood Clifs,
N.J. 07632 1977.
[2] Buchanan, J., L., Turner, P., R.: Numerical Method and Analysis.
McGraw-Hill, Inc., New York 1992. ISBN 0-07-112922-7

Advised literature

[1] Stoer, J., Burlish, R.: Introduction to Numerical Analysis.
Springer-Verlag, New York, Berlin, Heidelberg 1992. ISBN 0-387-97878-X