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Introduction to Numerical Methods (M-I-T)

(21 Lectures Available)

S# Lecture Course Institute Instructor Discipline
1
  • A Brief Overview of Optimization Problems (PDF) (M-I-T)
Introduction to Numerical Methods (M-I-T) MIT Prof. Steven G. Johnson Basic and Health Sciences
2
  • Adjoint Methods (PDF) (M-I-T)
Introduction to Numerical Methods (M-I-T) MIT Prof. Steven G. Johnson Basic and Health Sciences
3
  • Adjoint Methods and Sensitivity Analysis for Recurrence Relations (PDF) (M-I-T)
Introduction to Numerical Methods (M-I-T) MIT Prof. Steven G. Johnson Basic and Health Sciences
4
  • Backwards Stability of Recursive Summation (PDF) (M-I-T)
Introduction to Numerical Methods (M-I-T) MIT Prof. Steven G. Johnson Basic and Health Sciences
5
  • Classical vs. Modified Gram-Schmidt (M-I-T)
Introduction to Numerical Methods (M-I-T) MIT Prof. Steven G. Johnson Basic and Health Sciences
6
  • Experiments with Cache-Oblivious Matrix Multiplication (PDF) (M-I-T)
Introduction to Numerical Methods (M-I-T) MIT Prof. Steven G. Johnson Basic and Health Sciences
7
  • Fast Fourier Transform Algorithms (PDF) (M-I-T)
Introduction to Numerical Methods (M-I-T) MIT Basic and Health Sciences
8
  • Fast Fourier Transform and Fast Fourier Transform in the West (PDF - 2.6MB) (M-I-T)
Introduction to Numerical Methods (M-I-T) MIT Prof. Steven G. Johnson Basic and Health Sciences
9
  • Floating-Point Arithmetic, the IEEE Standard (PDF) (M-I-T)
Introduction to Numerical Methods (M-I-T) MIT Basic and Health Sciences
10
  • Fourier Cosine Series Examples (PDF) (M-I-T)
Introduction to Numerical Methods (M-I-T) MIT Prof. Steven G. Johnson Basic and Health Sciences
11
  • Hessenberg Factorization (PDF) (M-I-T)
Introduction to Numerical Methods (M-I-T) MIT Prof. Steven G. Johnson Basic and Health Sciences
12
  • Householder Reflectors and Givens Rotations (PDF) (M-I-T)
Introduction to Numerical Methods (M-I-T) MIT Prof. Steven G. Johnson Basic and Health Sciences
13
  • Ideal-Cache Terminology (PDF) (M-I-T)
Introduction to Numerical Methods (M-I-T) MIT Prof. Steven G. Johnson Basic and Health Sciences
14
  • Modern Differential Equations Solver Software: Where We Are and Where We're Headed (PDF - 2.4MB) (M-I-T)
Introduction to Numerical Methods (M-I-T) MIT Prof. Steven G. Johnson Basic and Health Sciences
15
  • Notes on the Accuracy of Naive Summation (PDF) (M-I-T)
Introduction to Numerical Methods (M-I-T) MIT Prof. Steven G. Johnson Basic and Health Sciences
16
  • Numerical Integration and the Redemption of the Trapezoidal Rule (PDF) (M-I-T)
Introduction to Numerical Methods (M-I-T) MIT Prof. Steven G. Johnson Basic and Health Sciences
17
  • Performance Experiments with Matrix Multiplication (PDF) (M-I-T)
Introduction to Numerical Methods (M-I-T) MIT Prof. Steven G. Johnson Basic and Health Sciences
18
  • Quasi-Newton Optimization: Origin of the BFGS Update (PDF) (M-I-T)
Introduction to Numerical Methods (M-I-T) MIT Prof. Steven G. Johnson Basic and Health Sciences
19
  • Sparse Matrix Algorithms (PDF) (M-I-T)
Introduction to Numerical Methods (M-I-T) MIT Prof. Steven G. Johnson Basic and Health Sciences
20
  • Square Roots via Newton's Method (PDF) (M-I-T)
Introduction to Numerical Methods (M-I-T) MIT Prof. Steven G. Johnson Basic and Health Sciences
21
  • Why Restarting Arnoldi/Lanczos is not Trivial (PDF) (M-I-T)
Introduction to Numerical Methods (M-I-T) MIT Prof. Steven G. Johnson Basic and Health Sciences