-
floating point
-
machine representation
- denormalized number
- normalized number
-
distance
- absolute
- relateive?
- next larger fp
- exactly represented
-
condition number for scalar substraction
- proof
- round off error
-
Norm calculation
-
vector
- column
- row
- Triangle Inequality
- Hdder inequality
- Cauchy Schwartz inequality
-
matrix
- def?
- 1-norm, inf-norm, 2-norm
- submultiplication inequality
-
Inverse of Perturbed Identity !
- Inverse of Perturbed Matrix !
-
distance to signularity
- absolute
- relative
-
Linear System
-
Linear System error bound
- proof
-
Direct method
- stability factor
- Matrix and RHS perturbation
-
Factorization
-
LU Factorization
- Calculate L and U?
-
LU with partial pivoting
- Calculate L, U, P?
- Permutation
-
Cholesky factorization
- How to? P65
-
HPD
-
Hermitian
- def? P19
-
Positive definate
- def?
-
QR Factorization
-
Givens rotation
- def?
- How to?
-
SVD Factorization
-
Unitary
- def?
-
Orthogonal
- def?
-
singular value
- singular value VS 2-norm
- singular value VS condition # P79
- singular value VS distance to singularity P79
-
Least Square
- Thin SVD(Reduced SVD)
-
Column Space
- Basis of R(A) V.S. U
-
Kernel Space
- Basis of Ker(A) V.S. V
-
Moore-Penrose Inverse
- m<n
- m>n
- Minimal-norm LS solution
- RHS Perturbation
-
GMRES
-
Diagonalizable / Factorization
- eigenvalue
- Krylov space
-
minimal polynomial
- characterizing polynomial
- proof: GMRES ends in $n$ iteration
- GMRES bound