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Generalizes the secant method of root finding by using quadratic 3-point interpolation q=(x_n-x_(n-1))/(x_(n-1)-x_(n-2)). (1) Then define A = ...

Adams' method is a numerical method for solving linear first-order ordinary differential equations of the form (dy)/(dx)=f(x,y). (1) Let h=x_(n+1)-x_n (2) be the step ...

An implicit method for solving an ordinary differential equation that uses f(x_n,y_n) in y_(n+1). In the case of a heat equation, for example, this means that a linear system ...

A direct search method of optimization that works moderately well for stochastic problems. It is based on evaluating a function at the vertices of a simplex, then iteratively ...

The conjugate gradient method is not suitable for nonsymmetric systems because the residual vectors cannot be made orthogonal with short recurrences, as proved in Voevodin ...

A root-finding method which was among the most popular methods for finding roots of univariate polynomials in the 19th and 20th centuries. It was invented independently by ...

A root-finding algorithm also known as the tangent hyperbolas method or Halley's rational formula. As in Halley's irrational formula, take the second-order Taylor series ...

A predictor-corrector method for solution of ordinary differential equations. The third-order equations for predictor and corrector are y_(n+1) = ...

An interior point method is a linear or nonlinear programming method (Forsgren et al. 2002) that achieves optimization by going through the middle of the solid defined by the ...

The conjugate gradient method is an algorithm for finding the nearest local minimum of a function of n variables which presupposes that the gradient of the function can be ...