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pruefungen:hauptstudium:ls10:anla-2016-03-02 [02.03.2016 14:09] (aktuell) – angelegt kili
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 +**Examiner:** Prof. Rüde
  
 +**Grade:** 1.0
 +
 +**Note:**
 +There were no exam protocols for this subject before my exam, so I created my own trainer for ANLA with 138 questions. It covers the lectures 1-15, as these are crucial for understanding the rest of the book. Take a look at it at [[http://kilians.net/trainers/anla/]].
 +
 +**Atmosphere:** Prof. Rüde was very kind, it was a relaxed atmosphere. He directly started with the first question. He did not focus on formulas, but on the general understanding of the concepts.
 +
 +**Questions:**
 +
 +Gerschgorin’s Theorem (from exercises)
 +  * He gave me a real symmetric matrix and asked me, what the Gerschgorin’s Theorem says about the location of the eigenvalues.
 +  * What can I say about them regarding the symmetry of the matrix?
 +  * Draw a diagram with the regions of the eigenvalues.
 +  * Can eigenvalues lie on the edge of the disks?
 +  * What can you say about eigenvalues of singular matrices?
 +
 +Norms
 +  * What three conditions must hold for a norm?
 +  * How is a matrix norm defined and what is its meaning?
 +  * What fourth condition holds for matrix norms?
 +
 +Least Squares
 +  * What is a Least Squares problem?
 +  * What are the three ways to solve it?
 +  * How do the three ways compare regarding their complexity?
 +  * How do the three ways compare regarding their numerical stability?
 +
 +Eigenvalue Algorithms 
 +(the questions all referred to the lectures “Eigenvalue Problems” to “Reduction to Hessenberg Form” in the Book)
 +  * What are the general steps to compute the eigenvalues of a matrix?
 +  * Why can’t we directly compute the eigenvalues of a matrix that is not in Hessenberg form?
 +  * Explain the simple version of the QR algorithm.
 +  * How did we modify the QR Algorithm to get better results?
 +
 +**Preparation for the exam:**
 +I read the book (“Numerical Linear Algebra” by Trefethen and Bau) from lecture 1 to 31 a couple of times. I tried to fully understand the chapters 1-15 and 24-27. I understood the basic concepts of the lectures 16-23 and 28-31. Although Prof. Rüde covered 1-38 in the lectures, this was the optimal preparation.