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An algorithm for finding the nearest local minimum of a function which presupposes that the gradient of the function can be computed. The method of steepest descent, also ...

A method for solving ordinary differential equations using the formula y_(n+1)=y_n+hf(x_n,y_n), which advances a solution from x_n to x_(n+1)=x_n+h. Note that the method ...

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 = ...

The finite difference is the discrete analog of the derivative. The finite forward difference of a function f_p is defined as Deltaf_p=f_(p+1)-f_p, (1) and the finite ...

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 generalized minimal residual (GMRES) method (Saad and Schultz 1986) is an extension of the minimal residual method (MINRES), which is only applicable to symmetric ...

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 ...