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Table Of Contents

Introduction
1.1 Taylor’s Theorem
1.2 Loss of Significance
1.3 Vector Spaces, Inner Products, Norms
1.3.1 Vector Space
1.3.2 Inner Products
1.4.1 Matrix Norms
Exercises
A “Crash” Course in octave/Matlab
2.1 Getting Started
2.2 Useful Commands
2.3.1 Logical Forks and Control
2.4 Plotting
3.1.2 Algorithm Terminology
3.1.3 Algorithm Problems
3.2. PIVOTING STRATEGIES FOR GAUSSIAN ELIMINATION 29
3.2 Pivoting Strategies for Gaussian Elimination
3.2.1 Scaled Partial Pivoting
3.2.2 An Example
3.2.3 Another Example and A Real Algorithm
3.3 LU Factorization
3.3.1 An Example
3.3.2 Using LU Factorizations
3.3.3 Some Theory
3.3.4 Computing Inverses
3.4 Iterative Solutions
3.4.1 An Operation Count for Gaussian Elimination
3.4.2 Dividing by Multiplying
3.4.3 Impossible Iteration
3.4.4 Richardson Iteration
3.4.5 Jacobi Iteration
3.4.6 Gauss Seidel Iteration
3.4.7 Error Analysis
3.4.8 A Free Lunch?
Finding Roots
4.1 Bisection
4.1.1 Modifications
4.1.2 Convergence
4.2 Newton’s Method
4.2.1 Implementation
4.2.2 Problems
4.2.3 Convergence
4.2.4 Using Newton’s Method
4.3 Secant Method
4.3.1 Problems
4.3.2 Convergence
Interpolation
5.1 Polynomial Interpolation
5.1.1 Lagranges Method
5.1.2 Newton’s Method
5.1.3 Newton’s Nested Form
5.1.4 Divided Differences
5.2. ERRORS IN POLYNOMIAL INTERPOLATION 69
5.2 Errors in Polynomial Interpolation
5.2.1 Interpolation Error Theorem
5.2.2 Interpolation Error for Equally Spaced Nodes
Spline Interpolation
6.1 First and Second Degree Splines
6.1.1 First Degree Spline Accuracy
6.1.2 Second Degree Splines
6.1.3 Computing Second Degree Splines
6.2 (Natural) Cubic Splines
6.2.1 Why Natural Cubic Splines?
6.2.2 Computing Cubic Splines
6.3 B Splines
Approximating Derivatives
7.1 Finite Differences
7.1.1 Approximating the Second Derivative
7.2 Richardson Extrapolation
7.2.1 Abstracting Richardson’s Method
7.2.2 Using Richardson Extrapolation
Integrals and Quadrature
8.1 The Definite Integral
8.1.1 Upper and Lower Sums
8.1.2 Approximating the Integral
8.1.3 Simple and Composite Rules
8.2 Trapezoidal Rule
8.2.1 How Good is the Composite Trapezoidal Rule?
8.2.2 Using the Error Bound
8.3 Romberg Algorithm
8.3.1 Recursive Trapezoidal Rule
8.4 Gaussian Quadrature
8.4.1 Determining Weights (Lagrange Polynomial Method)
8.4.2 Determining Weights (Method of Undetermined Coefficients)
8.4.3 Gaussian Nodes
8.4.4 Determining Gaussian Nodes
8.4.5 Reinventing the Wheel
Least Squares
9.1 Least Squares
9.1.1 The Definition of Ordinary Least Squares
9.1.2 Linear Least Squares
9.1.3 Least Squares from Basis Functions
9.2 Orthonormal Bases
9.2.1 Alternatives to Normal Equations
9.2.2 Ordinary Least Squares in octave/Matlab
9.3 Orthogonal Least Squares
9.3.1 Computing the Orthogonal Least Squares Approximant
9.3.2 Principal Component Analysis
Ordinary Differential Equations
10.1 Elementary Methods
10.1.1 Integration and ‘Stepping’
10.1.2 Taylor’s Series Methods
10.1.3 Euler’s Method
10.1.4 Higher Order Methods
10.1.5 Errors
10.1.6 Stability
10.1.7 Backwards Euler’s Method
10.2 Runge-Kutta Methods
10.2.1 Taylor’s Series Redux
10.2.2 Deriving the Runge-Kutta Methods
10.2.3 Examples
10.3 Systems of ODEs
10.3.1 Larger Systems
10.3.2 Recasting Single ODE Methods
10.3.3 It’s Only Systems
10.3.4 It’s Only Autonomous Systems
Old Exams
A.1 First Midterm, Fall 2003
A.2 Second Midterm, Fall 2003
A.3 Final Exam, Fall 2003
A.4 First Midterm, Fall 2004
A.5 Second Midterm, Fall 2004
A.6 Final Exam, Fall 2004
GNU Free Documentation License
1. APPLICABILITY AND DEFINITIONS
2. VERBATIM COPYING
3. COPYING IN QUANTITY
4. MODIFICATIONS
5. COMBINING DOCUMENTS
6. COLLECTIONS OF DOCUMENTS
7. AGGREGATION WITH INDEPENDENT WORKS
8. TRANSLATION
9. TERMINATION
10. FUTURE REVISIONS OF THIS LICENSE
ADDENDUM: How to use this License for your documents
Bibliography
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Nu Mas

Nu Mas

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Published by: h5n1_cs on Jul 20, 2011
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