Beschreibung |
Zahlendarstellung auf dem Computer, Rundungsfehler, Fehlerfortpflanzung, Kondition; Einführung in die numerische lineare Algebra; Interpolation und Approximation; Numerische Differentiation und Integration; Fehlereinflüsse, Fehlerabschätzung, Stabilität
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engl. Beschreibung/ Kurzkommentar |
Numerical Mathematics
This course is an introduction to numerical mathematics. The concept of computer numbers will be introduced, followed by the study of rounding errors and the propagation of errors in numerical algorithms. Interpolation and approximation of functions are discussed with main interests in algorithmic problems and the error analysis. Spline interpolation, best approximation and the interpolation of periodic functions complete this part. In the second part several approaches to numerical differentiation and integration will be introduced.
Prerequisites: Calculus, Linear Algebra |