Course Details

Numerical methods I

Academic Year 2022/23

DA61 course is part of 23 study plans

D-K-E-SI (N) Summer Semester 1st year

D-K-E-SI (N) Summer Semester 1st year

D-K-E-SI (N) Summer Semester 1st year

D-K-E-SI (N) Summer Semester 1st year

D-K-E-SI (N) Summer Semester 1st year

D-K-C-SI (N) Summer Semester 1st year

D-K-C-SI (N) Summer Semester 1st year

D-K-C-SI (N) Summer Semester 1st year

D-K-C-SI (N) Summer Semester 1st year

D-K-C-SI (N) Summer Semester 1st year

D-P-E-SI (N) Summer Semester 1st year

D-P-E-SI (N) Summer Semester 1st year

D-P-E-SI (N) Summer Semester 1st year

D-P-E-SI (N) Summer Semester 1st year

D-P-E-SI (N) Summer Semester 1st year

D-P-C-SI (N) Summer Semester 1st year

D-P-C-SI (N) Summer Semester 1st year

D-P-C-SI (N) Summer Semester 1st year

D-P-C-SI (N) Summer Semester 1st year

D-P-C-SI (N) Summer Semester 1st year

D-P-C-GK Summer Semester 1st year

D-K-C-GK Summer Semester 1st year

unknown (history data) unknown (history data) 1st year

Errors in numerical calculations and numerical methods for one nonlinear equation in one unknown.
Iterative methods. The Banach fixed-point theorem.
Iterative methods for the systems of linear and nonlinear equations.
Direct methods for the systems of linear algebraic equations, matrix inversion, eigenvalues and eigenvectors of matrices.
Interpolation and approximation of functions. Splines.
Numeric differentiation and integration. Extrapolation to the limit.

Course Guarantor

prof. Ing. Jiří Vala, CSc.

Institute

Institute of Mathematics and Descriptive Geometry

Objective

Understanding the main priciples of numeric calculation and the factors influencing calculation. Solving selected basic problems of numerical analysis, using iteration methods to solve the f(x)=0 equation and systems of linear algebraic equations using calculation algorithms. Learning how to approximate eigenvalues and eigenvectors of matrices. Learning about the basic problems in interpolation and approximation of functions. Getting acquainted with the principles of numeric differentiation and knowing how to numerically approximate integrals of one- and two-functions.

Syllabus

1. Errors in numerical calculations. Numerical methods for one nonlinear equation in one unknown
2. Basic principles of iterative methods. The Banach fixed-point theorem.
3. Norms of vectors and of matrices, eigenvalues and eigenvectors of matrices. Iterative methods for systems of linear algebraic equations– part I.
4. Iterative methods for linear algebraic equations– part II. Iterative methods for systems of nonlinear equations.
5. Direct methods for systems of linear algebraic equations, LU-decomposition. Systems of linear algebraic equations with special matrice – part I.
6. Systems of linear algebraic equations with special matrices – part II. The methods based on the minimization of a quadratic form.
7. Computing inverse matrices and determinants, the stability and the condition number of a matrix.
8. Eigenvalues of matrices - the power method. Basic principles of interpolation.
9. Polynomial interpolation.
10. Interpolation by means of splines. Orthogonal polynoms.
11. Approximation by the discrete least squares.
12. Numerical differentiation, Richardson´s extrapolation. Numerical integration of functions in one variables– part I.
13. Numerical integration of functions in one variables– part II. Numerical integration of functions in two variables.

Prerequisites

Basics of linear algebra and vector calculus. Basics of the theory of one- and more-functions (limit, continuous functions, graphs of functions, derivative, partial derivative). Basics of the integral calculus of one- and two-functions.

Language of instruction

Czech

Credits

4 credits

Semester

summer

Forms and criteria of assessment

course-unit credit

Specification of controlled instruction, the form of instruction, and the form of compensation of the absences

Extent and forms are specified by guarantor’s regulation updated for every academic year.

Offered to foreign students

Not to offer

Course on BUT site

https://www.vut.cz/en/students/courses/detail/255818

Lecture

13 weeks, 3 hours/week, elective

Syllabus

1. Errors in numerical calculations. Numerical methods for one nonlinear equation in one unknown
2. Basic principles of iterative methods. The Banach fixed-point theorem.
3. Norms of vectors and of matrices, eigenvalues and eigenvectors of matrices. Iterative methods for systems of linear algebraic equations– part I.
4. Iterative methods for linear algebraic equations– part II. Iterative methods for systems of nonlinear equations.
5. Direct methods for systems of linear algebraic equations, LU-decomposition. Systems of linear algebraic equations with special matrice – part I.
6. Systems of linear algebraic equations with special matrices – part II. The methods based on the minimization of a quadratic form.
7. Computing inverse matrices and determinants, the stability and the condition number of a matrix.
8. Eigenvalues of matrices - the power method. Basic principles of interpolation.
9. Polynomial interpolation.
10. Interpolation by means of splines. Orthogonal polynoms.
11. Approximation by the discrete least squares.
12. Numerical differentiation, Richardson´s extrapolation. Numerical integration of functions in one variables– part I.
13. Numerical integration of functions in one variables– part II. Numerical integration of functions in two variables.