SUBJECT
Title
Numerical methods 2
Type of instruction
practical
Level
bachelor
Faculty
Part of degree program
Credits
4
Recommended in
Semester 4
Typically offered in
Spring semester
Course description
-
Eigenvalues, eigenvectors: Gersgorin theorems. The power method, inverse iteration, Jacobi’s method, eigenvalues of tridiagonal matrices. LR, QR algorithm.
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Singular value decomposition, the Moore-Penrose generalised inverse. Least squares approximation to discrete data.
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Numerical integration: Newton Cotes formulas, composite forms. Orthogonal polynomials, Chebysev, Gauss quadrature.
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)