Computational Mathematics
General data
Course ID: | 1000-113aMOBa |
Erasmus code / ISCED: |
11.102
|
Course title: | Computational Mathematics |
Name in Polish: | Matematyka obliczeniowa (potok I) |
Organizational unit: | Faculty of Mathematics, Informatics, and Mechanics |
Course groups: | |
ECTS credit allocation (and other scores): |
(not available)
|
Language: | Polish |
Type of course: | obligatory courses |
Short description: |
In the course we present several methods of finding usually approximate solutions to basic mathematical problems when finding exact solutions is either impossible or impractical. The course includes: elements of error analysis, polynomial and spline interpolation, elements of approximation, quadrature rules, Gauss quadratures, numerical solutions of systems of linear equations, real roots of the equations, numerical eigenproblem. |
Full description: |
1/ Elements of fl rounding error analysis 2/Interpolation 2.1 Polynomial interpolation - specifying Lagrange interpolation problem - existence and uniqueness of a solution - finite differences algorithm - approximation error estimates 2.2 Spline approximation - definition of spline spaces - linear splines - cubic splines 3/Approximation 3.1 approximation in Hilbert spaces - existence and uniqueness - algorithms including the Gram-Schmidt process - orthogonal polynomials - properties and application to the polynomial approximation problem -Chebyshev polynomials and their properties - Linear Least Square problem as a special case of an approximation problem 3.2 Uniform approximation - (optional if time permits) 4/Numerical integration 4.1 Interpolation quadratures -Gauss quadratures 4.2 Quadrature rules: trapezoidal and Simpson rules 5/Numerical methods of solving system of algebraic equations - LU decompositions with partial pivoting - QR orthogonal decomposition: Housholder method - condition of the matrices and their influence on rounding error analysis of LU decomposition - an application of QR factorization of M x N matrix to Linear Least Square problems 6/ Roots of a nonlinear equation - bisection method - Newton method - Secant method - Banach iteration method - order of convergence 7/Numerical Eigenproblem (optional if time permits) - Power Method - Inverse Power Method |
Bibliography: |
David Kincaid and Ward Cheney, Numerical analysis. Mathematics of scientific computing. 2nd ed., Brooks/Cole Publishing Co., Pacific Grove, CA, 1996. |
Copyright by University of Warsaw.