Study guide for Examlet 5
$\let\b=\mathbf$ Here is a non-exhaustive list of questions you should be able to answer as you prepare for the examlet.
Past chapters
See the
- Study guide for examlet 1
- Study guide for examlet 2
- Study guide for examlet 3
- Study guide for examlet 4
(Recall from the course policies that our examlets are cumulative.)
LU
- What do forward/backward substitution accomplish? How? At what computational cost?
- What are elimination matrices?
- How can they be inverted? multiplied by one another?
- What happens when you multiply an elimination matrix by another matrix? a vector?
- What is LU factorization? How does it work? What is its computational cost?
Pivoting
- Does the LU factorization always exist? Why is pivoting needed?
- What is partial pivoting? What is its purpose? How does it work?
- What is a permutation matrix? How does it help realize partial pivoting?
- What is the form of an LU factorization with pivoting? (can be $PA=LU$ or $A=\bar PLU$--note that $\bar P=P^T$)
- What is the cost of LU factorization with pivoting?
LU: Applications
- How is LU factorization used to solve a linear system of equations $A\b x=\b b$?
- How is LU factorization used to solve many linear systems of equations $A\b x_i=\b b_i$ with many different right-hand sides?
- How is LU factorization used to solve a matrix equation $AX=B$?
- Be able to (write down algorithms to) solve more complicated matrix equations involving triangular/orthogonal/other matrices.
- How is LU factorization used to compute determinants?
Interpolation
- What are the drawbacks of equispaced nodes in interpolation? How are those addressed by edge-clustered nodes?
- What are the drawbacks of monomials as an interpolation basis? How are those addressed by orthogonal polynomials?
- What does it mean for two functions to be orthogonal?
- What is the Newton basis for interpolation? What are its advantages? its drawbacks?
- What does it mean for two polynomials to be orthogonal?
- What are the Legendre polynomials? the Chebyshev polynomials?
- What are the Chebyshev interpolation nodes?
- How can a first/second/third derivative be computed using interpolation? How would that be expressed using Vandermonde matrices?