Numerical Methods 1100-3`MNum
The course will be focused on basic algorithms used in scientific computations and their implementation in the form of computer programs.
Program:
1. Representation of numbers in computer memory; errors, accuracy, stability of computations.
2. Polynomial interpolation and extrapolation, Neville algorithm, splines.
3. Smoothing and approximation of data.
4. Solution of large systems of linear algebraic equations.
5. Solution of nonlinear sets of equations.
6. Integration of functions.
7. Random numbers and their applications - Monte Carlo Methods.
8. Minimization.
9. Sorting and searching.
10. Finding eigenvalues and eigenvectors of large matrices.
11. Fourier transform.
12. Solution of ordinary and partial differential equations.
The lecture will be accompanied by classes where students will write programs implementing the algorithms described in the lectures and will familiarize themselves with software packages, which may be helpful in scientific computations and numerical analysis of data.
The final note will depend on written test (44%), notes given by assistants for class activities (44%) and presence on classes (12%).
Description by Tomasz R. Werner, December 2009.
Course coordinators
Bibliography
1. W.H. Press, S.A. Teukolsky, W.T. Vetterling, and B.P. Flannery: Numerical Recipes: The Art of Scientific Computing
2. G. Dahlquist and A. Björck: Numerical Methods in Scientific Computing
3. J. Stoer and R. Bulirsch: Introduction to Numerical Analysis
4. A. Ralston: First Course in Numerical Analysis
Additional information
Additional information (registration calendar, class conductors, localization and schedules of classes), might be available in the USOSweb system: