Period 1 Flashcards

(39 cards)

1
Q

How to calculate f(x) when close to 0?

A

Usually this can be solved by using the Taylor polynomial, or by L’Hopital.

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2
Q

How to explain miscalculations for x is close to 0?

A

First show what the actual value is
Then show that the value is below 2^-53 or 2^-52 (if 1 + x)

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3
Q

How to explain outliers when x close to 0?

A

Usually you need to check for 1 - 2^-53

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4
Q

How to show an error in a magnitude?

A

O(x^n), this is important

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5
Q

How to proof a unique root?

A

First show that a and b have a different sign.
Then show that f(x) is continuous.
Then show that f(x) is monotone (i.e. increasing or decreasing) by its derivative.

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6
Q

What is Newtons formula for root finding?

A

x^(n+1) = x^n - f(x^n)/f’(x^n)

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7
Q

When Newtons algorithm converge monotone?

A

If the function that is approximated is monotone convex, or monotone concave.

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8
Q

What is the error formula for the bisection method?

A

n = floor(log_2((b-a)/epsilon))

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9
Q

What is the formula for the False Position method?

A

c = (af(b) - bf(a))/(f(b)-f(a))

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10
Q

What are advantages and disadvantages of the Bisection method?

A

+ Works always
+ Bounding interval
+ No derivatives
+ Error estimation
- Slow convergence
- No generalization in higher dimensions

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11
Q

How to find the interpolating polynomial using a system of linear equation?

A

Create for every entry
p_0 + p_1 x + p_2 x^2 + p_3 x^3 + …. = y

Solve for p

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12
Q

What is are the advantages and disadvantages of polynomials and splines?

A

Polynomials are just 1 function
The values are sensitive for small changes (ill-conditioned)
Big oscillations at the end of the interval (Runge-effect).

Splines usually give a better fit of the data.

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13
Q

How to proof that you get a unique polynomial?

A

Proof by contradiction:
Let two polynomials of degree n p(x), q(x), with p(x) != q(x)
Create r(x) = p(x) - q(x), a polynomial of degree n
Because p(x) and q(x) go through the points, r(x) = 0 n + 1 times
However a polynomial of degree n at most n roots. So contradiction.

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14
Q

How to get interpolating polynomial using Lagrange?

A

p(x) = y_0 * (x - x_1)(x-x_2)…/(x_0 - x_1)(x_0 - x_2)…
+ y_1 * (x-x_0)(x-x_2)…/(x_1-x_0)(x_1/x_2)…
+ …

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15
Q

What is the formula of Newtons Divided Differences?

A

Table: (f(bottom) - f(top))/(x_bottom - x_top)
Final formula: y_0 + f(., .)(x - x_0) + f(., ., .)(x-x_0)(x-x_1) + ….

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16
Q

What are the advantages and disadvantages of the Vandermonde matrix?

A
  • needs solving a system of equations
  • is illconditioned
    + gives explicitly the coefficients
    + very efficient evaluation
17
Q

What are the advantages and disadvantages of the Lagrange form?

A

+ no preprocessing
+ gives immediately a formula of the polynomial
- needs more computation for evaluation, which makes it less useful for many points

18
Q

What are advantages of Newtons Divided Differences?

A
  • need to preprocess
    + Gives one line formula, which is useful for many x
    + Adding new datapoints leads to computing just a single new row
19
Q

How to interpolate f(x) using a polynomial?

A

Just create n points on the line within the interval, then let p(x) go trough those points.

20
Q

How to interpolate f(x) using a spline?

A

Just create n point on the function within the interval, then create a spline

21
Q

How to create a spline?

A

Create the following system of equations:
S_i(x) = a_i + b_i x + c_i x^2 + d_i x^3 (to degree n)
S’_i(x) = b_i + 2c_i x = 3d_i x^2
… to the n-1 derivative.

22
Q

What is the definition of a spline?

A

Spline S: R -> R is a cubic spline iff.

  1. S is n-1 times differentiable
  2. S, S’, S’’, .., S^(n-1) are continuous
  3. S interpolates the data
  4. S is at most of degree n at every interval
  5. S’‘(x_0)=S’‘(X_n) = 0
23
Q

How to find the number of points needed for interpolating with a spline?

