1. komponenta

Lecture type	Total
Lectures	30
Exercises	15

* Load is given in academic hour (1 academic hour = 45 minutes)

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.

Mandatory course - Regular study - Applied Mathematics