Numerical methods of algebra

Garant předmětu:

Petr Sváček

Lecturer:

Jiří Fürst, Petr Sváček

Tutor:

Jiří Fürst, Petr Sváček

Supervisor:

Department of Technical Mathematics

Synopsis:

Elementary problems of linear algebra and their formulation.

Direct methods of solution of systém of linear equations.

Classical iterative methods, Jacobi, Gauss-Seidel and super-relaxation methods.

Gradient methods, steepest descent and conjugate gradient methods.

GMRES method.

Ill conditioned problems and their solution, pre-conditioning.

Solution of eigenvalue problems, generalized eigenvalue problems.

Solution of systems of non-linear aglebraic equations.

Requirements:

Syllabus of lectures:

Syllabus of tutorials:

Study Objective:

Study materials:

C.T. Kelley , Iterative Methods for Linear and Nonlinear Equations, SIAM, Philadelphia, 1995

M. Fiedler.: Speciální matice a jejich použití v numerické matematice, SNTL, 1981.

R.S. Varga, Matrix Iterative Analysis, Springer 2009.

A.George, J.W Liu.: Computer Solution of Large Sparse Positive Definite Systems, Prentice-Hall 1981.

Golub, G.H., van Loan, Ch.F.: Matrix Computations, 996 The Johns Hopkins Univ. Press.

Hackbusch, W.: Iterative Solution of Large Sparse Systems of Equations, 1994, Springer-Verlag

Meurant, G.: Computer Solution of Large Linear Systems, 1999, Elsevier.

Segeth, K.: Numerický software I., 1998, Karolinum.

Note:

Further information:

http://marian.fsik.cvut.cz/~svacek/numalg/index.html

Time-table for winter semester 2023/2024:

	06:00–08:0008:00–10:0010:00–12:0012:00–14:0014:00–16:0016:00–18:0018:00–20:0020:00–22:0022:00–24:00
Mon	roomKN:D-104 Sváček P. 10:45–12:15 (lecture parallel1) Karlovo nám. Konzultační místnost 12101roomKN:D-104 Sváček P. 12:30–14:00 (lecture parallel1 parallel nr.101) Karlovo nám. Konzultační místnost 12101
Tue
Wed
Thu
Fri

Time-table for summer semester 2023/2024:

Time-table is not available yet

The course is a part of the following study plans: