After successful completion of the course, students are able to solve basic numerical tasks in areas such as interpolation, extrapolation, numerical integration, solution of linear and nonlinear equations.They should know the basic algorithms, their properties (convergence properties, complexity, conditioning), and they should be able to realize the algorithms in a modern computing environment.
Basic error concepts: condition of mathematical problems, data error, discretization error, round-off error. Numerical solution of linear and nonlinear systems of equations, numerical differentiation and integration, polynomial interpolation and approximation, QR-decomposition and SVD, FFT, numerical solution of differential equation
The exercises deepen the understanding of the algorithms that are presented in lecture.This is achieved by further mathematical analysis, implementation of the algorithms in Matlab or Python, and studies ofnumerical examples that showcase the behavior of the algorithms.
weekly exercise sheets