Numerical Analysis & Methods with Python: Theory & Practice

Explore the IEEE 754 standard for floating point, detailing mantissa and exponent allocation for single (32-bit) and double (64-bit) precision, including sign bits and exponent offsets.

define linear applications between finite dimensional vector spaces k^n to k^m and show how a matrix with m rows and n columns encodes images of basis vectors.

Learn matrix-vector and matrix-matrix multiplication, mastering dimension rules and dot-product computations in linear applications. See examples with A as 3x2 and B as 2x3 and explore numpy implementations in Python.

Explore matrix-vector and matrix-matrix multiplication by defining 3x3 and 3x2 matrices, validating shapes with NumPy dot, and illustrating valid versus invalid operations and transpose usage.

Explore how linear systems reduce to matrix vector multiplication A x = b, with columns c1 to cn spanning the right-hand side and conditions for existence and uniqueness.

Explore eigenvalues and eigenvectors of a matrix, define lambda and x, prove properties, determinant condition, and how distinct eigenvalues yield linearly independent eigenvectors.

Explore matrix diagonalization by expressing a diagonalizable matrix A as A = B D B^{-1}, linking eigenvalues and eigenvectors to a diagonal form and simplifying determinants and linear systems.

Learn how to find eigenvalues and eigenvectors, determine diagonalizability from distinct eigenvalues, build the diagonalization P and its inverse, and solve A x = lambda x to obtain eigenvector bases.

Apply the Gaussian elimination method to solve invertible linear systems by transforming equations into an upper triangular form, ensuring a unique solution via pivots and back substitution.

Explore Gaussian elimination with the matrix formulation, converting a linear system to upper triangular form using row operations, and solve via back substitution with augmented matrices.

Implement the Newton method in Python by computing or supplying the derivative, using SymPy for symbolic differentiation, converting to numerical functions with numpy, and comparing convergence with the bisection method.

Implement the secant method in Python, using two initial values and a recursion formula to approximate roots, and compare its convergence with Newton and bisection methods.

Define the root-finding error e_n and analyze convergence rates using big-O notation. Compare linear convergence (bisection) and quadratic convergence (Newton), plus a second method with golden-ratio rate ~1.618.

Explore interpolation using piecewise linear methods to estimate temperature from discrete current measurements, compute slopes between points, and discuss moving toward smoother interpolations with continuous first and second derivatives.

Learn how the Lagrange interpolation method constructs a unique polynomial of degree at most n using the Lagrange basis and n+1 distinct nodes, with coefficients determined by data values y.

Explore the Newton interpolation method as an efficient alternative to Lagrange, using a stable Newton basis and divide differences to compute coefficients without full basis recomputation.

Explore cubic spline interpolation with piecewise cubic polynomials on subintervals between nodes, enforcing interpolation and first and second derivative continuity, with end conditions to fix the degrees of freedom.

Rewrite cubic spline constraints as a linear system by substituting x_k and x_{k+1}, deriving interpolation, first and second derivative continuity equations, and assembling the coefficients into a matrix form.

Understand curve fitting as a statistical method to select a parametric model and optimize its parameters to describe data points X and Y, capturing the main pattern amid noise.

Explore linear regression by fitting a 1D model y = ax + b with least squares, compare L1, L2, and max norms, and derive the equations for a and b.

Extend linear regression to multidimensional inputs by using an extended vector x tilde with a bias term, and solve the squared residual norm via the normal equations and pseudo-inverse.

Learn to implement multi-linear regression in Python by building the design matrix with a bias term, formulating the least-squares cost, and solving the normal equations.

Explore numerical integration using Newton-Cotes and Gaussian quadrature, partitioning the interval, approximating with piecewise polynomials, and using fixed nodes and weights.

Learn to apply Newton-Cotes formulas to approximate definite integrals by dividing the interval into equal subintervals and fitting polynomials of increasing order via interpolation using Lagrange bases.

Derive and implement the trapezoidal rule from Newton-Cotes with a first-order polynomial, summing subinterval contributions to approximate the integral.

Explore Newton-Cotes error analysis on -2 to 2 for three functions, using P values 0, 1, 2, and 5, with Vandermonde and Lagrange approaches, and compare with theoretical error bounds.

Explore how ordinary differential equations model real systems like projectile motion, RC circuits, and pendulums, and derive equations governing position, charge, and angle for numerical solution.

Use variation of parameters to solve the non-homogeneous ODE dy/dt = t y + t^3, derive y_h = C e^{t^2/2}, and obtain a Z(t)-based particular solution for the general solution.

Demonstrate global existence and uniqueness for the initial value problem under a Lipschitz condition in x for F. Relate to the local theorem and define k-Lipschitz using the Euclidean norm.

This lecture reformulates a nonlinear pendulum as a two-dimensional ODE system, shows F is continuous and globally Lipshitz, and applies the Cauchy Lipshitz theorem for a unique global solution.

Explore forward Euler, solving differential equations with y_{i+1} = y_i + Δt f(t_i,y_i) from Taylor expansion, and note local Δt^2 and global Δt errors for vector and scalar cases.

this lecture demonstrates implementing forward and backward Euler solvers in Python for scalar and vector ODEs, compares to exact solutions, and analyzes error versus step size.

Derive the Runge-Kutta 2 scheme by choosing alpha and beta to achieve global order two. Apply Taylor expansions to define K1, K2 and show A=B=delta t/2 (alpha=1, beta=1).