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Terminated in academic year 2018/2019

Numerical Mathematics

Type of study Bachelor
Language of instruction Czech
Code 714-0386/02
Abbreviation NM
Course title Numerical Mathematics
Credits 5
Coordinating department Department of Mathematics and Descriptive Geometry
Course coordinator prof. RNDr. Radek Kučera, Ph.D.

Subject syllabus

- Course contents, the issue of errors, stability of calculations.
- Solution of nonlinear equations, separation of roots, the simplest methods.
- Newton's method and fixed-point iterations.
- Direct methods for solving linear equations, Gaussian elimination and LU-decomposition.
- Eigenvalues and eigenvectors, numerical calculation.
- Iterative methods for solving linear equations.
- Interpolation by polynomials and splines.
- Least squares approximation.
- Numerical differentiation and integration.
- Extrapolation in the calculation of integrals. Gaussian integration formulas.
- One-step methods for solving initial value problems for ordinary differential equations.
- Multistep methods.
- Ordinary differential equations of higher order.
- Systems of differential equations.

Literature

1. Boháč, Z.: Numerical Methods and Statistics. VŠB-TU Ostrava, 2005.
ISBN 80-248-0803-X

Advised literature

1. Qaurteroni, A., Sacco, R., Saleri, F.: Numerical Mathematics. Springer, 2007, ISBN 978-3-540-34658-6.
2. Süli, E., Mayers, D.: An introduction to Numerical Analysis. Cambridge University Press, 2003, ISBN 0-521-00794-1.
3. Van Loan, C. F.: Introduction to scientific computing. Prentice Hall, Upper
Saddle River, NJ 07459, 1999, ISBN-13: 9780139491573 .