- Errors for Linear Systems When we solve a linear system Ax = b we often do not know A and b exactly, but have only approximations ^A and ^b
- 1 Introduction: Errors and where they come from This course is called "Computational Methods", and the topic which it covers is also called "Numerical Analysis". The idea
- Practice problems: Solutions 1. A machine uses machine numbers of the form (.1d2d3d4)2 2e
- Error Propagation and Roundoff Error In general our problem has a certain number of input values x1, . . . , xn and a certain number of output values y1, . . . , ym,
- Linear Systems Example: Find x1, x2, x3 such that the following three equations hold
- AMSC 698I: Numerical Methods in Mathematical Finance Fall 2009, MWF 10:00--10:50
- Practice problems for Exam 2 1. We are given the following information about f(x)
- Practice problems and solutions for Exam 2 1. We are given the following information about f(x)
- Assignment #4: Solutions for Problems 13 (a) Assume you play the following game: You throw a die 100 times. Each time you throw 5 you
- 1. Review: Eigenvalue problem for a symmetric matrix 1.1. Inner products
- Linear Systems Example: Find x1, x2, x3 such that the following three equations hold
- Solution for Assignment #1, due February 15 1. Find the solution u(x, t) of the following initial value problems: Find a formula for u(x, t). Then use
- Errors for Linear Systems When we solve a linear system Ax = b we often do not know A and b exactly, but have only approximations ^A and ^b
- Assignment #2, due March 5 1. Consider the matrices
- Assignment #2, due March 5 1. (i): column 1: select -2 in row 3 as pivot, then after interchanging rows 1 and 3 we obtain
- 1 First order PDE and method of characteristics A first order PDE is an equation which contains ux(x,t), ut(x,t) and u(x,t). In order to obtain a unique solution we must
- Solution Assignment #1 (a) xmin = 1
- Error Propagation and Roundoff Error In general our problem has a certain number of input values x1, . . . , xn and a certain number of output values y1, . . . , ym,
- 1 Introduction: Errors and where they come from This course is called "Introduction to Numerical Analysis". For most real-life problems we cannot find a simple answer