Course detail
Numerical Methods
FSI-2NUAcad. year: 2011/2012
The course provides an introduction to basic numerical methods frequently used in technical computations. Emphasis is placed on understanding of how numerical methods work. Shorter numerical exercises are carried out with a pocket calculator, but others can be done more efficiently by computers. Main topics: Scientific computing. Systems of linear equations. Interpolation. Least squares method. Numerical differentiation and integration. Nonlinear equations. Optimization.
Language of instruction
Number of ECTS credits
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Guarantor
Department
Learning outcomes of the course unit
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Planned learning activities and teaching methods
Assesment methods and criteria linked to learning outcomes
FORM OF THE EXAMINATIONS: The exam is written and has a practical and a theoretical part. In the practical part students solve numerical examples by hand using pocked calculator, in the theoretical part they answer several questions to basic notions in order to check up how they understand the subject. As a result of the exam students will obtain 0--70 points.
FINAL ASSESSMENT: The final point course classicifation is the sum of points obtained from both the practisals (15--30) and the exam (0--70).
FINAL COURSE CLASSIFICATION: A (excellent): 100--90, B (very good): 89--80, C (good): 79--70, D (satisfactory): 69--60, E (sufficient): 59--50, F (failed): 49--0.
Course curriculum
Work placements
Aims
Specification of controlled education, way of implementation and compensation for absences
Recommended optional programme components
Prerequisites and corequisites
Basic literature
HEATH, Michael T. Scientific computing: an introduction survey. 2nd ed. Boston: McGraw-Hill, 2002, 563 s. ISBN 0-07-239910-4. (EN)
MATHEWS, John H. a Kurtis D. FINK. Numerical methods using MATLAB. 4th ed. Upper Saddle River: Pearson Prentice Hall, 2004, ix, 680 s. : il. ISBN 0-13-191178-3. (EN)
MOLER, Cleve B. Numerical computing with MATLAB. Philadelphia: SIAM, 2004, xi, 336 s. : il. ISBN 0-89871-560-1. (EN)
Recommended reading
Classification of course in study plans
- Programme B3901-3 Bachelor's
branch B-FIN , 1 year of study, summer semester, compulsory
branch B-MET , 1 year of study, summer semester, elective (voluntary) - Programme B2341-3 Bachelor's
branch B-STI , 1 year of study, summer semester, compulsory
- Programme N3901-2 Master's
branch M-MŘJ , 1 year of study, summer semester, compulsory
- Programme N2301-2 Master's
branch M-ADI , 1 year of study, summer semester, compulsory
branch M-AIŘ , 1 year of study, summer semester, compulsory
branch M-VSR , 1 year of study, summer semester, compulsory
Type of course unit
Lecture
Teacher / Lecturer
Syllabus
Week 1-2. Introduction to computing: Error analysis. Computer arithmetic. Conditioning of problems, stability of algorithms.
Solving linear systems: Gaussian elimination. LU decomposition. Pivoting.
Week 3-4. Solving linear systems: Effect of roundoff errors. Conditioning. Iterative methods (Jacobi, Gauss-Seidel, SOR method).
Week 5-6. Interpolation: Lagrange, Newton and Hermite interpolation polynomial. Piecewise linear and piecewise cubic Hermite interpolation. Cubic interpolating spline. Least squares method.
Week 7-8. Numerical differentiation: Basic formulas. Richardson extrapolation.
Numerical integration: Basic quadrature rules (midpoint, trapezoidal and Simpson's rule). Gaussian quadrature. Composite quadrature. Adaptive quadrature.
Week 9-10. Solving nonlinear equations in one dimension: bisection method, Newton's method, secant method, false position method, inverse quadratic interpolation, fixed point iteration.
Solving nonlinear systems: Newton's method, fixed point iteration.
Week 11-12. Minimization of a function of one variable: golden ratio, quadratic interpolation.
Minimization methods for multivariable functions: Nelder-Mead method, steepest descent and Newton's method.
Week 13. Teacher's reserve.
Computer-assisted exercise
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Syllabus