UW-Madison CS 717 - Numerical Functional Analysis

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Numerical Functional AnalysisCarl de Boordraft 30jul03c2002 Carl de Boorc2002 Carl de BooriiiTABLE OF CONTENTSIntroductionnotation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2I. Preliminaries: Linear Algebralinear space . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5linear map . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6special case: column maps, especially matrices . . . . . . . . . . . . . . 7lss’s often come as ker or ran . . . . . . . . . . . . . . . . . . . . . 8quotient space . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9linear functionals; dual . . . . . . . . . . . . . . . . . . . . . . . . 10bidual . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11numerical representation; basis . . . . . . . . . . . . . . . . . . . . . 11Column maps: IFninto X . . . . . . . . . . . . . . . . . . . . . . . . 12use of a basis . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13construction of a basis; dimension . . . . . . . . . . . . . . . . . . . 13basic wisdom . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15Row maps: X into IFm. . . . . . . . . . . . . . . . . . . . . . . . . 16The interplay between column maps and row maps . . . . . . . . . . . . . 16the inverse of a basis . . . . . . . . . . . . . . . . . . . . . . . . . 17linear projectors . . . . . . . . . . . . . . . . . . . . . . . . . . . 18factorization and rank . . . . . . . . . . . . . . . . . . . . . . . . 19The dual of a linear map . . . . . . . . . . . . . . . . . . . . . . . . 20orthogonality . . . . . . . . . . . . . . . . . . . . . . . . . . . . 20the duals of row maps and column maps . . . . . . . . . . . . . . . . 21use of minimal factorization . . . . . . . . . . . . . . . . . . . . . . 21tests for linear independence . . . . . . . . . . . . . . . . . . . . . . 22Application: approximate evaluation of linear functionals; interpolation . . . . 23inadequacy of rules . . . . . . . . . . . . . . . . . . . . . . . . . . 23rule construction . . . . . . . . . . . . . . . . . . . . . . . . . . . 24interpolation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 25numerics . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 26II. Preliminaries: Advanced CalculusTopology . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 29continuity . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 29working with a collection of subsets . . . . . . . . . . . . . . . . . . . 29topology defined . . . . . . . . . . . . . . . . . . . . . . . . . . . 29equivalent topologies . . . . . . . . . . . . . . . . . . . . . . . . . 30open and closed sets . . . . . . . . . . . . . . . . . . . . . . . . . 31Metric space . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 33metric . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 33modulus of continuity . . . . . . . . . . . . . . . . . . . . . . . . . 36convergence of sequences . . . . . . . . . . . . . . . . . . . . . . . 37Application: Contraction maps and fixed point iteration . . . . . . . . . . . 39completeness . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4130jul03c2003 Carl de Booriv table of contentssummary on contraction . . . . . . . . . . . . . . . . . . . . . . . 43Compactness and total boundedness . . . . . . . . . . . . . . . . . . . 44limit points . . . . . . . . . . . . . . . …


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