Learning through doing is the foundation of this book, which allows readers to explore case studies as well as expository material. The book provides a practical guide to the numerical solution of linear and nonlinear equations, differential equations, optimization problems, and eigenvalue problems. It treats standard problems and introduces important variants such as sparse systems, differential-algebraic equations, constrained optimization, Monte Carlo simulations, and parametric studies. Stability and error analysis is emphasized, and the MATLAB® algorithms are grounded in sound principles…mehr
Learning through doing is the foundation of this book, which allows readers to explore case studies as well as expository material. The book provides a practical guide to the numerical solution of linear and nonlinear equations, differential equations, optimization problems, and eigenvalue problems. It treats standard problems and introduces important variants such as sparse systems, differential-algebraic equations, constrained optimization, Monte Carlo simulations, and parametric studies. Stability and error analysis is emphasized, and the MATLAB® algorithms are grounded in sound principles of software design and in the understanding of machine arithmetic and memory management. Nineteen case studies allow readers to become familiar with mathematical modeling and algorithm design, motivated by problems in physics, engineering, epidemiology, chemistry, and biology. A website provides solutions to the challenges that are offered throughout the book and also supplies relevant MATLAB codes, derivations, and supplementary notes and slides.
Dianne Prost O'Leary is a professor of computer science at the University of Maryland, and also holds an appointment in the university's Institute for Advanced Computer Studies (UMIACS) and in the Applied Mathematics and Scientific Computing Program. She earned a B.S. from Purdue University and a Ph.D. from Stanford University. Her research is in computational linear algebra and optimization, with applications to solution of ill-posed problems, image deblurring, information retrieval, and quantum computing. She has authored over 90 research publications on numerical analysis and computational science and 30 publications on education and mentoring.
Inhaltsangabe
1. Preface 2. Part I: Preliminaries: Mathematical Modeling, Errors, Hardware, and Software 3. Chapter 1: Errors and Arithmetic 4. Chapter 2: Sensitivity Analysis: When a Little Means a Lot 5. Chapter 3: Computer Memory and Arithmetic: A Look Under the Hood 6. Chapter 4: Design of Computer Programs: Writing Your Legacy 7. Part II: Dense Matrix Computations 8. Chapter 5: Matrix Factorizations 9. Chapter 6: Case Study: Image Deblurring: I Can See Clearly Now 10. Chapter 7: Case Study: Updating and Downdating Matrix Factorizations: A Change in Plans 11. Chapter 8: Case Study: The Direction-of-Arrival Problem 12. Part III: Optimization and Data Fitting 13. Chapter 9: Numerical Methods for Unconstrained Optimization 14. Chapter 10: Numerical Methods for Constrained Optimization 15. Chapter 11: Case Study: Classified Information: The Data Clustering Problem 16. Chapter 12: Case Study: Achieving a Common Viewpoint: Yaw, Pitch, and Roll 17. Chapter 13: Case Study: Fitting Exponentials: An Interest in Rates 18. Chapter 14: Case Study: Blind Deconvolution: Errors, Errors, Everywhere 19. Chapter 15: Case Study: Blind Deconvolution: A Matter of Norm 20. Part IV: Monte Carlo Computations 21. Chapter 16: Monte Carlo Principles 22. Chapter 17: Case Study: Monte-Carlo Minimization and Counting One, Two, Too Many 23. Chapter 18: Case Study: Multidimensional Integration: Partition and Conquer 24. Chapter 19: Case Study: Models of Infections: Person to Person 25. Part V: Ordinary Differential Equations 26. Chapter 20: Solution of Ordinary Differential Equations 27. Chapter 21: Case Study: More Models of Infection: It’s Epidemic 28. Chapter 22: Case Study: Robot Control: Swinging Like a Pendulum 29. Chapter 23: Case Study: Finite Differences and Finite Elements: Getting to Know You 30. Part VI: Nonlinear Equations and Continuation Methods 31. Chapter 24: Nonlinear Systems 32. Chapter 25: Case Study: Variable-Geometry Trusses 33. Chapter 26: Case Study: Beetles, Cannibalism, and Chaos 34. Part VII: Sparse Matrix Computations, with Application to Partial Differential Equations 35. Chapter 27: Solving Sparse Linear Systems: Taking the Direct Approach 36. Chapter 28: Iterative Methods for Linear Systems 37. Chapter 29: Case Study: Elastoplastic Torsion: Twist and Stress 38. Chapter 30: Case Studt: Fast Solvers and Sylvester Equations: Both Sides Now 39. Chapter 31: Case Study: Eigenvalues: Valuable Principles 40. Chapter 32: Multigrid Methods: Managing Massive Meshes 41. Bibliography 42. Index
1. Preface 2. Part I: Preliminaries: Mathematical Modeling, Errors, Hardware, and Software 3. Chapter 1: Errors and Arithmetic 4. Chapter 2: Sensitivity Analysis: When a Little Means a Lot 5. Chapter 3: Computer Memory and Arithmetic: A Look Under the Hood 6. Chapter 4: Design of Computer Programs: Writing Your Legacy 7. Part II: Dense Matrix Computations 8. Chapter 5: Matrix Factorizations 9. Chapter 6: Case Study: Image Deblurring: I Can See Clearly Now 10. Chapter 7: Case Study: Updating and Downdating Matrix Factorizations: A Change in Plans 11. Chapter 8: Case Study: The Direction-of-Arrival Problem 12. Part III: Optimization and Data Fitting 13. Chapter 9: Numerical Methods for Unconstrained Optimization 14. Chapter 10: Numerical Methods for Constrained Optimization 15. Chapter 11: Case Study: Classified Information: The Data Clustering Problem 16. Chapter 12: Case Study: Achieving a Common Viewpoint: Yaw, Pitch, and Roll 17. Chapter 13: Case Study: Fitting Exponentials: An Interest in Rates 18. Chapter 14: Case Study: Blind Deconvolution: Errors, Errors, Everywhere 19. Chapter 15: Case Study: Blind Deconvolution: A Matter of Norm 20. Part IV: Monte Carlo Computations 21. Chapter 16: Monte Carlo Principles 22. Chapter 17: Case Study: Monte-Carlo Minimization and Counting One, Two, Too Many 23. Chapter 18: Case Study: Multidimensional Integration: Partition and Conquer 24. Chapter 19: Case Study: Models of Infections: Person to Person 25. Part V: Ordinary Differential Equations 26. Chapter 20: Solution of Ordinary Differential Equations 27. Chapter 21: Case Study: More Models of Infection: It’s Epidemic 28. Chapter 22: Case Study: Robot Control: Swinging Like a Pendulum 29. Chapter 23: Case Study: Finite Differences and Finite Elements: Getting to Know You 30. Part VI: Nonlinear Equations and Continuation Methods 31. Chapter 24: Nonlinear Systems 32. Chapter 25: Case Study: Variable-Geometry Trusses 33. Chapter 26: Case Study: Beetles, Cannibalism, and Chaos 34. Part VII: Sparse Matrix Computations, with Application to Partial Differential Equations 35. Chapter 27: Solving Sparse Linear Systems: Taking the Direct Approach 36. Chapter 28: Iterative Methods for Linear Systems 37. Chapter 29: Case Study: Elastoplastic Torsion: Twist and Stress 38. Chapter 30: Case Studt: Fast Solvers and Sylvester Equations: Both Sides Now 39. Chapter 31: Case Study: Eigenvalues: Valuable Principles 40. Chapter 32: Multigrid Methods: Managing Massive Meshes 41. Bibliography 42. Index
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