Mathematics BSc
Course description
2013.

Numerical analysis
Hours
lect+pc
Credits
lect+pc
Assessment Specialization Course code
lect/pc
Semester Status
2 + 2 2 + 3 exam +
term grade
pure math. mm1c1na5m
mm1c2na5m
5 compulsory
Strong Weak Prerequisites
Practice class
Strong:
Algebra2L (mm1c1al2)
Strong:
Analysis2L (mm1c1an2) or
Foundations of analysisL (mm1c1ap2)
Lecture
Weak:
practice class
Remarks
  • Form of instruction: The classes are held in a computer laboratory, where students can experiment with the implementation of the algorithms in MATLAB.
Syllabus designed by:
Prerequisites
Analysis 2, linear algebra.
Literature
  • J. Stoer, R. Bulirsch: Introduction to Numerical Analysis. Springer, 2002.
  • D. N. Arnold: A Concise Introduction to Numerical Analysis. Online.
Syllabus
  • Systems of linear equations.
  • Matrix decompositions (LU, Cholesky, QR).
  • Gauss elimination.
  • Fixed-point theorem.
  • Iterative methods for linear systems.
  • Interpolation in one dimension.
  • Iterative methods for nonlinear systems.