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Lecturer(s)
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Brzezina Miroslav, doc. RNDr. CSc., dr. h. c.
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Salač Petr, doc. RNDr. CSc.
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Course content
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The aim is to deepen knowledge in the field of numerical linear algebra. The individual topics can be summarized in the following points: " Solving system of linear equations with a square regular matrix. " Matrix norm, condition, arithmetic of moving commas, stability of the algorithm. " Direct methods, triangular systems, choleric decomposition, Gaussian elimination and LU decomposition. " Iterative methods, truncated matrix systems, basic iterative methods, clustered gradient method. " The smallest square method. " Systems of normal equations, QR decomposition, singular decomposition.
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Learning activities and teaching methods
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Lecture
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Learning outcomes
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The aim is to deepen knowledge in the field of numerical linear algebra. The individual topics can be summarized in the following points: " Solving system of linear equations with a square regular matrix. " Matrix norm, condition, arithmetic of moving commas, stability of the algorithm. " Direct methods, triangular systems, choleric decomposition, Gaussian elimination and LU decomposition. " Iterative methods, truncated matrix systems, basic iterative methods, clustered gradient method. " The smallest square method. " Systems of normal equations, QR decomposition, singular decomposition.
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Prerequisites
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unspecified
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Assessment methods and criteria
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Combined examination
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Recommended literature
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Demmel, J.W. Applied Numerical Linear Algebra. SIAM, 1997.
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Roman S. Advanced Linear Algebra. ISBN 978-0-387-24766-3.
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