Search Results for ""

The Jacobi method is a method of solving a matrix equation on a matrix that has no zeros along its main diagonal (Bronshtein and Semendyayev 1997, p. 892). Each diagonal ...

The Legendre differential equation is the second-order ordinary differential equation (1-x^2)(d^2y)/(dx^2)-2x(dy)/(dx)+l(l+1)y=0, (1) which can be rewritten ...

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 ...

The one-dimensional wave equation is given by (partial^2psi)/(partialx^2)=1/(v^2)(partial^2psi)/(partialt^2). (1) In order to specify a wave, the equation is subject to ...

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 ...

A quartic equation is a fourth-order polynomial equation of the form z^4+a_3z^3+a_2z^2+a_1z+a_0=0. (1) While some authors (Beyer 1987b, p. 34) use the term "biquadratic ...

According to Euler's rotation theorem, any rotation may be described using three angles. If the rotations are written in terms of rotation matrices D, C, and B, then a ...

An l_x table is a tabulation of numbers which is used to calculate life expectancies. x n_x d_x l_x q_x L_x T_x e_x 0 1000 200 1.00 0.20 0.90 2.70 2.70 1 800 100 0.80 0.12 ...

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 ...

Given a Jacobi theta function, the nome is defined as q(k) = e^(piitau) (1) = e^(-piK^'(k)/K(k)) (2) = e^(-piK(sqrt(1-k^2))/K(k)) (3) (Borwein and Borwein 1987, pp. 41, 109 ...