This
note introduces elementary programming concepts including variable types, data
structures, and flow control. After an introduction to linear algebra and
probability, it covers numerical methods relevant to mechanical engineering,
including approximation, integration, solution of linear and nonlinear equations, ordinary
differential equations, and deterministic and probabilistic approaches.
Author(s): Prof.
Anthony T. Patera, Prof. Daniel Frey and Prof. Nicholas Hadjiconstantinou
Prof. L. Vandenberghe's lecture note is on applied numerical
computing but brings out the practical application aspect. The text covers most
areas of numerical linear algebra, nonlinear optimization nonlinear least
squares, introduction to floating-point numbers, and rounding errors that are to
be needed for understanding the issues of numerical precision. Examples are
drawn from signal and image processing, control systems, and machine learning,
among other areas, to indicate how these numerical methods are actually applied.
This resource aims to fill the gap between theory and practice by providing a
practical method for solving computational problems.
The
resource described here is an overview of numerical methods important in the
study of computational science and engineering. The text starts off with
Computing with Matrices and Vectors, foundational elements in many algorithms.
The note moves forward and explains Direct Methods for Linear Systems of
Equations and Direct Methods for Linear Least Squares Problems, important
problem-solving aspects in linear algebra. The Filtering Algorithms for data
processing are reviewed, while Data Interpolation and Data Fitting in 1D discuss
ways of approximating onedimensional data. Approximation of Functions in 1D and
Numerical Quadrature introduce the techniques on function approximation and
integration. It also discusses Iterative Methods for Non-Linear Systems of
Equations and Eigenvalues-a critical topic needed for solving complex systems.
It finally includes Numerical Integration and Structure Preserving Integration,
fundamental to perform numerical calculations with appropriate accuracy in
scientific computing.
This book is a technical
reference to the floating-point environment supported on SPARCTM and x86
platforms running under the Solaris operating system. The book describes the
Floating-Point Environment, the representation and computation of floating point
numbers and how the results of arithmetic operations are rounded. The Software
and Hardware Support section describes how numerical operations are passed
between the hardware and software of the system. The book should be
indispensable to anyone seeking an understanding of how numerical computations
are executed and optimized on Solaris systems. In particular, it will be an
asset worth having in real life for developers and engineers working in the
field of numerical algorithms within this particular environment of computing
and offers a deep view into performance and accuracy considerations.
It gives an explanation
of all the different numerical methods of scientific computing. It starts with
the basics, which is Root Finding and Orthogonal Functions, solving equations
and analyzing functions. Finite Differences and Divided Differences included for
the needs in the process of numerical differentiation and interpolation.
Interpolation and Curve Fitting are given to outline estimation and modeling. It
also includes Z-Transforms and Summation Formulas for signal processing and
numerical summation. Quadrature Formulas and Ordinary Differential Equations are
explained for integration and the solution of differential equations. Partial
Differential Equations, Integral Equations, and Stability and Error Analysis
form the advanced topics for numerical methods coverage. Further, Monte Carlo
Techniques, Message Passing Interface, and Simulation Modeling are included to
point out methods for probabilistic simulations and parallel computing.