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Questions and Answers
In the context of floating-point numbers, what does the mantissa represent?
In the context of floating-point numbers, what does the mantissa represent?
In the IEEE standard for single precision floating-point numbers, the mantissa's first digit is explicitly stored.
In the IEEE standard for single precision floating-point numbers, the mantissa's first digit is explicitly stored.
False (B)
What is the bias (K) used in the IEEE single precision floating-point representation?
What is the bias (K) used in the IEEE single precision floating-point representation?
127
In the IEEE single precision format, an exponent of 255 with a non-zero mantissa represents ______.
In the IEEE single precision format, an exponent of 255 with a non-zero mantissa represents ______.
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What does S
represent in the IEEE single precision floating-point format?
What does S
represent in the IEEE single precision floating-point format?
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Subnormal numbers have an exponent e = 255 in the IEEE single precision format.
Subnormal numbers have an exponent e = 255 in the IEEE single precision format.
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What base (B) is assumed in the IEEE standard as described?
What base (B) is assumed in the IEEE standard as described?
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Match the following floating-point representations with their meanings in the IEEE 754 single precision standard:
Match the following floating-point representations with their meanings in the IEEE 754 single precision standard:
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Which of the following stopping criteria uses the absolute difference of successive approximations?
Which of the following stopping criteria uses the absolute difference of successive approximations?
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A small residual $r_k = b - Ax_k$ guarantees a small error $x_k - x$ in solving a linear system $Ax = b$.
A small residual $r_k = b - Ax_k$ guarantees a small error $x_k - x$ in solving a linear system $Ax = b$.
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What type of matrix results from Gaussian elimination?
What type of matrix results from Gaussian elimination?
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Gaussian elimination can be written in compact from as PA = ______ where P denotes a permutation matrix
Gaussian elimination can be written in compact from as PA = ______ where P denotes a permutation matrix
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Match the matrix factorization with its corresponding matrix type:
Match the matrix factorization with its corresponding matrix type:
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What does 'tol' represent in the stopping criteria formulas?
What does 'tol' represent in the stopping criteria formulas?
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Gaussian elimination is applicable only to singular matrices.
Gaussian elimination is applicable only to singular matrices.
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In the context of solving $f(x) = 0$, what is the residual $r_k$?
In the context of solving $f(x) = 0$, what is the residual $r_k$?
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Which of the following is a necessary condition for a matrix $A ∈ R^{n×n}$ to be symmetric positive definite?
Which of the following is a necessary condition for a matrix $A ∈ R^{n×n}$ to be symmetric positive definite?
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If a matrix $A$ is symmetric positive definite, all its diagonal entries must be positive.
If a matrix $A$ is symmetric positive definite, all its diagonal entries must be positive.
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What is the result of Gaussian elimination on a symmetric positive definite matrix A without pivoting?
What is the result of Gaussian elimination on a symmetric positive definite matrix A without pivoting?
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The Cholesky factorization of a symmetric positive definite matrix A is given by $A = ______ · R$.
The Cholesky factorization of a symmetric positive definite matrix A is given by $A = ______ · R$.
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Match the following matrix properties with their implications:
Match the following matrix properties with their implications:
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Given the Cholesky factorization $A = R^T R$, what type of matrix is R?
Given the Cholesky factorization $A = R^T R$, what type of matrix is R?
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Cholesky factorization requires pivoting for symmetric positive definite matrices in exact arithmetic.
Cholesky factorization requires pivoting for symmetric positive definite matrices in exact arithmetic.
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How many operations are required to perform Cholesky factorization directly?
How many operations are required to perform Cholesky factorization directly?
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What are the values of 'c' and 's' in the rotation matrix given that $Q = \begin{bmatrix} c & -s \ s & c \end{bmatrix}$?
What are the values of 'c' and 's' in the rotation matrix given that $Q = \begin{bmatrix} c & -s \ s & c \end{bmatrix}$?
