269007 VO Numerical Methods II (2013W)
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Vorbesprechung: Mi 02.10.13 um 09:15 Uhr im SR12, Oskar-Morgenstern-Platz 1, 1090 Wien.Block von 27.11.13 bis 22.01.14: jeweils Mi, Do, Fr 09:00-11:00 Uhr im SR12, Oskar-Morgenstern-Platz 1, 1090 Wien.
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Language: English
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Prüfungstermin: 29.01.14 schriftlich
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CO-MAT2
Last modified: Sa 08.07.2023 00:21
a. Eigenvalue Problem
b. Generalized Eigenvalue Problem
c. Singular Value Decomposition
d. Iteration methods for large systems2. Nonlinear systems of equations
a. Newton's method
b. Quasi-Newton methods
c. Basic line search concepts (exact, Armijo,...)3. Stochastic Processes
a. Basic concepts
b. Markov chains4. Random Numbers
a. Pseudorandom number generators
b. Tests of pseudorandom numbers5. Monte Carlo Methods
a. Basic concepts of simulation6. Multivariate Integration
a. Monte Carlo method
b. Quasi-Monte Carlo method