Numerical Analysis: Difference between revisions
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Numerical Analysis | Numerical Analysis | ||
==Orthogonal Polynomials== | |||
===Hermite Polynomials=== | |||
[https://en.wikipedia.org/wiki/Hermite_polynomials Wikipedia page]<br> | |||
===Legendre Polynomials=== | |||
[https://en.wikipedia.org/wiki/Legendre_polynomials Wikipedia page]<br> | |||
===Laguerre Polynomials=== | |||
[https://en.wikipedia.org/wiki/Laguerre_polynomials Wikipedia page]<br> | |||
==Nonlinear Equations== | ==Nonlinear Equations== |
Revision as of 13:27, 6 November 2019
Numerical Analysis
Orthogonal Polynomials
Hermite Polynomials
Legendre Polynomials
Laguerre Polynomials
Nonlinear Equations
Continuation/Homotopy Methods
Reference Numerical Optimization by Nocedal and Wright (2006)
Also known as zero-path following.
If you want to solve \(\displaystyle r(x)=0\) when \(\displaystyle r(x)\) is difficult (i.e. has non-singular Jacobian) then you can use this method.
Define the Homotopy map
\(\displaystyle H(x, \lambda)=\lambda r(x) + (1-\lambda)(x-a)\)