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  2. Numerical Recipes - Wikipedia

    en.wikipedia.org/wiki/Numerical_Recipes

    The Numerical Recipes books cover a range of topics that include both classical numerical analysis (interpolation, integration, linear algebra, differential equations, and so on), signal processing (Fourier methods, filtering), statistical treatment of data, and a few topics in machine learning (hidden Markov model, support vector machines).

  3. List of numerical libraries - Wikipedia

    en.wikipedia.org/wiki/List_of_numerical_libraries

    IMSL Numerical Libraries are libraries of numerical analysis functionality implemented in standard programming languages like C, Java, C# .NET, Fortran, and Python. The NAG Library is a collection of mathematical and statistical routines for multiple programming languages (C, C++, Fortran, Visual Basic, Java, Python and C#) and packages (MATLAB ...

  4. Numerical method - Wikipedia

    en.wikipedia.org/wiki/Numerical_method

    Necessary conditions for a numerical method to effectively approximate (,) = are that and that behaves like when . So, a numerical method is called consistent if and only if the sequence of functions { F n } n ∈ N {\displaystyle \left\{F_{n}\right\}_{n\in \mathbb {N} }} pointwise converges to F {\displaystyle F} on the set S {\displaystyle S ...

  5. List of numerical analysis topics - Wikipedia

    en.wikipedia.org/wiki/List_of_numerical_analysis...

    Neumann–Neumann methods — domain decomposition methods that use Neumann problems on the subdomains; Poincaré–Steklov operator — maps tangential electric field onto the equivalent electric current; Schur complement method — early and basic method on subdomains that do not overlap

  6. Probabilistic numerics - Wikipedia

    en.wikipedia.org/wiki/Probabilistic_numerics

    Bayesian optimization of a function (black) with Gaussian processes (purple). Three acquisition functions (blue) are shown at the bottom. [19]Probabilistic numerics have also been studied for mathematical optimization, which consist of finding the minimum or maximum of some objective function given (possibly noisy or indirect) evaluations of that function at a set of points.

  7. Newton's method - Wikipedia

    en.wikipedia.org/wiki/Newton's_method

    An illustration of Newton's method. In numerical analysis, the Newton–Raphson method, also known simply as Newton's method, named after Isaac Newton and Joseph Raphson, is a root-finding algorithm which produces successively better approximations to the roots (or zeroes) of a real-valued function.

  8. Numerical methods for ordinary differential equations - Wikipedia

    en.wikipedia.org/wiki/Numerical_methods_for...

    Numerical methods for ordinary differential equations are methods used to find numerical approximations to the solutions of ordinary differential equations (ODEs). Their use is also known as "numerical integration", although this term can also refer to the computation of integrals. Many differential equations cannot be solved exactly.

  9. NAG Numerical Library - Wikipedia

    en.wikipedia.org/wiki/NAG_Numerical_Library

    The NAG Library [1] can be accessed from a variety of languages and environments such as C/C++, [2] Fortran, [3] Python, [4] AD, [5] MATLAB, [6] Java [7] and .NET. [8] The main supported systems are currently Windows , Linux and macOS running on x86-64 architectures; 32-bit Windows support is being phased out.