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  2. Tridiagonal matrix algorithm - Wikipedia

    en.wikipedia.org/wiki/Tridiagonal_matrix_algorithm

    Indeed, multiplying each equation of the second auxiliary system by , adding with the corresponding equation of the first auxiliary system and using the representation = +, we immediately see that equations number 2 through n of the original system are satisfied; it only remains to satisfy equation number 1.

  3. List of open-source software for mathematics - Wikipedia

    en.wikipedia.org/wiki/List_of_open-source...

    The primary difference between a computer algebra system and a traditional calculator is the ability to deal with equations symbolically rather than numerically. The precise uses and capabilities of these systems differ greatly from one system to another, yet their purpose remains the same: manipulation of symbolic equations .

  4. Conjugate gradient method - Wikipedia

    en.wikipedia.org/wiki/Conjugate_gradient_method

    Conjugate gradient, assuming exact arithmetic, converges in at most n steps, where n is the size of the matrix of the system (here n = 2). In mathematics, the conjugate gradient method is an algorithm for the numerical solution of particular systems of linear equations, namely those whose matrix is positive-semidefinite.

  5. Gaussian elimination - Wikipedia

    en.wikipedia.org/wiki/Gaussian_elimination

    For example, to solve a system of n equations for n unknowns by performing row operations on the matrix until it is in echelon form, and then solving for each unknown in reverse order, requires n(n + 1)/2 divisions, (2n 3 + 3n 2 − 5n)/6 multiplications, and (2n 3 + 3n 2 − 5n)/6 subtractions, [10] for a total of approximately 2n 3 /3 operations.

  6. TK Solver - Wikipedia

    en.wikipedia.org/wiki/TK_Solver

    TK Solver has three ways of solving systems of equations. The "direct solver" solves a system algebraically by the principle of consecutive substitution. When multiple rules contain multiple unknowns, the program can trigger an iterative solver which uses the Newton–Raphson algorithm to successively approximate based on initial guesses for ...

  7. Jacobi method - Wikipedia

    en.wikipedia.org/wiki/Jacobi_method

    In numerical linear algebra, the Jacobi method (a.k.a. the Jacobi iteration method) is an iterative algorithm for determining the solutions of a strictly diagonally dominant system of linear equations. Each diagonal element is solved for, and an approximate value is plugged in. The process is then iterated until it converges.

  8. System of linear equations - Wikipedia

    en.wikipedia.org/wiki/System_of_linear_equations

    The simplest method for solving a system of linear equations is to repeatedly eliminate variables. This method can be described as follows: In the first equation, solve for one of the variables in terms of the others. Substitute this expression into the remaining equations. This yields a system of equations with one fewer equation and unknown.

  9. List of numerical libraries - Wikipedia

    en.wikipedia.org/wiki/List_of_numerical_libraries

    IML++ is a C++ library for solving linear systems of equations, capable of dealing with dense, sparse, and distributed matrices. IT++ is a C++ library for linear algebra (matrices and vectors), signal processing and communications. Functionality similar to MATLAB and Octave. LAPACK++, a C++ wrapper library for LAPACK and BLAS