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[1] Sections 1.1 to 1.3.9
- Error, Accuracy, Stability:
Absolute Error, Relative Error
Data Error, Computational Error
Truncation Error , Rounding Error
Forward Error, Backward Error
Well Conditioned, Stable, Well Posed
- Floating-Point Arithmetic:
Underflow, Overflow, Machine Precision
Subnormals, Gradual Underflow
Cancellation
- Important Formula:
Absolute Error, Relative Error
Forward Error, Backward Error
Condition Number
Machine precision definitions on page 5
- Know how to compute:
Forward/Backward Error
Absolute/Relative Error
fl(x+y), fl(x-y), fl(x*y), fl(x/y)
E.g., when does 1 + a = 1 ?
[2] Sections 2.1 to 2.5.3
- Existence and Uniqueness:
Nonsingular, Singular
- Conditioning:
Vector and Matrix Norms
Condition Number
Error bounds, residual
- Solving:
Upper and Lower Triangular
Forward and Back Substitution
Elementary Elimination Matrices
Partial or Row Pivoting, Complete Pivoting
LU Factorization, Gaussian Elimination
Complexity of LU vs Inversion
Complexity of solving modified systems
Symmetric, Positive Definite, Banded, Sparse
Cholesky
Complexity for banded systems
- Important Formula:
1-norm, 2-norm, inf-norm, p-norm for vectors
1-norm and inf-norm for matrices
Condition Number
Properties of vector norms
Properties of matrix norms
Properties of the Condition Number
Error bounds using condition number
Elementary Elimination Matrices
- Know how to compute:
Solution to triangular systems
LU Factorizations (2x2 or 3x3 matrices)
Norms and condition numbers of diagonal matrices
Solve small linear systems of equations
[3] Sections 3.1 to 3.7 (exclude 3.4.2)
- Existence and Uniqueness:
Span(A), Rank(A)
Normal Equations
Orthogonality of Span(A) with Residual
- Conditioning:
Pseudoinverse and condition number
Conditioning of the normal equations
- Solving:
Normal Equations
Triangular systems
QR Factorization
Householder, Givens
Gram-Schmidt theory (not actual formula)
Singular Value Decomposition
2-norm and 2-norm condition number with SVD
Pseudoinverse with SVD
Comparison of methods (work vs stability)
- Important Formula:
Normal Equations, Pseudoinverse, condition number
Error bounds involving condition number
Householder transformation
Givens Rotation
2-norm (condition number) using SVD
- Know how to compute:
Setup and solution small least-squares problem (3x2)
Normal equations
Householder and Givens transformations
Norms, condition numbers given the SVD
[4]Sections 4.1 to 4.7 (exclude 4.2.5, 4.5.8-4.5.11, 4.6)
- Existence and Uniqueness:
Characteristic Polynomial using determinant
Companion Matrix
Algebraic and Geometric multiplicity
Invariant subspace using eigenvectors
Diagonal, Tridiagonal, Triangular, Hessenberg
Orthogonal, Unitary, Symmetric, Hermitian, Normal
Which matrices are diagonalizable?
Which matrices have real eigenvalues?
Diagonalizable using general similarity transforms?
Diagonalizable using orthogonal/unitary transforms?
- Conditioning:
Bound involving cond of matrix of eigenvectors
Bound involving angle between right/left eigenvectors
- Solving:
Shift, Inversion, Powers, Polynomials of A
Similarity Transformations
Unitary and Orthogonal Similarity Transforms
Eigenvalues of diagonal, triangular, block triangular
Defective matrices are not diagonalizable
Normalized power iteration with/without shifts
Normalized inverse iteration with/without shifts
Rayleigh quotient
Rayleigh quotient iteration
Deflation
Jordon, Schur, and Real Schur forms
QR iteration with/without shifts
Preliminary reduction to Hessenberg or Tridiagonal
Properties of Lanczos and Arnoldi
Comparison of methods (stability vs work)
- Important Formula:
Characteristic Polynomial
Bounds on p. 167 and 168
Eigenvalues after shift, inverse, powers, polynomial
Rayleigh quotient
Singular values from eigenvalues of AT A and A AT
- Know how to compute:
Eigenvalues of a small matrix (2x2)
Eigenvalues of a diagonal or triangular matrix
Eigenvectors of a small matrix (2x2)
1-step of the normalized power iteration
1-step of inverse iteration (for triangular matrix)
Rayleigh quotient
Singular values of a small matrix (2x2)
[5] Sections 5.1 to 5.6.4
- Existence and Uniqueness:
Scalar and Systems case
Single and multiple roots
- Conditioning:
Derivative and Jacobian
Multiple roots
Condition number
- Rates of convergence:
Linear, superlinear, quadratic
Number of correct digits per iteration
- Solving Scalar Problems:
Bisection
Stability, rate of convergence of bisection
Fixed point iterations
Conditions for convergence of fixed point iterations
Rate of convergence of fixed point iterations
Newton's method
Secant method
Inverse interpolation (gen. concept/props.)
Linear fractional interpolation (gen. concept/props.)
