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Numerical Methods and Statistics

Language of instruction angličtina, čeština
Code 714-0552
Abbreviation NMaS
Course title Numerical Methods and Statistics
Coordinating department Department of Mathematics and Descriptive Geometry
Course coordinator prof. RNDr. Radek Kučera, 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. Numerical solution of systems of linear algebraic equations: LU-factorization, iterative methods, condition number of matrix, ill-conditioned matrices. Interpolation and approximation of functions: polynomial interpolation, interpolation by spline functions, least squares approximation. Numerical integration: Trapezoid rule, Simpson’s rule, Richardson extrapolation. Statistical processing data
with one or more arguments, empirical characteristics of statistical data, testing of hypotheses.
Regression analysis.

Literature

1. Boháč, Zdeněk: Numerical Methods and Statistics, VŠB – TUO, Ostrava 2005, ISBN 80-248-0803-X

Advised 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.
3. Stoer, J., Burlish, R.: Introduction to Numerical Analysis. Springer-Verlag,
New York, Berlin, Heidelberg, 1992.