Numerics topics

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(New page: For the exam, you should: * Be able to express a given problem as a set of linear equations and/or a set of least-squares constraints * Be able to eliminate constraints of the form x_i=b_i...)
(sprinkle some <math> tags in there)
 
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For the exam, you should:
For the exam, you should:
* Be able to express a given problem as a set of linear equations and/or a set of least-squares constraints
* Be able to express a given problem as a set of linear equations and/or a set of least-squares constraints
-
* Be able to eliminate constraints of the form x_i=b_i from a set of constraints.
+
* Be able to eliminate constraints of the form <math>x_i=b_i</math> from a set of constraints.
* Understand how to solve linear equations and least-squares when the coefficient matrix is upper triangular with no zeros on the diagonal.
* Understand how to solve linear equations and least-squares when the coefficient matrix is upper triangular with no zeros on the diagonal.
-
* Understand the mechanics of a Givens rotation (which elements of A and b are replaced by what linear combinations).
+
* Understand the mechanics of a Givens rotation (which elements of <math>A</math> and <math>b</math> are replaced by what linear combinations).
* Understand how a sequence of Givens rotations can zero all the elements of a system below the main diagonal, leaving the matrix upper triangular.
* Understand how a sequence of Givens rotations can zero all the elements of a system below the main diagonal, leaving the matrix upper triangular.
You DO NOT need to be able to:
You DO NOT need to be able to:
* Derive the equations for a Givens rotation.
* Derive the equations for a Givens rotation.
-
* Understand how to treat singular problems (e.g., a triangular A but with zeros on the diagonal).
+
* Understand how to treat singular problems (e.g., a triangular <math>A</math> but with zeros on the diagonal).
* Know anything about numerical stability issues
* Know anything about numerical stability issues

Latest revision as of 22:37, 13 December 2008

For the exam, you should:

  • Be able to express a given problem as a set of linear equations and/or a set of least-squares constraints
  • Be able to eliminate constraints of the form xi = bi from a set of constraints.
  • Understand how to solve linear equations and least-squares when the coefficient matrix is upper triangular with no zeros on the diagonal.
  • Understand the mechanics of a Givens rotation (which elements of A and b are replaced by what linear combinations).
  • Understand how a sequence of Givens rotations can zero all the elements of a system below the main diagonal, leaving the matrix upper triangular.

You DO NOT need to be able to:

  • Derive the equations for a Givens rotation.
  • Understand how to treat singular problems (e.g., a triangular A but with zeros on the diagonal).
  • Know anything about numerical stability issues
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