Root-finding algorithmsIn mathematics and computing, a root-finding algorithm is an algorithm for finding zeros, also called "roots", of continuous functions. A zero of a function f, from the real numbers to real numbers or from the complex numbers to the complex numbers, is a number x such that f(x) = 0. As, generally, the zeros of a function cannot be computed exactly nor expressed in closed form, root-finding algorithms provide approximations to zeros, expressed either as floating-point numbers or as small isolating intervals, or disks for complex roots (an interval or disk output being equivalent to an approximate output together with an error bound).
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.
Invertible matrixIn linear algebra, an n-by-n square matrix A is called invertible (also nonsingular, nondegenerate or (rarely used) regular), if there exists an n-by-n square matrix B such that where In denotes the n-by-n identity matrix and the multiplication used is ordinary matrix multiplication. If this is the case, then the matrix B is uniquely determined by A, and is called the (multiplicative) inverse of A, denoted by A−1. Matrix inversion is the process of finding the matrix B that satisfies the prior equation for a given invertible matrix A.
Multiplicative inverseIn mathematics, a multiplicative inverse or reciprocal for a number x, denoted by 1/x or x−1, is a number which when multiplied by x yields the multiplicative identity, 1. The multiplicative inverse of a fraction a/b is b/a. For the multiplicative inverse of a real number, divide 1 by the number. For example, the reciprocal of 5 is one fifth (1/5 or 0.2), and the reciprocal of 0.25 is 1 divided by 0.25, or 4. The reciprocal function, the function f(x) that maps x to 1/x, is one of the simplest examples of a function which is its own inverse (an involution).
Iterative methodIn computational mathematics, an iterative method is a mathematical procedure that uses an initial value to generate a sequence of improving approximate solutions for a class of problems, in which the n-th approximation is derived from the previous ones. A specific implementation with termination criteria for a given iterative method like gradient descent, hill climbing, Newton's method, or quasi-Newton methods like BFGS, is an algorithm of the iterative method.
Computational scienceComputational science, also known as scientific computing, technical computing or scientific computation (SC), is a division of science that uses advanced computing capabilities to understand and solve complex physical problems. This includes Algorithms (numerical and non-numerical): mathematical models, computational models, and computer simulations developed to solve sciences (e.
Taylor's theoremIn calculus, Taylor's theorem gives an approximation of a -times differentiable function around a given point by a polynomial of degree , called the -th-order Taylor polynomial. For a smooth function, the Taylor polynomial is the truncation at the order of the Taylor series of the function. The first-order Taylor polynomial is the linear approximation of the function, and the second-order Taylor polynomial is often referred to as the quadratic approximation.
Secant methodIn numerical analysis, the secant method is a root-finding algorithm that uses a succession of roots of secant lines to better approximate a root of a function f. The secant method can be thought of as a finite-difference approximation of Newton's method. However, the secant method predates Newton's method by over 3000 years. For finding a zero of a function f, the secant method is defined by the recurrence relation. As can be seen from this formula, two initial values x0 and x1 are required.
Halley's methodIn numerical analysis, Halley's method is a root-finding algorithm used for functions of one real variable with a continuous second derivative. It is named after its inventor Edmond Halley. The algorithm is second in the class of Householder's methods, after Newton's method. Like the latter, it iteratively produces a sequence of approximations to the root; their rate of convergence to the root is cubic. Multidimensional versions of this method exist.
AttractorIn the mathematical field of dynamical systems, an attractor is a set of states toward which a system tends to evolve, for a wide variety of starting conditions of the system. System values that get close enough to the attractor values remain close even if slightly disturbed. In finite-dimensional systems, the evolving variable may be represented algebraically as an n-dimensional vector. The attractor is a region in n-dimensional space.
Methods of computing square rootsMethods of computing square roots are numerical analysis algorithms for approximating the principal, or non-negative, square root (usually denoted , , or ) of a real number. Arithmetically, it means given , a procedure for finding a number which when multiplied by itself, yields ; algebraically, it means a procedure for finding the non-negative root of the equation ; geometrically, it means given two line segments, a procedure for constructing their geometric mean. Every real number except zero has two square roots.
Euler methodIn mathematics and computational science, the Euler method (also called the forward Euler method) is a first-order numerical procedure for solving ordinary differential equations (ODEs) with a given initial value. It is the most basic explicit method for numerical integration of ordinary differential equations and is the simplest Runge–Kutta method. The Euler method is named after Leonhard Euler, who first proposed it in his book Institutionum calculi integralis (published 1768–1870).
TangentIn geometry, the tangent line (or simply tangent) to a plane curve at a given point is the straight line that "just touches" the curve at that point. Leibniz defined it as the line through a pair of infinitely close points on the curve. More precisely, a straight line is said to be a tangent of a curve y = f(x) at a point x = c if the line passes through the point (c, f(c)) on the curve and has slope f(c), where f is the derivative of f. A similar definition applies to space curves and curves in n-dimensional Euclidean space.
Bisection methodIn mathematics, the bisection method is a root-finding method that applies to any continuous function for which one knows two values with opposite signs. The method consists of repeatedly bisecting the interval defined by these values and then selecting the subinterval in which the function changes sign, and therefore must contain a root. It is a very simple and robust method, but it is also relatively slow. Because of this, it is often used to obtain a rough approximation to a solution which is then used as a starting point for more rapidly converging methods.
Floating-point arithmeticIn computing, floating-point arithmetic (FP) is arithmetic that represents subsets of real numbers using an integer with a fixed precision, called the significand, scaled by an integer exponent of a fixed base. Numbers of this form are called floating-point numbers. For example, 12.345 is a floating-point number in base ten with five digits of precision: However, unlike 12.345, 12.3456 is not a floating-point number in base ten with five digits of precision—it needs six digits of precision; the nearest floating-point number with only five digits is 12.