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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

Wikipedia page

Legendre Polynomials

Wikipedia page

Laguerre Polynomials

Wikipedia page

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
\(\displaystyle H(x, \lambda)=\lambda r(x) + (1-\lambda)(x-a)\)