CSE 401/CS 450/MATH 450/ECE 491: Midterm Guide, Fall 2005

Midterm Exam, October 14th, 2005, In Class, [PDF Version]

General Advice: The exam will be multiple choice with a difficulty level similar to that of the quizzes and end of chapter review questions. A specific list of the scope of topics on the exam is included at below. In particular, the exam will be restricted to the sections listed. For your convenience the key topics, formula, and problems from each chapter are listed as well. Based on previous experience, a good strategy for studying for the midterm is as follows: (1) Study all prior quiz questions. (2) Understand all of the concepts given in the list at the end of this document. (3) Work through the examples in the book. (4) Be able to actually work simple problems (e.g., 2x2, 3x3, 3x2, triangular, diagonal, etc...). (5) For each chapter: existence/uniqueness, conditioning, key methods, relative (and absolute) complexity and stability of the key methods. (6) Look over the review questions at the end of each chapter.

[1] Sections 1.1 to 1.3.9

  • Error, Accuracy, Stability:
    Absolute Error, Relative Error
    Data Error, Computational Error
    Truncation Error , Rounding Error
    Forward Error, Backward Error
    Well Conditioned, Stable, Well Posed
  • Floating-Point Arithmetic:
    Underflow, Overflow, Machine Precision
    Subnormals, Gradual Underflow
    Cancellation
  • Important Formula:
    Absolute Error, Relative Error
    Forward Error, Backward Error
    Condition Number
    Machine precision definitions on page 5
  • Know how to compute:
    Forward/Backward Error
    Absolute/Relative Error
    fl(x+y), fl(x-y), fl(x*y), fl(x/y)
    E.g., when does 1 + a = 1 ?

[2] Sections 2.1 to 2.53

  • Existence and Uniqueness:
    Nonsingular, Singular
  • Conditioning:
    Vector and Matrix Norms
    Condition Number
    Error bounds, residual
  • Solving:
    Upper and Lower Triangular
    Forward and Back Substitution
    Elementary Elimination Matrices
    Partial or Row Pivoting, Complete Pivoting
    LU Factorization, Gaussian Elimination
    Complexity of LU vs Inversion
    Complexity of solving modified systems
    Symmetric, Positive Definite, Banded, Sparse
    Cholesky
    Complexity for banded systems
  • Important Formula:
    1-norm, 2-norm, inf-norm, p-norm for vectors
    1-norm and inf-norm for matrices
    Condition Number
    Properties of vector norms
    Properties of matrix norms
    Properties of the Condition Number
    Error bounds using condition number
    Elementary Elimination Matrices
  • Know how to compute:
    Solution to triangular systems
    LU Factorizations (2x2 or 3x3 matrices)
    Norms and condition numbers of diagonal matrices
    Solve small linear systems of equations

[3] Sections 3.1 to 3.7 (exclude 3.4.2)

  • Existence and Uniqueness:
    Span(A), Rank(A)
    Normal Equations
    Orthogonality of Span(A) with Residual
  • Conditioning:
    Pseudoinverse and condition number
    Conditioning of the normal equations
  • Solving:
    Normal Equations
    Triangular systems
    QR Factorization
    Householder, Givens
    Gram-Schmidt theory (not actual formula)
    Singular Value Decomposition
    2-norm and 2-norm condition number with SVD
    Pseudoinverse with SVD
    Comparison of methods (work vs stability)
  • Important Formula:
    Normal Equations, Pseudoinverse, condition number
    Error bounds involving condition number
    Householder transformation
    Givens Rotation
    2-norm (condition number) using SVD
  • Know how to compute:
    Setup and solution small least-squares problem (3x2)
    Normal equations
    Householder and Givens transformations
    Norms, condition numbers given the SVD

[4]Sections 4.1 to 4.7 (exclude 4.2.5, 4.5.9, 4.5.11, 4.6)

  • Existence and Uniqueness:
    Characteristic Polynomial using determinant
    Companion Matrix
    Algebraic and Geometric multiplicity
    Invariant subspace using eigenvectors
    Diagonal, Tridiagonal, Triangular, Hessenberg
    Orthogonal, Unitary, Symmetric, Hermitian, Normal
    Which matrices are diagonalizable? have real eigenvalues?
    How close to diagonal using general similarity transforms?
    How about with orthogonal transforms? Unitary transforms?
  • Conditioning:
    Bound involving cond of matrix of eigenvectors
    Bound involving angle between right/left eigenvectors
  • Solving:
    Shift, Inversion, Powers, Polynomials of A
    Similarity Transformations
    Unitary and Orthogonal Similarity Transforms
    Eigenvalues of diagonal, triangular, block triangular
    Defective matrices are not diagonalizable
    Normalized power iteration with/without shifts
    Normalized inverse iteration with/without shifts
    Rayleigh quotient
    Rayleigh quotient iteration
    Deflation
    Jordon, Schur, and Real Schur forms
    QR iteration with/without shifts
    Preliminary reduction to Hessenberg or Tridiagonal
    Properties of Lanczos and Arnoldi
    Properties of Jacobi and Divide-and-Conquer
    Comparison of methods (stability vs work)
  • Important Formula:
    Characteristic Polynomial
    Bounds on p. 167 and 168
    Eigenvalues after shift, inverse, powers, polynomial
    Rayleigh quotient
  • Know how to compute:
    Eigenvalues of a small matrix (2x2)
    Eigenvalues of a diagonal or triangular matrix
    Eigenvectors of a small matrix (2x2)
    1-step of the normalized power iteration
    1-step of inverse iteration (for triangular matrix)
    Rayleigh quotient

[5] Sections 5.1 to 5.6.2 (remaining after midterm)

  • Existence and Uniqueness:
    Scalar and Systems case
    Single and multiple roots
  • Conditioning:
    Derivative and Jacobian
    Multiple roots
    Condition number
  • Rates of convergence:
    Linear, superlinear, quadratic
    Number of correct digits per iteration
  • Solving Scalar Problems:
    Bisection
    Stability, rate of convergence of bisection
    Fixed point iterations
    Conditions for convergence of fixed point iterations
    Rate of convergence of fixed point iterations
    Newton's method
    Secant method
    Inverse interpolation (general concept/properties)
    Linear fractional interpolation (general concept/properties)
    Safeguard methods
    Zeros of polynomials by Newton's method
    Zeros of polynomials by companion matrix
    General comparison of methods for scalar problems
  • Newton's Method for Systems:
    Cost per step
    Convergence rate
  • Important Formula:
    Condition number for root finding
    Convergence rate
    Convergence of fixed point iteration
  • Know how to compute
    Jacobian of a system of equations
    Condition number for root finding
    1 or 2 steps of bisection
    1 step of a fixed point iteration
    1 step of Newton's method
    1 step of Secant method
    1 step of Newton's method for systems

Last Updated: 8-Sep-05
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