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Computational & discrete mathematics
Showing 1–30 of 39 reference entries
Floating-point numbers use a sign, finite significand and exponent.
ApproximationMathematics & logicConditioning of a numerical problemConditioning measures sensitivity of the exact answer to data perturbations.
DefinitionMathematics & logicForward error, backward error and stabilityForward error compares a computed answer with the exact answer.
DefinitionMathematics & logicNewton iteration for a scalar rootNewton iteration uses xₖ₊₁=xₖ−f(xₖ)/f′(xₖ).
MethodMathematics & logicLU factorization and triangular solvesAn LU factorization writes A=LU with unit lower-triangular L and upper-triangular U.
MethodMathematics & logicElimination with partial pivotingPartial pivoting swaps rows to choose a largest-magnitude available entry in the pivot column before eliminating below it.
MethodMathematics & logicOrthogonal matrices and QR factorizationA real orthogonal square matrix Q satisfies QᵀQ=I and preserves Euclidean lengths.
Mathematical statementMathematics & logicCondition number and linear-system perturbationFor invertible A and an induced matrix norm, κ(A)=‖A‖‖A⁻¹‖.
Mathematical statementMathematics & logicGaussian elimination and consistencySwapping rows, scaling a row by a nonzero scalar and adding a multiple of another row preserve a linear system's solution set.
MethodMathematics & logicDeterminants and invertibilityWith Aᵢⱼ formed by deleting row i and column j, cofactor expansion gives det A=Σⱼ(−1)ⁱ⁺ʲaᵢⱼdet Aᵢⱼ, starting from det[a]=a.
Mathematical statementMathematics & logicEuclidean inner product and orthogonalityFor x,y∈Rⁿ, ⟨x,y⟩=Σxᵢyᵢ and ‖x‖=√⟨x,x⟩.
DefinitionMathematics & logicLeast squares and orthogonal residualsThe minimizers of ‖Ax−b‖₂² satisfy Aᵀ(Ax−b)=0, so their residual is orthogonal to the column space.
MethodMathematics & logicInterpolation and node sensitivityInterpolation chooses p with p(tᵢ)=yᵢ at specified distinct nodes.
MethodMathematics & logicComposite trapezoidal quadratureOn n equal subintervals with h=(b−a)/n, the trapezoidal estimate is T=h[f(a)/2+Σᵢ₌₁ⁿ⁻¹f(a+ih)+f(b)/2].
ApproximationMathematics & logicEuler time stepping and error scalesEuler stepping for y′=f(t,y) uses yₖ₊₁=yₖ+hf(tₖ,yₖ).
ApproximationMathematics & logicClassical fourth-order Runge–KuttaSet k₁=hf(t,y), k₂=hf(t+h/2,y+k₁/2), k₃=hf(t+h/2,y+k₂/2), k₄=hf(t+h,y+k₃); then y_next=y+(k₁+2k₂+2k₃+k₄)/6.
ApproximationMathematics & logicBisection with an error certificateFor continuous real f with f(a)f(b)<0, test the midpoint and retain a half interval with opposite endpoint signs, unless the midpoint is a root.
MethodMathematics & logicLagrange polynomial construction and errorAt distinct nodes t₀,…,tₙ, p(x)=Σyₖℓₖ(x), ℓₖ(x)=∏_(i≠k)(x−tᵢ)/(tₖ−tᵢ), is the unique interpolant of degree at most n.
MethodMathematics & logicStationary points and the Hessian testA differentiable function has zero gradient at an interior local extremum.
MethodMathematics & logicEquality-constrained Lagrange multipliersFor C¹ real f,g, a local constrained extremum of f on g(x)=c at a point where ∇g≠0 must satisfy ∇f=λ∇g together with g=c.
MethodMathematics & logicConvexity and global gradient boundsA differentiable function on an open convex domain is convex exactly when f(y)≥f(x)+∇f(x)·(y−x) for all domain points.
Mathematical statementMathematics & logicConvex KKT optimality certificateFor differentiable convex f₀,fᵢ on Rⁿ and affine equalities Ax=b, feasible x is optimal if λ≥0, λᵢfᵢ(x)=0 and ∇f₀(x)+Σλᵢ∇fᵢ(x)+Aᵀν=0.
MethodMathematics & logicSubset counting and Pascal recurrenceAn n-element set has 2ⁿ subsets; its k-element subsets correspond to length-n binary strings with k ones.
Mathematical statementMathematics & logicCharacteristic roots for second-order recurrencesFor aₙ=saₙ₋₁+taₙ₋₂ with t≠0, distinct roots r₁,r₂ of r²−sr−t give aₙ=Ar₁ⁿ+Br₂ⁿ; a repeated root r gives aₙ=(A+Bn)rⁿ.
MethodMathematics & logicBasis coordinates and similarityIf columns of invertible P are an ordered basis B in standard coordinates, v=P[v]B.
MethodMathematics & logicOrthogonal projection and Gram–SchmidtFrom independent real vectors v₁,…,vₖ form wⱼ=vⱼ−Σ_(i<j)[(vⱼ·wᵢ)/(wᵢ·wᵢ)]wᵢ.
MethodMathematics & logicOne-step local error and global convergenceFor uᵢ₊₁=uᵢ+hφ(tᵢ,uᵢ,h), if the exact-value one-step defect is bounded by Chᵖ⁺¹ and |∂ᵤφ|≤L, L>0, then exact initialization gives |u(tᵢ)−uᵢ|≤(Chᵖ/L)(eᴸ⁽ᵗⁱ⁻ᵃ⁾−1).
Mathematical statementMathematics & logicSum and product counting principlesDisjoint finite alternatives have total count equal to the sum of their counts.
MethodMathematics & logicInclusion–exclusion for overlapping setsFor finite A,B, |A∪B|=|A|+|B|−|A∩B|.
MethodMathematics & logicPermutations and combinationsFrom n distinct objects choose k without repetition.
Method