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  2. Fundamental solution - Wikipedia

    en.wikipedia.org/wiki/Fundamental_solution

    In mathematics, a fundamental solution for a linear partial differential operator L is a formulation in the language of distribution theory of the older idea of a Green's function (although unlike Green's functions, fundamental solutions do not address boundary conditions).

  3. Farkas' lemma - Wikipedia

    en.wikipedia.org/wiki/Farkas'_lemma

    The latter variant is mentioned for completeness; it is not actually a "Farkas lemma" since it contains only equalities. Its proof is an exercise in linear algebra. There are also Farkas-like lemmas for integer programs. [9]: 12--14 For systems of equations, the lemma is simple: Assume that A and b have rational coefficients.

  4. Probabilistic numerics - Wikipedia

    en.wikipedia.org/wiki/Probabilistic_numerics

    Bayesian optimization of a function (black) with Gaussian processes (purple). Three acquisition functions (blue) are shown at the bottom. [19]Probabilistic numerics have also been studied for mathematical optimization, which consist of finding the minimum or maximum of some objective function given (possibly noisy or indirect) evaluations of that function at a set of points.

  5. List of numerical analysis topics - Wikipedia

    en.wikipedia.org/wiki/List_of_numerical_analysis...

    Linear-fractional programming — objective is ratio of linear functions, constraints are linear Fractional programming — objective is ratio of nonlinear functions, constraints are linear; Nonlinear complementarity problem (NCP) — find x such that x ≥ 0, f(x) ≥ 0 and x T f(x) = 0; Least squares — the objective function is a sum of squares

  6. System of linear equations - Wikipedia

    en.wikipedia.org/wiki/System_of_linear_equations

    A linear system in three variables determines a collection of planes.The intersection point is the solution. In mathematics, a system of linear equations (or linear system) is a collection of two or more linear equations involving the same variables.

  7. Linear equation - Wikipedia

    en.wikipedia.org/wiki/Linear_equation

    The functions whose graph is a line are generally called linear functions in the context of calculus. However, in linear algebra, a linear function is a function that maps a sum to the sum of the images of the summands. So, for this definition, the above function is linear only when c = 0, that is when the

  8. Linear least squares - Wikipedia

    en.wikipedia.org/wiki/Linear_least_squares

    Mathematically, linear least squares is the problem of approximately solving an overdetermined system of linear equations A x = b, where b is not an element of the column space of the matrix A. The approximate solution is realized as an exact solution to A x = b', where b' is the projection of b onto the column space of A. The best ...

  9. Relaxation (iterative method) - Wikipedia

    en.wikipedia.org/wiki/Relaxation_(iterative_method)

    These equations describe boundary-value problems, in which the solution-function's values are specified on boundary of a domain; the problem is to compute a solution also on its interior. Relaxation methods are used to solve the linear equations resulting from a discretization of the differential equation, for example by finite differences. [2 ...

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