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  2. Numerical stability - Wikipedia

    en.wikipedia.org/wiki/Numerical_stability

    Many algorithms solve this problem by starting with an initial approximation x 0 to , for instance x 0 = 1.4, and then computing improved guesses x 1, x 2, etc. One such method is the famous Babylonian method , which is given by x k +1 = ( x k + 2/ x k )/2.

  3. Von Neumann stability analysis - Wikipedia

    en.wikipedia.org/wiki/Von_Neumann_stability_analysis

    The stability of numerical schemes can be investigated by performing von Neumann stability analysis. For time-dependent problems, stability guarantees that the numerical method produces a bounded solution whenever the solution of the exact differential equation is bounded.

  4. Newmark-beta method - Wikipedia

    en.wikipedia.org/wiki/Newmark-beta_method

    It is widely used in numerical evaluation of the dynamic response of structures and solids such as in finite element analysis to model dynamic systems. The method is named after Nathan M. Newmark, [1] former Professor of Civil Engineering at the University of Illinois at Urbana–Champaign, who developed it in 1959 for use in structural ...

  5. Zero stability - Wikipedia

    en.wikipedia.org/wiki/Zero_stability

    Zero-stability, also known as D-stability in honor of Germund Dahlquist, [1] refers to the stability of a numerical scheme applied to the simple initial value problem ′ =.

  6. Lanczos algorithm - Wikipedia

    en.wikipedia.org/wiki/Lanczos_algorithm

    Numerical stability is the central criterion for judging the usefulness of implementing an algorithm on a computer with roundoff. For the Lanczos algorithm, it can be proved that with exact arithmetic , the set of vectors v 1 , v 2 , ⋯ , v m + 1 {\displaystyle v_{1},v_{2},\cdots ,v_{m+1}} constructs an orthonormal basis, and the eigenvalues ...

  7. Toeplitz matrix - Wikipedia

    en.wikipedia.org/wiki/Toeplitz_matrix

    [1] [2] Variants of the latter have been shown to be weakly stable (i.e. they exhibit numerical stability for well-conditioned linear systems). [3] The algorithms can also be used to find the determinant of a Toeplitz matrix in O ( n 2 ) {\displaystyle O(n^{2})} time.

  8. Kahan summation algorithm - Wikipedia

    en.wikipedia.org/wiki/Kahan_summation_algorithm

    var c = 0.0 // The array input has elements indexed for i = 1 to input.length do // c is zero the first time around. var y = input[i] + c // sum + c is an approximation to the exact sum. (sum,c) = Fast2Sum(sum,y) // Next time around, the lost low part will be added to y in a fresh attempt.

  9. Biconjugate gradient stabilized method - Wikipedia

    en.wikipedia.org/wiki/Biconjugate_gradient...

    In numerical linear algebra, the biconjugate gradient stabilized method, often abbreviated as BiCGSTAB, is an iterative method developed by H. A. van der Vorst for the numerical solution of nonsymmetric linear systems.