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Gaussian Elimination: A method to solve simultaneous linear equations of the form [A]
[X]=[C]
Two steps
1. Forward Elimination
2. Back Substitution
Partial privoting: Same as naïve Gauss elimination method except that we switch rows before
each of the (n-1) steps of forward elimination
2. LU Decomposition: LU Decomposition is another method to solve a set of simultaneous
linear equations.
LU decomposition is a better way to implement Gauss elimination, especially for repeated
solving a
number of equations with the same left-hand side.
[A] = [L][U]
where
[L] = lower triangular matrix
[U] = upper triangular matrix
3. Gauss-Seidel: An iterative method.
- Algebraically solve each linear equation for xi
- Assume an initial guess solution array
- Solve for each xi and repeat
- Use absolute relative approximate error after each iteration to check if error is within a
pre-specified tolerance
- Start by Assume an initial guess and Applying the initial guess and solving for ai
y a0 a1 x .................... an x n .
f 2 ( x) b0 b1 ( x x0 ) b2 ( x x 0 )( x x1 )
v(t ) b0 b1 (t t 0 ) b2 (t t 0 )(t t1 ) b3 (t t 0 )(t t1 )(t t 2 )
1. Advantages: One of the fastest convergences to the root.
2. Disadvantages: May converge slowly for functions with big curvatures. Newton-
Raphson may be still faster if we can apply it.
9. Lagrange interpolation: formula is a way to find a polynomial which takes on certain values
at arbitrary points.
1. Advantages:Used in simultaneous optimization of norms is derivatives of lagrange
polynomials
2. Disadvantages: It polynomial order increases because the number of points increases and
we need to evalutate approximate solutions for each point
10.Integration: The process of measuring the area under a function plotted on a graph.
11.Trapezoidal: Trapezoidal Rule is based on the Newton-Cotes Formula that states if one can
approximate the integrand as an nth order polynomial.
b
f ( a ) f ( b )
f ( x )dx ( b a )
a 2
1. Advantage: The simplicity of the trapezoidal rule makes it an ideal for many numerical
integration tasks.
2. Disadvantage: Simpson's rule as compared to the trapezoidal rule
b
h a b
f 2 ( x )dx f ( a ) 4 f f ( b )
a 3 2
13.Gauss Quadrature: The two-point Gauss Quadrature Rule is an extension of the Trapezoidal
Rule approximation where the arguments of the function are not predetermined as a and b but as
unknowns x1 and x2.
b
I f ( x )dx c1 f ( x1 ) c 2 f ( x 2 )
a
14. Regression: The best fit is generally based on minimizing the sum of the square of the
residuals,
15.Linear Regression: The sum of the residuals is as small as possible, that is zero, but the
regression model is not unique.
16. Euler's Method: is just another technique used to analyze a Differential Equation.
yi 1 yi f xi , yi h
1. Advantages: Euler's Method is simple and direct Can be used for nonlinear IVPs
2. Disadvantages: it is less accurate and numerically unstable. Approximation error is
proportional to the step size h.
17. Runge-Kutta method: finds an approximate value of y for a given x. Only first-order
ordinary differential equations can be solved by using the Runge Kutta 2nd order method.
1 1
yi 1 yi k1 k2 h
2 2
1.Advantages: Runge-Kutta methods are that they are easy to implement, they are very
stable
2.Disadvantages: That they require significantly more computer time than multi-
step methods of comparable accuracy
18.Golden section: The golden section is a line segment divided according to the golden ratio.
1.Advantages: The golden-section search is a method for finding the minimum and
maximum values of a unimodal function.