Safeguard methods
Zeros of polynomials by Newton's method
Zeros of polynomials by companion matrix
General comparison of methods for scalar problems
- Solving Systems of Nonlinear Equations:
Newton's Method
Convergence of a general fixed-point scheme
Features of Broyden's method
Trust Region and Damped Newton
- Important Formula:
Condition number for root finding
Convergence rate
Convergence of (scalar/systems) fixed point iteration
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- Know how to compute
Jacobian of a system of equations
Condition number for root finding
1 or 2 steps of bisection
1 step of a fixed point iteration
1 step of Newton's method
1 step of Secant method
1 step of Newton's method for systems
[6] Sections 6.1 to 6.7.2 (excluding 6.5.7, 6.6.2, 6.7.1)
- Existence and Uniqueness:
Global vs Local optimization
Coercive
Closed and Bounded
Convex Function
Convex Set
First Order necessary condition
Second Order sufficient (but not necessary) condition
First Order necessary condition for constrained systems
(Excluded: second order condition for constrained systems)
- Conditioning:
Eigenvalues of Hessian
(Excluded: sensitivity of constrained systems)
- Solving:
Golden Section Search
Successive Parabolic Interpolation (general idea)
Newton's Method
Safe Guarding
Direct Search
Steepest Descent
Trust Region and Trust Radius
BFGS (general features)
Conjugate gradient (general features)
Gauss-Newton (general features)
Penalty and Barrier methods (general idea)
- Important Formula:
Conditioning for unconstrained optimization
- Know how to compute:
One step of Newton's method for optimization
One step of Steepest descent for a quadratic function
Hessian for an objective function
Eigenvalues of a Hessian at a critical point.
[7] Sections 7.1 to 7.4.3
- Existence, Uniqueness, and Conditioning:
Depends on the form of the interpolating function
- Solving:
Monomial vs. Newton vs. Lagrange
Chebyshev Points
Oscillation problem for equally spaced points
Hermite Cubic
Cubic Spline
B-Splines (basic idea)
- Important Formula:
Bound for error for interpolating a smooth function (p 324)
- Know how to compute:
Poly. interpolant in Monomial/Newton/Lagrange basis
Incremental Newton
Number of free parameters for spline interpolant
Number of free parameters for Hermite interpolant
"Extra conditions" for Spline and Hermite interpolants
[8] Sections 8.1 to 8.7 (excluding 8.3.2, 8.4.2 to 8.5, 8.6.2)
- Existence and Uniqueness:
Bounded functions with finite number of discontinuities
Sufficiently smooth functions are differentiable
- Conditioning:
Integration is well conditioned for continuous functions
Differentiation is ill conditioned for noisy data
- Solving:
Newton-Cotes
Trapezoid and Midpoint rule
Gaussian Quadrature
Progressive Quadrature
Composite Quadrature
Composite Midpoint and Trapezoid rule
Adaptive quadrature (general idea)
Forward, Backward, Centered difference approximations.
Richardson Extrapolation
- Important Formula:
General form of bounds for error for Midpoint/Trapezoid
- Know how to compute:
Composite Trapezoid/Midpoint given tabular f(x) values
Richardson extrapolated value for a method of order p
[9] Sections 9.1 to 9.3.8 (excluding 9.3.5)
- Existence and Uniqueness:
Conditioning
Linear stability conditions
Stable vs Asymptotically Stable vs Unstable
Non-linear stability conditions
- Solving:
Local Error vs Global Error
Converting a kth-order problem into first order form
Forward Euler, Backward Euler, and Trapezoid
Stability for Forward Euler, Backward Euler, and Trapezoid
Stiffness
Necessity of Implicit method for Stiff problems
Runge-Kutta Methods (general features)
Multistep methods (general features)
Predictor Corrector Methods (general features)
- Important Formula:
Stability for Forward/Backward Euler and Trapezoid
Stability for linear and nonlinear problems
- Know how to compute:
One step of forward Euler (scalar and systems)
One step of backward Euler (scalar and systems)
One step of trapezoid rule (scalar)
Stability for a linear problem
Stability for a method applied to a linear problem
[10] Sections 10.1 to 10.6
- Existence and Uniqueness and Conditioning
Modes are coupled to boundary conditions (gen. concept)
- Definitions:
Separated Boundary Conditions
Linear Boundary Value Problem
- Solving:
Steps for the Shooting Method
Steps for the Finite Difference Method
Steps for the Collocation Method
- Know how to compute:
Three-point finite difference solution
Quadratic collocation solution
[11] Sections 11.1 to 11.3.2
- Existence and Uniqueness and Conditioning:
Know it's complicated
- Types of PDEs:
Advection Equation
Heat Equation
Wave Equation
Laplace Equation
Dirichlet vs Neumann boundary conditions
- Solving:
Characteristics of the advection equation
Well posed boundary conditions and characteristics
Domain of dependence and characteristics
Features/Example of Hyperbolic PDEs
Features/Example of Parabolic PDEs
Features/Example of Elliptic PDEs
Semidiscrete Methods and Method of Lines
Fully discrete methods (e.g. Crank-Nicolson)
- Know how to compute:
Identify PDE type given one of the four simple examples
Identify PDE type given its features
Characteristics of the advection equation
Simple Solve for 2D Fully Discrete (e.g. Ex 11.2)
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