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Lecture Notes for CMSC 878R - ADV TOP NUM METH at Maryland (UMD)

Assignment Information

Material Type:Assignment 2
Professor:Staff
Class:CMSC 878R - ADV TOP NUM METH
Subject:Computer Science
University:University of Maryland
Term:--
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Problem (Homework 2) This week's assignment uses the ideas of using Taylor series to achieve factorizations suitable for use in FMM type algorithms. Using this tool to develop a factorization, we will develop a new version of the fast Gauss transform (FGT). Let ? ji = e ?(y j ?x i ) 2 , i = 1,...,N, j = 1,...,M. ? = ? 11 ? 12 ... ? 1N ? 21 ? 22 ... ? 2N ... ... ... ... ? M1 ? M2 ... ? MN , u = u 1 u 2 u 3 ... u N , v = v 1 v 2 v 3 ... v M , # where x 1 ,...,x N , y 1 ,...,y M ,u 1 ,...,u N , are random numbers distributed uniformly in [0,1] . Compute the matrix-vector product v = ?u, # or v j = ? i=1 N ? ji u i , j = 1,...,M, # with absolute error ? < 10 ?6 . The matrix sizes, N,M > 0 are given (fixed) positive integers. 1. Using the example from Lecture #2, write down a factored expression. Estimate the error in truncating the series using residual term evaluation for the Taylor series, and evaluate the tru...