USTC 2025 Spring Semester Course Notes for Optimization Algorithms.
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Optimization Algorithms - Newton's Methods
USTC 2025 Spring Semester Course Notes for Optimization Algorithms.
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Optimization Algorithms - Gradient Methods
USTC 2025 Spring Semester Course Notes for Optimization Algorithms.
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Basic Theory of Optimization Algorithms
USTC 2025 Spring Semester Course Notes for Optimization Algorithms.
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Numerical Methods for Nonlinear Equations
USTC 2025 Spring Semester Course Notes for Numerical Methods for Nonlinear Equations, including basic numerical methods e.g. finite volume method with Godunov’s flux, high order Godunov’s flux, Lax-Friedrichs flux, TVD/TVB limiter, and WENO method etc.
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Theory of Nonlinear Equations
USTC 2025 Spring Semester Course Notes for Numerical Methods for Nonlinear Equations, including the basic theory of nonlinear equations, e.g. weak solution, shock waves, rarefaction waves, contact discontinuities, Riemann problem, Rankine-Hugoniot condition, entropy solution, etc.
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Spectral Approximation of Convolution Operators
A note on a collection of papers on spectral approximation of convolution operators.
- Xu, K., Austin, A. P., & Wei, K. (2017). A fast algorithm for the convolution of functions with compact support using Fourier extensions. SIAM Journal on Scientific Computing.
- Xu, K., & Loureiro, A. F. (2018). Spectral approximation of convolution operators. SIAM Journal on Scientific Computing.
- Loureiro, A. F., & Xu, K. (2019).Volterra-type convolution of classical polynomials. Mathematics of Computation.
- Liu, X., Deng, K., & Xu, K. (2024). Spectral approximation of convolution operators of Fredholm type. SIAM Journal on Scientific Computing.
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QR decomposition & QR algorithm
In linear algebra, a QR decomposition, also known as a QR factorization or QU factorization, is a decomposition of a matrix A into a product A = QR of an orthonormal matrix Q and an upper triangular matrix R. QR decomposition is often used to solve the linear least squares (LLS) problem and is the basis for a particular eigenvalue algorithm, the QR algorithm.
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Fast Chebyshev Transform
With the help of the FFT, we can compute the forward and backward Chebyshev transform in O(N log(N)) operations.
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Gauss-Type Quadratures
Gauss-type quadratures are a class of quadrature rules that approximate the integral of a function by a weighted sum of the function values at certain points.