awesome-numerics
Resources for learning about numerical methods.
https://github.com/comp-physics/awesome-numerics
Last synced: 13 days ago
JSON representation
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Eigenvalues
- 3Blue1Brown (video)
- Lecture notes from Yin Zhang of Rice
- Similar matrices (video)
- Symmetric matrices (video)
- From Peter J. Olver of UMinnesota
- Why we don't use characteristic polynomials to compute eigenvalues in practice, at least for large matrices
- Slides from Sanjeev Kumar of UCSD
- Slides from Karl Meerbergen of WSC
- Lecture from Slim Belhaiza of KFUPM (video)
- Lecture from Martijn Anthonissen of TUe (video)
- Notes from Tin-Yau Tam of Auburn
- Wikipedia entry
- Part 1
- Lecture from Jacob Bishop (video)
- Notes from Tin-Yau Tam of Auburn
- Lecture notes from of Jeffrey Wong of Duke
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Error analysis
- What Is Backward Error? by Nick Higham
- Some examples of error analysis from Doug Hundley
- Lecture notes on conditioning and error analysis from Jim Lambers
- Lecture slides on the same topic from Jan Verschelde
- Some examples with solutions in an IPython Notebook
- Some examples of error analysis from Doug Hundley
- Lecture slides on the same topic from Jan Verschelde
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Floating point numbers
- Computerphile (video)
- IEEE standards (video)
- GeeksForGeeks
- Google bfloat
- NVIDIA tf32
- Tesla cfloat
- Posits, discussed by John Cook
- Avoiding catastrophic cancellation with quadratic formula
- Lecture notes from Richard Krueger of UT
- What Every Computer Scientist Should Know About Floating-Point Arithmetic by David Goldberg
- Rounding and chopping to a floating point number by Ming Gu
- Lecture slides on floating point rounding by Bei Wang
- A Primer on Floating-Point Arithmetic and IEEE 754 in C/Cpp
- Examples of cancellation and floating point numbers from Andreas Klöckner of UIUC (Python)
- Lecture notes from Richard Krueger of UT
- NVIDIA tf32
- GeeksForGeeks
- NVIDIA tf32
- Avoiding catastrophic cancellation with quadratic formula
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Initial value problems
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Interpolation
- Check out this SE.math Q/A - of-cubic-spline-interpolation-over-cubic-hermite-interpolation)
- Quasar Chunawala's comments on the topic!
- Nicholas Marshall of Oregon State
- that Runge - interpolation/)
- zoology
- polynomial interpolation - chebyshev.html), and [splines](https://drlvk.github.io/nm/chapter-spline-interpolation.html)
- Jacob Bishop
- Mike Pound (computerphile)
- Andreas Klöckner of UIUC (python)
- Chebfun!
- Online text from Fundamentals of Numerical Computation
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Least squares
- Steve Brunton on linear systems, least squares, and more (video)
- Strang on four ways to solve least squares problems (video)
- Least Squares via QR with John Lambert
- Gil Strang on Gram-Schmidt (video)
- Gram-Schmidt and loss of orthogonality
- Blog on QR from TDS, Ben Denis Shaffer
- Arnold Yim on QR (video)
- A linear alg. explanation of projectors from Ross MacAusland
- Andreas Klöckner on several methods: QR, Householder, Givens, Gram-Schmidt, and more (Python)
- QR via Householder (Python)
- QR and its flavors (Matlab)
- QR from Trefethen and Bau's book in ipynb (Matlab)
- A linear alg. explanation of projectors from Ross MacAusland
- Blog on QR from TDS, Ben Denis Shaffer
- Online text from Fundamentals of Numerical Computation
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Linear algebra refresher
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Linear systems
- Overview of solving linear systems from Chen Greif
- Greg Gundersen
- John Cook
- SciComp StackExchange Q/A
- John Foster (video) - methods-book/LinearAlgebra_DirectSolvers.html)
- thenumericalmethodsguy (videos)
- Lecture notes from CCNY Math
- Vanilla linpack discussion
- High performance linpack (HPL)
- Examples from Andreas Klöckner of UIUC (Python)
- LU Decomp. via Doolittle from Quantstart (Python)
- LU from John Foster (Python)
- LU in Matlab
- Computing Reduced Row Echelon Form from Stelios Sfakianakis (Python)
- Computing LU and tridiagonal solves in (Matlab) from ashsepra
- Sherman Morrison formula (Python)
- Online text from Fundamentals of Numerical Computation
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Numerical integration and quadrature
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Optimization
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Ordinary differential equations
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Partial differential equations
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Solving nonlinear equations
- is the golden ratio
- Homer Reid
- Kendall Atkinson (UIowa)
- Fabrice Collard (Toulouse)
- Joseph Mahaffy of SDSU
- George Kocur (MIT)
- Alek Donev (NYU Courant)
- 2D Newton iteration
- SamuraiMath (video)
- Oscar Veliz (video)
- Jeff Chasnov (video)
- Andreas Klöckner of UIUC (python)
- Hub on IT (python)
- Tim Kelly (Matlab)
- Fabrice Collard (Toulouse)
- Alek Donev (NYU Courant)
- Online text from Fundamentals of Numerical Computation
- Alek Donev (NYU Courant)
Categories
Floating point numbers
19
Solving nonlinear equations
18
Linear systems
17
Eigenvalues
16
Least squares
15
Interpolation
11
Optimization
10
Numerical integration and quadrature
10
Error analysis
7
Ordinary differential equations
4
Initial value problems
4
Partial differential equations
3
Linear algebra refresher
2
Sub Categories