Study guide for Midterm 1
Here is a non-exhaustive list of questions you should be able to answer as you prepare for the first midterm. The midterm will cover chapter 1-2.
Scientific Computing
- What is posedness and conditioning of problems?
- What are absolute and relative errors?
- What are forward and backward errors?
- What are the categories of sources of error in numerical methods?
- What does it mean for a result to have $n$ accurate digits?
- How does the number of accurate digits relate to rounding?
- What is the relative and absolute condition number of evaluating a function for a given input? over a domain of inputs?
- What are the main components of floating point numbers?
- What is the typical relative accuracy in a floating point representation of a real number?
- What are normalized floating point numbers?
- Why are subnormal numbers used?
- How many digits can be lost during addition and multiplication of floating point numbers?
Linear Systems
- What is a vector norm? a normalized vector? a unit ball?
- What defined a matrix norm? what are induced vector norms? what is the Frobenius norm?
- What is the matrix condition number?
- What is the conditioning of solving a linear system? of matrix-vector multiplication?
- How are the propagated data error, forward error, and backward error related? in terms of conditioning?
- How does one solve a triangular linear system? What is the cost?
- What is LU factorization, when does it exist and when is it unique?
- Why is pivoting necessary and what type of pivoting strategies are possible?
- What is the cost of Gaussian elimination?
- How can Gaussian elimination be done with elementary elimination and permutation matrices?
- How do you solve a linear system given a pivoted LU factorization?
- What is the SVD of a matrix? What are the properties of the 3 matrices obtained from SVD of a matrix?
- What are the Cholesky and $LDL^T$ factorizations? When can they be used and what are their advantages?
- How can we solve a rank-1 perturbed problem via the Sherman Morrison formula?
- How can we take advantage of tridiagonal or banded structure in solving a linear system?