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  2. Prediction by partial matching - Wikipedia

    en.wikipedia.org/wiki/Prediction_by_partial_matching

    Prediction by partial matching (PPM) is an adaptive statistical data compression technique based on context modeling and prediction. PPM models use a set of previous symbols in the uncompressed symbol stream to predict the next symbol in the stream. PPM algorithms can also be used to cluster data into predicted groupings in cluster analysis.

  3. Modified Richardson iteration - Wikipedia

    en.wikipedia.org/wiki/Modified_Richardson_iteration

    "The approximate arithmetical solution by finite differences of physical problems involving differential equations, with an application to the stresses in a masonry dam". Philosophical Transactions of the Royal Society A .

  4. Nelder–Mead method - Wikipedia

    en.wikipedia.org/wiki/Nelder–Mead_method

    Nelder–Mead (Downhill Simplex) explanation and visualization with the Rosenbrock banana function; John Burkardt: Nelder–Mead code in Matlab - note that a variation of the Nelder–Mead method is also implemented by the Matlab function fminsearch. Nelder-Mead optimization in Python in the SciPy library.

  5. Ridders' method - Wikipedia

    en.wikipedia.org/wiki/Ridders'_method

    The formula below converges quadratically when the function is well-behaved, which implies that the number of additional significant digits found at each step approximately doubles; but the function has to be evaluated twice for each step, so the overall order of convergence of the method with respect to function evaluations rather than with ...

  6. Quadratically constrained quadratic program - Wikipedia

    en.wikipedia.org/wiki/Quadratically_constrained...

    There are two main relaxations of QCQP: using semidefinite programming (SDP), and using the reformulation-linearization technique (RLT). For some classes of QCQP problems (precisely, QCQPs with zero diagonal elements in the data matrices), second-order cone programming (SOCP) and linear programming (LP) relaxations providing the same objective value as the SDP relaxation are available.

  7. Alternating-direction implicit method - Wikipedia

    en.wikipedia.org/wiki/Alternating-direction...

    In numerical linear algebra, the alternating-direction implicit (ADI) method is an iterative method used to solve Sylvester matrix equations.It is a popular method for solving the large matrix equations that arise in systems theory and control, [1] and can be formulated to construct solutions in a memory-efficient, factored form.

  8. Lagrange polynomial - Wikipedia

    en.wikipedia.org/wiki/Lagrange_polynomial

    Solving an interpolation problem leads to a problem in linear algebra amounting to inversion of a matrix. Using a standard monomial basis for our interpolation polynomial () = =, we must invert the Vandermonde matrix to solve () = for the coefficients of ().

  9. FTCS scheme - Wikipedia

    en.wikipedia.org/wiki/FTCS_scheme

    The function must be discretized spatially with a central difference scheme. This is an explicit method which means that, + can be explicitly computed (no need of solving a system of algebraic equations) if values of at previous time level () are known. FTCS method is computationally inexpensive since the method is explicit.