F5330 Basic numerical methods

Faculty of Science
Autumn 2004
Extent and Intensity
1/1/0. 3 credit(s). Type of Completion: z (credit).
Teacher(s)
doc. RNDr. Jan Celý, CSc. (lecturer)
doc. RNDr. Jan Celý, CSc. (seminar tutor)
Guaranteed by
prof. RNDr. Josef Humlíček, CSc.
Department of Theoretical Physics and Astrophysics – Physics Section – Faculty of Science
Contact Person: doc. RNDr. Jan Celý, CSc.
Timetable
Tue 18:00–18:50 F1 6/1014, Tue 19:00–19:50 F1 6/1014
Prerequisites
A knowledge of the programming (Pascal,Fortran, C,C++)
Course Enrolment Limitations
The course is also offered to the students of the fields other than those the course is directly associated with.
fields of study / plans the course is directly associated with
Course objectives
The course presents basic methods for solving systems of linear algebraic equations, for the matrix inversion, for the calculation of eigenvalues and eigenvectors of matrices and singular matrix decomposition.
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. 4. Singular value decomposition and its applications. Linear regression.
Literature
  • MÍKA, Stanislav. Numerické metody algebry. Vyd. 1. Praha: SNTL - Nakladatelství technické literatury, 1982, 169 s. info
  • HUMLÍČEK, Josef. Základní metody numerické matematiky. Vyd. 1. Praha: Státní pedagogické nakladatelství, 1981, 171 s. info
  • CELÝ, Jan. Programové moduly pro fyzikální výpočty. 1. vyd. Brno: Rektorát UJEP, 1985, 99 s. info
  • PRESS, William H. Numerical recipes in C : the art of scientific computing. 2nd ed. Cambridge: Cambridge University Press, 1992, xxvi, 994. ISBN 0521431085. info
  • MARČUK, Gurij Ivanovič. Metody numerické matematiky. Vyd. 1. Praha: Academia, 1987, 528 s. URL info
Assessment methods (in Czech)
přednáška, individální cvičení u počítače, předmět je ukončen zápočtem
Language of instruction
Czech
Further Comments
The course can also be completed outside the examination period.
The course is taught annually.
Listed among pre-requisites of other courses
The course is also listed under the following terms Autumn 2007 - for the purpose of the accreditation, Autumn 1999, Autumn 2010 - only for the accreditation, Autumn 2000, Autumn 2001, Autumn 2002, Autumn 2003, Autumn 2005, Autumn 2006, Autumn 2007, Autumn 2008, Autumn 2009, Autumn 2010, Autumn 2011, Autumn 2011 - acreditation, spring 2012 - acreditation, Autumn 2012, Autumn 2013, Autumn 2014, Autumn 2015, Autumn 2016, autumn 2017, Autumn 2018, Autumn 2019, Autumn 2020, autumn 2021, Autumn 2022, Autumn 2023, Autumn 2024.
  • Enrolment Statistics (Autumn 2004, recent)
  • Permalink: https://is.muni.cz/course/sci/autumn2004/F5330