The course presents basic methods for solving systems of linear algebraic equations, for the matrix inversion and for the calculation of eigenvalues and eigenvectors of matrices
Syllabus
1. Storage of numerical data in a computer.
Errors in numerical algorithms,
propagation of the errors.
Stability of the algorthims.
Ill-posed methods.
2. Systems of linear algebraic equations,
direct and iterational metods.
The Gauss elimination method, pivoting.
LU decomposition.
Systems with special matrices.
The Choleski theorem and the Choleski method.
The iteration methods,
the Jacobi method,
the Gauss-Seidel method.
The problem of the convergence of the iteration methods.
3. Eigenvalues and eigenvectors of matrices.
The Jacobi-method.
The Householder transformation and the QL method.
Literature
HUMLÍČEK, J. Základní metody numerické matematiky. 1. vyd. Praha: Státní pedagogické nakladatelství, 1981. 171 s. info
MARČUK, Gurij Ivanovič. Metody numerické matematiky. 1. vyd. Praha: Academia, 1987. 528 s. info
PRESS, William H. Numerical recipes in C :the art of scientific computing. 2nd ed. Cambridge: Cambridge University Press, 1992. xxvi, 994. ISBN 0-521-43108-5. info
Assessment methods (v češtině)
přednáška, individální cvičení u počítače, předmět je ukončen zápočtem
Further Comments
The course can also be completed outside the examination period.
The course is taught annually.
The course is taught: every week.