MthSc 860 Spring 2007 Review for Exam 1

I. Scientific Computing Approximations Truncation error Roundoff error chopping vs. rounding Absolute, relative, & percentage error Condition number of f(x) Forward vs. backward error Stability of algorithm Computer Arithmetic Normalized floating point number system Representation in base 2 Underflow, Overflow, Machine precision Arithmetic operations on floating point numbers Subtractive Cancellation II. Systems of Linear Equations Fundamental Theorem of Linear Algebra Vector and Matrix Norms Condition number and relative error Condition number - properties Solving Linear Systems (naive) Gaussian Elimination Elementary elimination matrices LU factorization Pivoting Operation Count Direct methods for special systems Cholesky Banded algorithm III. Linear Least Squares Least squares sol'n - def'n Application: curve fitting Background - concepts from Linear Algebra range, rank, null space orthogonality orthogonal invariance Least squares sol'n - methods Normal equations Sensitivity & Conditioning Orthogonalization methods QR Householder Givens SVD numerical rank pseudoinverse