SUBJECT
Title
Numerical methods 1
Type of instruction
lecture + practical
Level
bachelor
Faculty
Part of degree program
Credits
3
Recommended in
Semester 3
Typically offered in
Autumn semester
Course description
-
Floating point representation of numbers, absolute error, relative error.
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Norms and condition numbers.
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Solving systems of linear equations: Gaussian elimination, pivoting, LU, QR, Cholesky decomposition. Iterative methods: Jacobi, Gauss-Seidel, Richardson, ILU iteration.
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Iterative solution of nonlinear equations: secant and bisection method, fixed point iteration, Newton’s method.
Readings
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Hammerlin-Hoffmann, Numerical Mathematics (Springer, 1991)
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Süli-Mayers, An Introduction to Numerical Analysis (Cambridge, 2003)
Recommended literature:
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Stoer-Bulirsch, Introduction to Numerical Analysis (Springer, 1980)