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The matrix $Q$ defined as $Q = \begin{bmatrix} c & -s \ s & c \end{bmatrix}$, where $s = \sin(\alpha)$ and $c = \cos(\alpha)$ for some angle $\alpha$, is an orthogonal matrix if and only if $c^2 + s^2 = 1$.
The matrix $Q$ defined as $Q = \begin{bmatrix} c & -s \ s & c \end{bmatrix}$, where $s = \sin(\alpha)$ and $c = \cos(\alpha)$ for some angle $\alpha$, is an orthogonal matrix if and only if $c^2 + s^2 = 1$.
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What condition must be satisfied for the product of a matrix $Q$ and its transpose $Q^T$ to equal the identity matrix $I$?
What condition must be satisfied for the product of a matrix $Q$ and its transpose $Q^T$ to equal the identity matrix $I$?
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A matrix Q is considered __________ if its transpose multiplied by itself equals the identity matrix.
A matrix Q is considered __________ if its transpose multiplied by itself equals the identity matrix.
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Match the following matrix properties with their descriptions:
Match the following matrix properties with their descriptions:
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In the context of rotation matrices, what does the condition $(QA)_{21} = 0$ imply?
In the context of rotation matrices, what does the condition $(QA)_{21} = 0$ imply?
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The $Q_{ij,k}$ matrix is always a $2 \times 2$ matrix.
The $Q_{ij,k}$ matrix is always a $2 \times 2$ matrix.
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In the $n \times n$ matrix $Q_{ij,k}$, what are the diagonal elements other than $c$ and $s$?
In the $n \times n$ matrix $Q_{ij,k}$, what are the diagonal elements other than $c$ and $s$?
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What is the condition number of matrix A, denoted as κ∞(A)?
What is the condition number of matrix A, denoted as κ∞(A)?
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The actual relative error is larger than the upper bound provided by Theorem 3.7.
The actual relative error is larger than the upper bound provided by Theorem 3.7.
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What is the numerical solution vector obtained by using MATLAB's backslash on the matrix A?
What is the numerical solution vector obtained by using MATLAB's backslash on the matrix A?
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The relative error from the numerical solution amounts to approximately ___ x 10^{-11}.
The relative error from the numerical solution amounts to approximately ___ x 10^{-11}.
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Which of the following statements is true regarding the matrix A?
Which of the following statements is true regarding the matrix A?
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Match the following values with their descriptions:
Match the following values with their descriptions:
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The solution vector x is defined as [___].
The solution vector x is defined as [___].
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What is the value of K(A) described in the document?
What is the value of K(A) described in the document?
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According to Theorem 3.7, what condition must be met to ensure a certain bound when comparing the solutions of two linear systems $Ax = b$ and $A'x = b'$?
According to Theorem 3.7, what condition must be met to ensure a certain bound when comparing the solutions of two linear systems $Ax = b$ and $A'x = b'$?
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For all induced norms, the values $\epsilon_A$ and $\epsilon_b$ are equal to $\bar{
ewline \\epsilon}_A$ and $\bar{
ewline \\epsilon}_b$ respectively, as defined in Theorem 3.7.
For all induced norms, the values $\epsilon_A$ and $\epsilon_b$ are equal to $\bar{
ewline \\epsilon}_A$ and $\bar{
ewline \\epsilon}_b$ respectively, as defined in Theorem 3.7.
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In the special case where $A' = A$, according to Theorem 3.7, what is the upper bound for the relative error $\frac{||x' - x||}{||x||}$?
In the special case where $A' = A$, according to Theorem 3.7, what is the upper bound for the relative error $\frac{||x' - x||}{||x||}$?
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According to Theorem 3.7, if $A$ is invertible and $\epsilon_A \cdot K(A) < 1$, then there exists a relation with the ______ number $K(A)$.
According to Theorem 3.7, if $A$ is invertible and $\epsilon_A \cdot K(A) < 1$, then there exists a relation with the ______ number $K(A)$.
