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  2. List of arbitrary-precision arithmetic software - Wikipedia

    en.wikipedia.org/wiki/List_of_arbitrary...

    Go: the standard library package math/big implements arbitrary-precision integers (Int type), rational numbers (Rat type), and floating-point numbers (Float type) Guile: the built-in exact numbers are of arbitrary precision. Example: (expt 10 100) produces the expected (large) result. Exact numbers also include rationals, so (/ 3 4) produces 3/4.

  3. Adaptive step size - Wikipedia

    en.wikipedia.org/wiki/Adaptive_step_size

    Let us now apply Euler's method again with a different step size to generate a second approximation to y(t n+1). We get a second solution, which we label with a ( 1 ) {\displaystyle (1)} . Take the new step size to be one half of the original step size, and apply two steps of Euler's method.

  4. Numerical methods for ordinary differential equations - Wikipedia

    en.wikipedia.org/wiki/Numerical_methods_for...

    The algorithms studied here can be used to compute such an approximation. An alternative method is to use techniques from calculus to obtain a series expansion of the solution. Ordinary differential equations occur in many scientific disciplines, including physics , chemistry , biology , and economics . [ 1 ]

  5. Conjugate gradient method - Wikipedia

    en.wikipedia.org/wiki/Conjugate_gradient_method

    The result, x 2, is a "better" approximation to the system's solution than x 1 and x 0. If exact arithmetic were to be used in this example instead of limited-precision, then the exact solution would theoretically have been reached after n = 2 iterations ( n being the order of the system).

  6. Simpson's rule - Wikipedia

    en.wikipedia.org/wiki/Simpson's_rule

    Simpson's 1/3rd rule of integration — Notes, PPT, Mathcad, Matlab, Mathematica, Maple at Numerical Methods for STEM undergraduate A detailed description of a computer implementation is described by Dorai Sitaram in Teach Yourself Scheme in Fixnum Days , Appendix C

  7. LOBPCG - Wikipedia

    en.wikipedia.org/wiki/LOBPCG

    Kantorovich in 1948 proposed calculating the smallest eigenvalue of a symmetric matrix by steepest descent using a direction = of a scaled gradient of a Rayleigh quotient = (,) / (,) in a scalar product (,) = ′, with the step size computed by minimizing the Rayleigh quotient in the linear span of the vectors and , i.e. in a locally optimal manner.

  8. Remez algorithm - Wikipedia

    en.wikipedia.org/wiki/Remez_algorithm

    The Remez algorithm or Remez exchange algorithm, published by Evgeny Yakovlevich Remez in 1934, is an iterative algorithm used to find simple approximations to functions, specifically, approximations by functions in a Chebyshev space that are the best in the uniform norm L ∞ sense. [1]

  9. Function approximation - Wikipedia

    en.wikipedia.org/wiki/Function_approximation

    Several progressively more accurate approximations of the step function. An asymmetrical Gaussian function fit to a noisy curve using regression.. In general, a function approximation problem asks us to select a function among a well-defined class [citation needed] [clarification needed] that closely matches ("approximates") a target function [citation needed] in a task-specific way.