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?