List of Numerical Analysis Topics - General

General

  • Iterative method
  • Rate of convergence — the speed at which a convergent sequence approaches its limit
  • Series acceleration — methods to accelerate the speed of convergence of a series
    • Aitken's delta-squared process — most useful for linearly converging sequences
    • Minimum polynomial extrapolation — for vector sequences
    • Richardson extrapolation
    • Shanks transformation — similar to Aitken's delta-squared process, but applied to the partial sums
    • Van Wijngaarden transformation — for accelerating the convergence of an alternating series
  • Abramowitz and Stegun — book containing formulas and tables of many special functions
    • Digital Library of Mathematical Functions — successor of book by Abramowitz and Stegun
  • Curse of dimensionality
  • Local convergence and global convergence — whether you need a good initial guess to get convergence
  • Superconvergence
  • Discretization
  • Difference quotient
  • Complexity:
    • Computational complexity of mathematical operations
    • Smoothed analysis — measuring the expected performance of algorithms under slight random perturbations of worst-case inputs
  • Symbolic-numeric computation — combination of symbolic and numeric methods
  • Cultural aspects:
    • International Workshops on Lattice QCD and Numerical Analysis
    • Hundred-dollar, Hundred-digit Challenge problems — list of ten problems proposed by Nick Trefethen in 2002
  • General classes of methods:
    • Collocation method — discretizes a continuous equation by requiring it only to hold at certain points
    • Level set method
      • Level set (data structures) — data structures for representing level sets
    • Sinc numerical methods — methods based on the sinc function, sinc(x) = sin(x) / x
    • ABS methods

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