Introduction to numerical analysis

Error

Functions and Calculus

Interpolation & numerical differentiation

Interpolation

Fitting

Numerical integration

Solving Equations

Numerical linear algebra

Direct methods

Notes:

  • 用高斯消元法求解时，比较计算后和计算前的主对角元，比值越小、解的精度就少多少(?)
  • (Using double precision floating point number) 系数矩阵条件数在百亿量级（1e10）时，解的精度大概只有1e-3或1e-4。——陈璞

Iteration methods

Eigenvalues & eigenvectors

Nonlinear equations

Ordinary differential equations

Optimization

Unconstrained Optimization

Quasi-Newton Methods

🏷 Category=Computation