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Match the terms from Theorem 3.7 with their descriptions:
Match the terms from Theorem 3.7 with their descriptions:
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In the context of perturbed linear systems (Theorem 3.7), what do $\epsilon_A$ and $\epsilon_b$ represent?
In the context of perturbed linear systems (Theorem 3.7), what do $\epsilon_A$ and $\epsilon_b$ represent?
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Theorem 3.7 provides a way to quantify the sensitivity of the solution of a linear system to perturbations in the matrix A and the vector b.
Theorem 3.7 provides a way to quantify the sensitivity of the solution of a linear system to perturbations in the matrix A and the vector b.
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According to Theorem 3.7, the condition number $K(A)$ relates to the [blank] of a matrix.
According to Theorem 3.7, the condition number $K(A)$ relates to the [blank] of a matrix.
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Flashcards
Floating Point Number
Floating Point Number
A representation of real numbers in a way that can support a wide range of values.
Mantissa
Mantissa
The part of a floating point number that contains its significant digits.
Exponent
Exponent
The part of a floating point number that indicates the scale or magnitude of the number.
Bias
Bias
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IEEE Standard
IEEE Standard
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Single Precision
Single Precision
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Normal Numbers
Normal Numbers
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Exceptions in Floating Point
Exceptions in Floating Point
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Stopping criteria
Stopping criteria
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Successive approximations
Successive approximations
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Absolute difference
Absolute difference
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Relative difference
Relative difference
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Residual
Residual
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Gaussian elimination
Gaussian elimination
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LU factorization
LU factorization
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Cholesky factorization
Cholesky factorization
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Symmetric Matrix
Symmetric Matrix
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Positive Definite Matrix
Positive Definite Matrix
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Principal Submatrix
Principal Submatrix
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Diagonal Entries
Diagonal Entries
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Cholesky Decomposition
Cholesky Decomposition
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Eigenvalues
Eigenvalues
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Orthogonal Matrix
Orthogonal Matrix
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Rotation Matrix
Rotation Matrix
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Variables s and c
Variables s and c
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Setting QA21 = 0
Setting QA21 = 0
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a11 and a21
a11 and a21
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Generalization to n × n Matrix
Generalization to n × n Matrix
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Qij,k
Qij,k
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Trigonometric Relationships in Matrices
Trigonometric Relationships in Matrices
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Condition Number κ∞
Condition Number κ∞
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Theorem 3.7
Theorem 3.7
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Relative Error
Relative Error
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Matrix A
Matrix A
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Numerical Solution x
Numerical Solution x
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MATLAB Backslash
MATLAB Backslash
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Upper Bound for Error
Upper Bound for Error
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Machine Precision (eps)
Machine Precision (eps)
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Condition of the solution
Condition of the solution
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Perturbation of coefficients
Perturbation of coefficients
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Condition number K(A)
Condition number K(A)
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Induced norms
Induced norms
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Invertible matrix A
Invertible matrix A
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Error bounds
Error bounds
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1-norm and infinity norm
1-norm and infinity norm
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Study Notes
Numerical Mathematics 1 Course Outline
- Prof. Dr. Sabine Le Borne
- Hamburg University of Technology
- October 11, 2024
Contents
-
Chapter 1: Introduction
- Numerical Mathematics (Scientific Computing) deals with techniques for solving technical and scientific problems using computers.
-
Chapter 2: Finite Precision Arithmetic
- 2.1 Machine Numbers:
- Computers use finite approximations of real numbers.
- IEEE standard for floating-point representation (single and double precision).
- Normal numbers, subnormal numbers, NaN (Not a Number), and inf (infinity).
- 2.1.2 Rounding to Machine Numbers:
- Rounding errors are inherent in computer arithmetic.
- Upper bounds for absolute and relative rounding errors.
- Significant figures and machine precision.
- 2.1.3 Computer Arithmetic:
- Error analysis for basic arithmetic operations (+, -, *, /).
- Rounding errors in arithmetic operations, cancellation.
- 2.1.4 Cancellation:
- Loss of precision when subtracting similar numbers.