A
  1. Use the formula on the test, however use f^(n+1)(x) with n is the degree of the spline.
  2. Use for the product the other formula, with n the degree of the spline
  3. Write this formula smaller then the error
  4. Solve for n
24
Q

How to find the number of points needed for interpolating with a polynomial?

A
  1. Use the formula on the test, rewrite f^(n+1)(x) to something that you know is bigger.
  2. Use for the product the other formula on the test
  3. Write this formula smaller then the error
  4. Solve for n
25
How to get the formula of a Gaussian integral?
Create the following system of equations: A\_0 + A\_1 + A\_2 + ... + A\_n = (b-a)/1 A\_0 x\_0 + A\_1 x\_1 + A\_2 x\_ 2+ ... + A\_n x\_n = (b-a)^2/2 A\_0 x\_0^2+ A\_1 x\_1^2 + A\_2 x\_2^2 + ... + A\_n x\_n^2 = (b-a)^3/3 ... Every A represents a size before f(x)
26
What is the formula of an integral created using the Midpoint rule?
h \* Sum from 0 to n -1 of f((x\_i + x\_(i+1))/2). I.e. h\*(f(x\_0.5) + f(x\_1.5) + f(x\_2.5) + ...)
27
What is the formula of an integral created using the trapezium rule?
0.5h \* (f(x\_0) + 2 f(x\_1) + 2 f(x\_2) + ... + f(x\_n))
28
What is the formula of an integral created using Simpsons rule?
i.e. h/3 \* (f(a) + 4 \* sum^(n/4)\_(i=1) f(a + (2i-1)h) + 2 \* sum^(n/2 -1)\_(i=1) f(a +2ih) + f(b). h/3 \* (f(x\_0) + 4 f(x\_1) + 2 f(x\_2) + 4 f(x\_3) + ... f(x\_n))
29
How to compute a Gaussian integral using a given formula?
1. Create a small formula to rewrite a and b into a and b given in the integral e.g. (y = 1/10 x -1), rewrite this to x = .. 2. Fill in the formula in the integral with f(x) 3. Calculate using the given formula.
30
What is the algorithm for the bisection method?
1. Get a, and b 2. Find c = (a+b)/2 3. Check sign(a) == sign(c), if so then c = a\_(n+1) else c = b\_(n+1) 4. Repeat until interval is small enough or f(c) \< error\_2
31
What are advantages and disadvantages of the False Position method?
+ Convergence guaranteed + Faster convergence then bisection - More calculations per iteration - No calculation for the speed of the convergence
32
What are advantages and disadvantages of the Newtons Method for root finding?
- does not always work - no interval given + fast convergence + generalization in higher dimensions + has error estimation + just 1 initial estimate needed
33
What is the Secant method?
Same method as Newtons method, however this uses an estimation for the derivative. x\_(n+1) = x\_n - (x\_n - x\_(n-1))/(f(x\_n) - f(x\_(n-1))
34
How to get a Polynomial using the Vandermonde Matrix?
Create the following system of equations: p\_0 + p\_1 x + p\_2 x^2 + p\_3 x^3 + ... = y for every data point.
35
How to get the number of Intervals for an integral within an error?
1. Use the formula given by the test to get maximum error for one. 2. Apply this for all. 3. Rewrite this to n \> ...
36
What does it mean for an integration rule to be more efficient?
For the same partitions, the error of rule a is smaller then rule b. Or for a certain error you need fewer intervals.
37
What is the algorithm of the False Position method?
1. Get a and b 2. Draw a line between trough (a, f(a)) and (b, f(b)) 3. Crosses x-axis at c in (a, b) 4. Check sign of f(c), then choose new a and b 5. Repeat until interval is small enough, or f(c) \< error\_2
38
What is the formula of the Gaussian rule?
G\_n(f) = A\_0 f(x\_0) + A\_1 f(x\_1) + ... + A\_n f(x\_n)
39
How many degrees of polynomial is a Gaussian integral accurate?
The number of nodes + number of weights - 2, is the number of unknown variables. This -1.