Numerické aproximace maticových funkcí

• Thesis title in Czech: Numerické aproximace maticových funkcí
• Thesis title in English: Numerical approximations of matrix functions
• Academic year of topic announcement: 2008/2009
• Thesis type: Bachelor's thesis
• Thesis language: čeština
• Department: Department of Numerical Mathematics (32-KNM)
• Supervisor: doc. RNDr. Iveta Hnětynková, Ph.D.
• Author: hidden - assigned and confirmed by the Study Dept.
• Date of registration: 05.11.2008
• Date of assignment: 05.11.2008
• Date and time of defence: 11.09.2009 00:00
• Date of electronic submission: 11.09.2009
• Date of proceeded defence: 11.09.2009
• Opponents: prof. Ing. Zdeněk Strakoš, DrSc.

Guidelines

Práce bude zaměřena na studium numerických metod pro výpočet aproximace maticových funkcí. Vybrané metody budou naprogramovány v jazyce Matlab a otestovány na numerických experimentech.

References

P. I. Davies, N. J. Higham: Computing f(A)b for matrix functions f, QCD and numerical analysis III, Lect. Notes Comput. Sci. Eng. 47, Springer, Berlin (2005), pp. 15-24.
J. Duintjer Tebbens, I. Hnětynková: Computations with square roots and exponentials of close to complex symmetric toeplitz matrices, in preparation.
A. Frommer, V. Simoncini: Matrix functions, in preparation.
N. J. Higham: Functions of Matrices: Theory and Computation, SIAM (2008).
C. Moler, C. V. Loan: Nineteen dubious ways to compute the exponential of a matrix, twenty-five years later, SIAM Review 45 (2003), pp. 3-49.

Preliminary scope of work

Cílem práce je získat ucelený přehled o numerických metodách pro aproximaci maticových funkcí.

Preliminary scope of work in English

The goal is to study numerical methods for computation of approximations to matrix functions.