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Numerical analysis 1

Code: 45676
ECTS: 5.0
Lecturers in charge: prof. dr. sc. Zlatko Drmač - Lectures
Lecturers: prof. dr. sc. Zlatko Drmač - Exercises
English level:

1,0,0

All teaching activities will be held in Croatian. However, foreign students in mixed groups will have the opportunity to attend additional office hours with the lecturer and teaching assistants in English to help master the course materials. Additionally, the lecturer will refer foreign students to the corresponding literature in English, as well as give them the possibility of taking the associated exams in English.
Load:

1. komponenta

Lecture typeTotal
Lectures 30
Exercises 15
* Load is given in academic hour (1 academic hour = 45 minutes)
Description:
COURSE AIMS AND OBJECTIVES: The course gives detailed analysis of core methods of numerical linear algebra. We stress the details of method development, numerical analysis and practical use in selected real world engineering applications. The students will gain basic understanding of fundamental issues of numerical approximation, stability etc. and learn how to analyse them using mathematical analysis.

COURSE DESCRIPTION AND SYLLABUS:
[1-4] Iterative methods for linear systems. Jacobi and Gauss-Seidel methods. SOR. Conjugate gradients. Approximations from Krylov subspaces. Specal classes of matrices (M-matrices).
[5-8] Eigenvalue problems. SVD and its applications. Numerical methods for spectral and SVD decompositions.
[9-12] Least squares methods. Tikhonov regularization. Numerical solutions of integral equations.
Literature:
  1. J. Demmel: Applied Numerical Linear Algebra
  2. R. Plato: Concise Numerical Mathematics
  3. A. Greenbaum: Iterative methods for solving linear systems
  4. B. Parlett: The symmetric eigenvalue problem
  5. G. Golub, Ch. Van Loan: Matrix computations
1. semester
Izborni predmet 1, 2, 3, 4 - Mandatory studij - Mathematical Statistics

2. semester
Izborni predmet 1, 2, 3, 4 - Mandatory studij - Mathematical Statistics

3. semester
Izborni predmeti 5, 6, 7 - Mandatory studij - Mathematical Statistics

4. semester
Izborni predmeti 5, 6, 7 - Mandatory studij - Mathematical Statistics
Consultations schedule:

Content

Link to the course web page: http://www.pmf.unizg.hr/math/predmet/numan1_a