Terminated in academic year 2019/2020

Numerical Methods and Statistics

Type of study	Follow-up Master
Language of instruction	Czech
Code	714-0552/07
Abbreviation	NMaS
Course title	Numerical Methods and Statistics
Credits	5
Coordinating department	Department of Mathematics and Descriptive Geometry
Course coordinator	prof. RNDr. Radek Kučera, Ph.D.

Subject syllabus

Week. Lecture
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1st Course contents, the issue of errors, stability of calculations.
2nd Solution of nonlinear equations, separation of roots, the simplest methods.
3rd Newton's method and fixed-point iterations.
4th Direct methods for solving linear equations, Gaussian elimination and LU-decomposition.
5th Eigenvalues and eigenvectors, numerical calculation.
6th Iterative methods for solving linear equations.
7th Interpolation by polynomials and splines.
8th Least squares approximation.
9th Numerical differentiation and integration.
10th Extrapolation in the calculation of integrals. Gaussian integration formulas.
11th Statistical processing data with one or more arguments.
12th Empirical characteristics of statistical data.
13th Parameter estimation and testing of hypotheses.
14th 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.

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