Numerical Methods for CSE — Teaching Assistance

Welcome to the homepage for my Numerical Methods for CSE teaching assistance at ETH Zürich.

Lecture Homepage: https://www.sam.math.ethz.ch/~grsam/HS16/NumCSE/

When: Monday • 10:15 AM to 11:55 AM

Where: ML J34.3

Course Lessons

Lesson 1

26.09.2016

Topics:

How to use git and GitLab, Eigen3 installation, how to use cmake and make to build the assignment source code, discussion of problem 1.1 and problem 1.2

Slides:

Lesson 2

28.09.2016

Topics:

Detailed explanation and derivation of the ${\bf Q}_{j-1}({\bf Q}_{j-1}^T{\bf a}^j)$ approach shown in the solution code of problem 1.2 (Gram-Schmidt orthonormalization with Eigen) using an orthogonal projection ${\bf P}_{Q_{j-1}}$.

Lesson 3

03.10.2016

Topics:

Answers to some questions regarding the exam and exercises in general, presentation of the new workflow for working with the exercise source codek

Slides:

Lesson 4

10.10.2016

Topics:

Detailed explanation on how to use cumulative sums for the reutilization of intermediate calculations in the matrix-vector multiplication defined in problem 1.7 (structured matrix–vector product).

Lesson 5

10.10.2016

Topics:

Initializing function parameters and objects in general, how to install MathGL and the Figure class.

Slides:

Lesson 6

19.10.2016

Topics:

Some detailed derivations on paper for the problems 2.3 (banded matrix), 2.5 (rank-one perturbations) and 2.6 (Lyapunov equation).

Lesson 7

26.10.2016

Topics:

Some detailed derivations on paper for the problems 2.8 (structured linear systems), 2.9 (triplet ormat to CRS format), 2.12 (grid functions) and 2.13 (efficient sparse matrix-matrix multiplication in COO format).

Lesson 8

02.11.2016

Topics:

Some detailed derivations on paper for the problem 3.1 (matrix least squares in Frobenius norm).

Lesson 9

09.11.2016

Topics:

Some detailed derivations on paper for the problems 3.7 (shape identification) and 3.9 (Cholesky and R decomposition).

Lesson 10

15.11.2016

Topics:

Some detailed derivations on paper for the problems 4.3 (multiplication and division of polynomials based on FFT) and 4.4 (solving triangular Toeplitz systems).

Lesson 11

15.11.2016

Topics:

Some detailed derivations on paper for the problems 5.1 (evaluating the derivatives of interpolating olynomials), 5.3 (Lagrange interpolant) and 5.4 (generalized Lagrange polynomials for Hermite interpolation).

Lesson 12

12.12.2016

Topics:

Some detailed derivations on paper for the problem 8.5 (the order of convergence of an iterative cheme).

Lesson 13

12.12.2016

Topics:

Some detailed derivations on paper for last year's endterm exam (Autumn Semester 2015)