CSE 401/CS 450/MATH 450/ECE 491: Final Guide, Fall 2008

Final Exam, TBA, [PDF Version]

General Advice: The exam will be multiple choice with a difficulty level similar to that of the quizzes and end of chapter review questions. A specific list of the scope of topics on the exam is included at below. In particular, the exam will be restricted to the sections listed. For your convenience the key topics, formula, and problems from each chapter are listed as well. Based on previous experience, a good strategy for studying for the final is as follows: (1) Study all prior quiz and midterm questions. (2) Understand all of the concepts given in the list at the end of this document. (3) Work through the examples in the book. (4) Be able to actually work simple problems (e.g., 2x2, 3x3, 3x2, triangular, diagonal, etc...). (5) For each chapter: existence/uniqueness, conditioning, key methods, relative (and absolute) complexity and stability of the key methods. (6) Look over the review questions at the end of each chapter.

[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
  • 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)

Last Updated: 7-Oct-08
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