- 2.2 Condition of a Problem and Stability of an Algorithm:
- Condition number measures problem sensitivity to input variations.
- Stability of an algorithm describes how rounding errors propagate.
- Norms (vector and matrix) are used to measure quantities.
- Landau symbols describe asymptotic behavior.
- 2.2.1 Norms
- Definitions and examples of vector norms (2-norm, infinity norm, 1-norm)
- 2.2.2 Landau Symbols
- Definitions for Big-O and little-o notations.
- 2.2.3 Condition number of a problem:
- Definition of the condition number of a problem in an appropriate norm.
- 2.2.4 Stability of an algorithm:
- Definition of stability of an algorithm and relationship to conditioning.
- 2.2.4 Stability of an algorithm:
- 2.2.5 Stopping Criteria: - Methods to determine when an approximation is good enough - Stopping criterion based on the relative difference of two successive approximations. - Criteria based on the residual of an iterative method
- 2.1 Machine Numbers:
-
Chapter 3: Linear Systems of Equations
- 3.1 Gaussian Elimination:
- Algorithm for solving linear systems Ax = b.
- LU factorization (row permutations, forward elimination, back substitution).
- 3.2 and 3.3: Condition of linear systems of equations, Cholesky decomposition
- 3.4 Elimination with Givens rotations:
- Algorithm for solving linear systems using orthogonal/unitary transformations.
- 3.1 Gaussian Elimination:
-
Chapter 4: Interpolation
- 4.1 Polynomial Interpolation:
- Finding a polynomial that passes through given points (xi, yi).
- Vandermonde matrix approach (direct method); Lagrange polynomials; Barycentric formula and Newton's formula; other methods
- Error analysis for interpolation.
- Polynomial interpolation schemes differ in efficiency and numerical stability.
- 4.2 Piecewise Interpolation with Polynomials:
- Spline interpolation: piecewise polynomials that are differentiable (as many times as possible) at connecting points. Types of splines: classical cubic splines. Boundary conditions, natural boundary conditions, Not-a-knot conditions.
- 4.3 and 4.4: trigonometric interpolation, connection between interpolation schemes
- 4.1 Polynomial Interpolation:
-
Chapter 5: Nonlinear Equations
- 5.1 Scalar Nonlinear Equations: Solving f(x) = 0. Methods:
- Bisection method; fixed point iteration (convergence analysis).
- Secant method; Newton's method.
- 5.2 Nonlinear Systems of Equations
- Multivariate Taylor expansion, Jacobian matrix, Broyden methods.
- 5.1 Scalar Nonlinear Equations: Solving f(x) = 0. Methods:
-
Chapter 6: Least Squares Problems
- 6.1 Linear Least Squares Problems: - Least squares problems; normal equations.
- 6.2 Singular Value Decomposition:
- SVD decomposition of matrices, pseudoinverse.
- 6.3 Condition of linear least squares problems:
- Sensitivity of solutions to errors in inputs, implications for solving linear least squares problems, regularization (e.g. Tikhonov regularization).
- 6.4 Solving linear least squares using QR factorization: QR factorization of matrices; methods of Householder and Givens rotations; Gram Schmidt orthogonalization.
- 6.5 Nonlinear Least Squares Problems:
- Using Newton's method, Gauss-Newton method.
- Levenberg-Marquardt algorithm.
-
Chapter 7: Eigenvalue Problems
- Review of eigenvalue theory;
- Power methods (convergence);
-
QR algorithm.
-
Chapter 8: Differentiation
- Finite difference approximation.
-
Chapter 9: Quadrature
-
Newton-Cotes rules (e.g. trapezoidal rule, Simpson's rule); use of composite rules.
-
Gauss quadrature (optimal choice of nodes);
-
Adaptive quadrature.
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Description
Test your knowledge on the IEEE 754 standard for single precision floating-point numbers. This quiz covers key concepts such as mantissa, exponent, and various representations in floating-point arithmetic. Challenge yourself and understand the fundamentals of numerical computation.