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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 = ...
An apodization function similar to the Bartlett function.
Let gamma be a path given parametrically by sigma(t). Let s denote arc length from the initial point. Then int_gammaf(s)ds = int_a^bf(sigma(t))|sigma^'(t)|dt (1) = ...
The element in the diagonal of a matrix by which other elements are divided in an algorithm such as Gauss-Jordan elimination is called the pivot element. Partial pivoting is ...
A slightly archaic term for a computer-generated random number. The prefix pseudo- is used to distinguish this type of number from a "truly" random number generated by a ...
A robust estimation based on a rank test.
An estimation technique which is insensitive to small departures from the idealized assumptions which have been used to optimize the algorithm. Classes of such techniques ...
A generalization of the Runge-Kutta method for solution of ordinary differential equations, also called Kaps-Rentrop methods.
A low-pass filter which is useful for smoothing data.
A correspondence between a permutation and a pair of Young tableaux.
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