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Stability is sometimes achieved by including numerical diffusion. Numerical diffusion is a mathematical term which ensures that roundoff and other errors in the calculation get spread out and do not add up to cause the calculation to "blow up". Von Neumann stability analysis is a commonly used procedure for the stability analysis of finite ...
Based on this sample, the estimated population mean is 10, and the unbiased estimate of population variance is 30. Both the naïve algorithm and two-pass algorithm compute these values correctly. Next consider the sample (10 8 + 4, 10 8 + 7, 10 8 + 13, 10 8 + 16), which gives rise to the same estimated variance as the first sample. The two-pass ...
In mathematics, the conjugate gradient method is an algorithm for the numerical solution of particular systems of linear equations, namely those whose matrix is positive-semidefinite. The conjugate gradient method is often implemented as an iterative algorithm , applicable to sparse systems that are too large to be handled by a direct ...
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.
This algorithm can also be rewritten to use the Fast2Sum algorithm: [7] function KahanSum2(input) // Prepare the accumulator. var sum = 0.0 // A running compensation for lost low-order bits. var c = 0.0 // The array input has elements indexed for i = 1 to input.length do // c is zero the first time around.
IRLS can be used for ℓ 1 minimization and smoothed ℓ p minimization, p < 1, in compressed sensing problems. It has been proved that the algorithm has a linear rate of convergence for ℓ 1 norm and superlinear for ℓ t with t < 1, under the restricted isometry property , which is generally a sufficient condition for sparse solutions.
Verlet integration (French pronunciation:) is a numerical method used to integrate Newton's equations of motion. [1] It is frequently used to calculate trajectories of particles in molecular dynamics simulations and computer graphics .
It arises in the numerical analysis of explicit time integration schemes, when these are used for the numerical solution. As a consequence, the time step must be less than a certain upper bound, given a fixed spatial increment, in many explicit time-marching computer simulations ; otherwise, the simulation produces incorrect or unstable results.