Instructional materials - Spring 2004


Lecture notes from Prof. Michael T. Heath

 


Chapter 0.

A Brief Introduction to MATLAB

A brief introduction to MATLAB is presented. The material is based primarily from the MATLAB tutorial and the help files.


Chapter 1.

Lecture material:

Brief introduction to the representation and storage of integers on a digital computer.

Plotting of a seemingly simple function can sometimes give unexpected wacky results that are due to the finiteness of the underlying floating-point system.

A closer look at floating-point systems.

A forward difference approximation for the first derivative.

Detailed explanation of the above wacky plot.

We illustrate how cancellation error can limit the accuracy that can be achieved by an algorithm for computing pi, and how that error can be avoided. The algorithm was used by Archimedes over 2,000 years ago.

Algorithms for computing pi.

Some MATLAB programs:

A plot of a seemingly simple function reveals some wacky results.

A scalar version of the same program.

A plot reproducing the features seen in the wacky plot.

A program to study the forward difference approximation for the first derivative. We examine the trade-offs between truncation and rounding errors.

The following programs are written for Assignment 1 (Exercise 1.9). Only the last one is required the problem.
(1) a function that simulates the rounding of decimal digit to any specified precision, p, - Rounding to decimal precision p.
(2) a script file using the above function for parts (a)-(c) of the problem. - script to run parts (a)-(c).
(3) a script file for part (f) of the problem - script to run part (f).

Version 1, Version 2, Version 2 of the programs for the Archimedes problem.

Ramanujan's series for pi: Version 1 and Version 2.

Chudnovsky brothers series for pi.

Salamin and Brent iteration for pi.


Chapter 2.

MATLAB programs:

Back-substitution

Script to test Back-substitution

Forward-substitution

Script to test two different implementations of Forward-substitution

Forward-substitution using column processing

Forward-substitution using row processing

LU Factorization using Gauss Elimination without Pivoting

Script to test LU Factorization using Gauss Elimination without Pivoting

LU Factorization using Gauss Elimination with Partial Pivoting

Script to test LU_pivot.m

A function used by LU_rowPivot.m to swap rows. It is actually faster and uses less memory to use indexing in MATLAB.

Rank-one Updating

Notes on the Sherman-Morrison Formula

A More Direct Derivation


Chapter 5.

MATLAB programs:

Function or Fixed-Point Iteration

Bisection Method (hardwired function)

Bisection Method (inline function)

Bisection Method (implemented as a function)

Newton's Method

Newton's Method (comparing the case of simple and double roots)

Halley's Method

Secant Method

Inverse Interpolation

Linear Fractional Interpolation

Multi-Dimensional Newton's Method

Broyden's Method

 

Notes on Halley's Method

Halley's method is a generalization of Newton's Method with higher convergence rates.