Numerical analysisNumerical analysis is the study of algorithms that use numerical approximation (as opposed to symbolic manipulations) for the problems of mathematical analysis (as distinguished from discrete mathematics). It is the study of numerical methods that attempt at finding approximate solutions of problems rather than the exact ones. Numerical analysis finds application in all fields of engineering and the physical sciences, and in the 21st century also the life and social sciences, medicine, business and even the arts.
Numerical linear algebraNumerical linear algebra, sometimes called applied linear algebra, is the study of how matrix operations can be used to create computer algorithms which efficiently and accurately provide approximate answers to questions in continuous mathematics. It is a subfield of numerical analysis, and a type of linear algebra. Computers use floating-point arithmetic and cannot exactly represent irrational data, so when a computer algorithm is applied to a matrix of data, it can sometimes increase the difference between a number stored in the computer and the true number that it is an approximation of.
LU decompositionIn numerical analysis and linear algebra, lower–upper (LU) decomposition or factorization factors a matrix as the product of a lower triangular matrix and an upper triangular matrix (see matrix decomposition). The product sometimes includes a permutation matrix as well. LU decomposition can be viewed as the matrix form of Gaussian elimination. Computers usually solve square systems of linear equations using LU decomposition, and it is also a key step when inverting a matrix or computing the determinant of a matrix.
Cholesky decompositionIn linear algebra, the Cholesky decomposition or Cholesky factorization (pronounced ʃəˈlɛski ) is a decomposition of a Hermitian, positive-definite matrix into the product of a lower triangular matrix and its conjugate transpose, which is useful for efficient numerical solutions, e.g., Monte Carlo simulations. It was discovered by André-Louis Cholesky for real matrices, and posthumously published in 1924. When it is applicable, the Cholesky decomposition is roughly twice as efficient as the LU decomposition for solving systems of linear equations.
Numerical methods for partial differential equationsNumerical methods for partial differential equations is the branch of numerical analysis that studies the numerical solution of partial differential equations (PDEs). In principle, specialized methods for hyperbolic, parabolic or elliptic partial differential equations exist. Finite difference method In this method, functions are represented by their values at certain grid points and derivatives are approximated through differences in these values.
Numerical methods for ordinary differential equationsNumerical methods for ordinary differential equations are methods used to find numerical approximations to the solutions of ordinary differential equations (ODEs). Their use is also known as "numerical integration", although this term can also refer to the computation of integrals. Many differential equations cannot be solved exactly. For practical purposes, however – such as in engineering – a numeric approximation to the solution is often sufficient. The algorithms studied here can be used to compute such an approximation.
Numerical integrationIn analysis, numerical integration comprises a broad family of algorithms for calculating the numerical value of a definite integral, and by extension, the term is also sometimes used to describe the numerical solution of differential equations. This article focuses on calculation of definite integrals. The term numerical quadrature (often abbreviated to quadrature) is more or less a synonym for numerical integration, especially as applied to one-dimensional integrals.
Matrix normIn mathematics, a matrix norm is a vector norm in a vector space whose elements (vectors) are matrices (of given dimensions). Given a field of either real or complex numbers, let be the K-vector space of matrices with rows and columns and entries in the field . A matrix norm is a norm on . This article will always write such norms with double vertical bars (like so: ).
Spectral radiusIn mathematics, the spectral radius of a square matrix is the maximum of the absolute values of its eigenvalues. More generally, the spectral radius of a bounded linear operator is the supremum of the absolute values of the elements of its spectrum. The spectral radius is often denoted by ρ(·). Let λ1, ..., λn be the eigenvalues of a matrix A ∈ Cn×n. The spectral radius of A is defined as The spectral radius can be thought of as an infimum of all norms of a matrix.
Matrix decompositionIn the mathematical discipline of linear algebra, a matrix decomposition or matrix factorization is a factorization of a matrix into a product of matrices. There are many different matrix decompositions; each finds use among a particular class of problems. In numerical analysis, different decompositions are used to implement efficient matrix algorithms. For instance, when solving a system of linear equations , the matrix A can be decomposed via the LU decomposition.
