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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 root-finding algorithm which assumes a function to be approximately linear in the region of interest. Each improvement is taken as the point where the approximating line ...

The Gauss-Seidel method (called Seidel's method by Jeffreys and Jeffreys 1988, p. 305) is a technique for solving the n equations of the linear system of equations Ax=b one ...

The successive overrelaxation method (SOR) is a method of solving a linear system of equations Ax=b derived by extrapolating the Gauss-Seidel method. This extrapolation takes ...

A standard form of the linear programming problem of maximizing a linear function over a convex polyhedron is to maximize c·x subject to mx<=b and x>=0, where m is a given ...

The biconjugate gradient stabilized (BCGSTAB) method was developed to solve nonsymmetric linear systems while avoiding the often irregular convergence patterns of the ...

A method which can be used to solve the initial value problem for certain classes of nonlinear partial differential equations. The method reduces the initial value problem to ...

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 ...

Linear Algebra

Linear programming, sometimes known as linear optimization, is the problem of maximizing or minimizing a linear function over a convex polyhedron specified by linear and ...