Content of the lecture
Introduction to numerical methods used for investigating dynamic systems. General principles of
numerical calculations, machine numbers, error estimation, numerical stability, linear algebra:
Cholesky-decomposition, Gaussian elimination, LU-decomposition, QR-decomposition, iterative methods,
least square problem, eigenvalue problem: general basics, normal forms, power methods, QR-algorithm,
computaion of eigenvectors, initial value problem: ordinary differential equations, Runge-Kutta
methods with step size control, extrapolation methods, linear multistep methods, -applications,
programme libraries, comparison of methods for analytical investigations with computational methods.
Current infomation can be found here.