| Objectives | Learning about numerical methods for approximation of continous mathematical problems. |
| General thematics |
- Examples, floating point computing, types of errors, propagation of errors
- LU decompositions (Gauss elimination algorithm, Cholesky factorisation), QR decompositiond (Givens and Householder algorithms), singular value decomposition
- Iterative methods for solving linear systems ( Jacobi and Gauss-Seidel methods, succesive overrealaxation)
- Eigenvalues and eigenvectors approximation (Jacobi method for symmetric matrices, QR type algorithms)
- Solving nonlinear equations and systems of nonlinear equations (Newton type methods, false position method, secant method, methods for the roots of polynomials)
- Polynomial interpolation (Lagrange polynomial, Newton polynomials), spline interpolation (linear continuous, cubic of class C2)
- Numerical integration (Newton-Cotes type formulae)
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| Seminary / Laboratory thematics |
- Evaluation of elementary functions (sin/cos/...), errors in numerical computations;
- Solving linear systems:
- Substitution method, LU decomposition;
- QR decomposition: Givens or Householder algorithm;
- Iterative methods: Jacobi and Gauss-Seidel methods;
- Jacobi method for finding the eigenvalues and eigenvectors for symmetric matrices;
- Solving nonlinear equations: bisection method, Newton-Raphson method,false position method, secant method, methods for approximating roots of polynomials;
- Polynomial interpolation: Newton-Lagrange polynomial, Aitken algorithm, C2 cubic spline functions;
- Numerical integration: Newton-Cotes type formulae, iterate methods.
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| Teaching methods | Course – using the projector, Laboratory works - files describing the algorithms |