Round-off errorIn computing, a roundoff error, also called rounding error, is the difference between the result produced by a given algorithm using exact arithmetic and the result produced by the same algorithm using finite-precision, rounded arithmetic. Rounding errors are due to inexactness in the representation of real numbers and the arithmetic operations done with them. This is a form of quantization error.
Spectral theoryIn mathematics, spectral theory is an inclusive term for theories extending the eigenvector and eigenvalue theory of a single square matrix to a much broader theory of the structure of operators in a variety of mathematical spaces. It is a result of studies of linear algebra and the solutions of systems of linear equations and their generalizations. The theory is connected to that of analytic functions because the spectral properties of an operator are related to analytic functions of the spectral parameter.
Norm (mathematics)In mathematics, a norm is a function from a real or complex vector space to the non-negative real numbers that behaves in certain ways like the distance from the origin: it commutes with scaling, obeys a form of the triangle inequality, and is zero only at the origin. In particular, the Euclidean distance in a Euclidean space is defined by a norm on the associated Euclidean vector space, called the Euclidean norm, the 2-norm, or, sometimes, the magnitude of the vector.
Condition numberIn numerical analysis, the condition number of a function measures how much the output value of the function can change for a small change in the input argument. This is used to measure how sensitive a function is to changes or errors in the input, and how much error in the output results from an error in the input. Very frequently, one is solving the inverse problem: given one is solving for x, and thus the condition number of the (local) inverse must be used.
Operator normIn mathematics, the operator norm measures the "size" of certain linear operators by assigning each a real number called its . Formally, it is a norm defined on the space of bounded linear operators between two given normed vector spaces. Informally, the operator norm of a linear map is the maximum factor by which it "lengthens" vectors. Given two normed vector spaces and (over the same base field, either the real numbers or the complex numbers ), a linear map is continuous if and only if there exists a real number such that The norm on the left is the one in and the norm on the right is the one in .
Approximation errorThe approximation error in a data value is the discrepancy between an exact value and some approximation to it. This error can be expressed as an absolute error (the numerical amount of the discrepancy) or as a relative error (the absolute error divided by the data value). An approximation error can occur for a variety of reasons, among them a computing machine precision or measurement error (e.g. the length of a piece of paper is 4.53 cm but the ruler only allows you to estimate it to the nearest 0.
Classical conditioningClassical conditioning (also respondent conditioning and Pavlovian conditioning) is a behavioral procedure in which a biologically potent physiological stimulus (e.g. food) is paired with a neutral stimulus (e.g. the sound of a musical triangle). The term classical conditioning refers to the process of an automatic, conditioned response that is paired with a specific stimulus. The Russian physiologist Ivan Pavlov studied classical conditioning with detailed experiments with dogs, and published the experimental results in 1897.
Symmetric matrixIn linear algebra, a symmetric matrix is a square matrix that is equal to its transpose. Formally, Because equal matrices have equal dimensions, only square matrices can be symmetric. The entries of a symmetric matrix are symmetric with respect to the main diagonal. So if denotes the entry in the th row and th column then for all indices and Every square diagonal matrix is symmetric, since all off-diagonal elements are zero. Similarly in characteristic different from 2, each diagonal element of a skew-symmetric matrix must be zero, since each is its own negative.
Lp spaceDISPLAYTITLE:Lp space In mathematics, the Lp spaces are function spaces defined using a natural generalization of the p-norm for finite-dimensional vector spaces. They are sometimes called Lebesgue spaces, named after Henri Lebesgue , although according to the Bourbaki group they were first introduced by Frigyes Riesz . Lp spaces form an important class of Banach spaces in functional analysis, and of topological vector spaces.
Dual normIn functional analysis, the dual norm is a measure of size for a continuous linear function defined on a normed vector space. Let be a normed vector space with norm and let denote its continuous dual space. The dual norm of a continuous linear functional belonging to is the non-negative real number defined by any of the following equivalent formulas: where and denote the supremum and infimum, respectively.
