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Computational & discrete mathematics

Showing 1–30 of 39 reference entries

Mathematics & logicFloating-point numbers and roundoff

Floating-point numbers use a sign, finite significand and exponent.

Approximation
Mathematics & logicConditioning of a numerical problem

Conditioning measures sensitivity of the exact answer to data perturbations.

Definition
Mathematics & logicForward error, backward error and stability

Forward error compares a computed answer with the exact answer.

Definition
Mathematics & logicNewton iteration for a scalar root

Newton iteration uses xₖ₊₁=xₖ−f(xₖ)/f′(xₖ).

Method
Mathematics & logicLU factorization and triangular solves

An LU factorization writes A=LU with unit lower-triangular L and upper-triangular U.

Method
Mathematics & logicElimination with partial pivoting

Partial pivoting swaps rows to choose a largest-magnitude available entry in the pivot column before eliminating below it.

Method
Mathematics & logicOrthogonal matrices and QR factorization

A real orthogonal square matrix Q satisfies QᵀQ=I and preserves Euclidean lengths.

Mathematical statement
Mathematics & logicCondition number and linear-system perturbation

For invertible A and an induced matrix norm, κ(A)=‖A‖‖A⁻¹‖.

Mathematical statement
Mathematics & logicGaussian elimination and consistency

Swapping rows, scaling a row by a nonzero scalar and adding a multiple of another row preserve a linear system's solution set.

Method
Mathematics & logicDeterminants and invertibility

With 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 statement
Mathematics & logicEuclidean inner product and orthogonality

For x,y∈Rⁿ, ⟨x,y⟩=Σxᵢyᵢ and ‖x‖=√⟨x,x⟩.

Definition
Mathematics & logicLeast squares and orthogonal residuals

The minimizers of ‖Ax−b‖₂² satisfy Aᵀ(Ax−b)=0, so their residual is orthogonal to the column space.

Method
Mathematics & logicInterpolation and node sensitivity

Interpolation chooses p with p(tᵢ)=yᵢ at specified distinct nodes.

Method
Mathematics & logicComposite trapezoidal quadrature

On 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].

Approximation
Mathematics & logicEuler time stepping and error scales

Euler stepping for y′=f(t,y) uses yₖ₊₁=yₖ+hf(tₖ,yₖ).

Approximation
Mathematics & logicClassical fourth-order Runge–Kutta

Set 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.

Approximation
Mathematics & logicBisection with an error certificate

For 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.

Method
Mathematics & logicLagrange polynomial construction and error

At 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.

Method
Mathematics & logicStationary points and the Hessian test

A differentiable function has zero gradient at an interior local extremum.

Method
Mathematics & logicEquality-constrained Lagrange multipliers

For 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.

Method
Mathematics & logicConvexity and global gradient bounds

A differentiable function on an open convex domain is convex exactly when f(y)≥f(x)+∇f(x)·(y−x) for all domain points.

Mathematical statement
Mathematics & logicConvex KKT optimality certificate

For 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.

Method
Mathematics & logicSubset counting and Pascal recurrence

An n-element set has 2ⁿ subsets; its k-element subsets correspond to length-n binary strings with k ones.

Mathematical statement
Mathematics & logicCharacteristic roots for second-order recurrences

For 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.

Method
Mathematics & logicBasis coordinates and similarity

If columns of invertible P are an ordered basis B in standard coordinates, v=P[v]B.

Method
Mathematics & logicOrthogonal projection and Gram–Schmidt

From independent real vectors v₁,…,vₖ form wⱼ=vⱼ−Σ_(i<j)[(vⱼ·wᵢ)/(wᵢ·wᵢ)]wᵢ.

Method
Mathematics & logicOne-step local error and global convergence

For 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 statement
Mathematics & logicSum and product counting principles

Disjoint finite alternatives have total count equal to the sum of their counts.

Method
Mathematics & logicInclusion–exclusion for overlapping sets

For finite A,B, |A∪B|=|A|+|B|−|A∩B|.

Method
Mathematics & logicPermutations and combinations

From n distinct objects choose k without repetition.

Method