Numerical analysis: Difference between revisions

Revision as of 22:08, 7 May 2004

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Another fundamental problem is computing the solution of some given equation. Two cases are commonly distinguished, depending on whether the equation is linear or not.

Much effort has been put in the development of methods for solving systems of linear equations. Standard methods are [[Gauss-Jordan elimination]] and [[LU-factorization]]. [[Iterative method]]s such as Conjugatethe Gradients[[conjugate gradient method]] are usually preferred for large systems.

[[Root-finding algorithm]]s are used to solve nonlinear equations (they are called like this since a root of a function is an argument for which the function yields zero). If the function is [[derivative|differentiable]] and the derivative is known, then [[Newton's method]] is a popular choice.