Numerical analysis

It is the study of numerical methods that attempt to find approximate solutions of problems rather than the exact ones.Current growth in computing power has enabled the use of more complex numerical analysis, providing detailed and realistic mathematical models in science and engineering.Examples of numerical analysis include: ordinary differential equations as found in celestial mechanics (predicting the motions of planets, stars and galaxies), numerical linear algebra in data analysis,[2][3][4] and stochastic differential equations and Markov chains for simulating living cells in medicine and biology.Before modern computers, numerical methods often relied on hand interpolation formulas, using data from large printed tables.Since the mid 20th century, computers calculate the required functions instead, but many of the same formulas continue to be used in software algorithms.Numerical analysis continues this long tradition: rather than giving exact symbolic answers translated into digits and applicable only to real-world measurements, approximate solutions within specified error bounds are used.[7] To facilitate computations by hand, large books were produced with formulas and tables of data such as interpolation points and function coefficients.The canonical work in the field is the NIST publication edited by Abramowitz and Stegun, a 1000-plus page book of a very large number of commonly used formulas and functions and their values at many points.But the invention of the computer also influenced the field of numerical analysis,[5] since now longer and more complicated calculations could be done.The Leslie Fox Prize for Numerical Analysis was initiated in 1985 by the Institute of Mathematics and its Applications.Starting from an initial guess, iterative methods form successive approximations that converge to the exact solution only in the limit.A convergence test, often involving the residual, is specified in order to decide when a sufficiently accurate solution has (hopefully) been found.Even using infinite precision arithmetic these methods would not reach the solution within a finite number of steps (in general).Round-off errors arise because it is impossible to represent all real numbers exactly on a machine with finite memory (which is what all practical digital computers are).An art of numerical analysis is to find a stable algorithm for solving a well-posed mathematical problem.Differential equation: If 100 fans are set up to blow air from one end of the room to the other and then a feather is dropped into the wind, what happens?The Netlib repository contains various collections of software routines for numerical problems, mostly in Fortran and C. Commercial products implementing many different numerical algorithms include the IMSL and NAG libraries; a free-software alternative is the GNU Scientific Library.The Naval Surface Warfare Center several times published its Library of Mathematics Subroutines (code here).There are also programming languages such as R[35] (similar to S-PLUS), Julia,[36] and Python with libraries such as NumPy, SciPy[37][38][39] and SymPy.[40][41] Many computer algebra systems such as Mathematica also benefit from the availability of arbitrary-precision arithmetic which can provide more accurate results.Excel, for example, has hundreds of available functions, including for matrices, which may be used in conjunction with its built in "solver".
Babylonian clay tablet YBC 7289 (c. 1800–1600 BCE) with annotations. The approximation of the square root of 2 is four sexagesimal figures, which is about six decimal figures. 1 + 24/60 + 51/60 2 + 10/60 3 = 1.41421296... [ 1 ]
NIST publication
A line through 20 points
A line through 20 points
How much for a glass of lemonade?
How much for a glass of lemonade?
Wind direction in blue, true trajectory in black, Euler method in red
Wind direction in blue, true trajectory in black, Euler method in red
YBC 7289square root of 2sexagesimaldecimalalgorithmsapproximationsymbolic manipulationsmathematical analysisdiscrete mathematicsordinary differential equationscelestial mechanicsnumerical linear algebrastochastic differential equationsMarkov chainsnumerical methodsinterpolationYale Babylonian Collectiondiagonalunit squarenumerical weather predictionpartial differential equationsquantitative financestocksderivativesoperations researchactuarialLinear interpolationNewton's methodLagrange interpolation polynomialGaussian eliminationEuler's methodJohn von NeumannHerman GoldstineE. T. WhittakerAbramowitz and Stegunmechanical calculatorLeslie Fox Prize for Numerical AnalysisInstitute of Mathematics and its Applicationsinfinite precision arithmeticQR factorizationsystems of linear equationssimplex methodlinear programmingfinite precisionstabilityiterative methodsconvergethe residualbisection methodJacobi iterationconjugate gradient methoddiscretizationdifferential equationfunctioncontinuumError propagationRound-off errorsreal numbersdigital computersTruncation errorsdiscretization errornumerically stablewell-conditionedgross domestic productlemonade standEuler methodHorner schemefloating-point arithmeticExtrapolationRegressionleast squaresmatrix decompositionLU decompositionCholesky decompositionsymmetrichermitianpositive-definite matrixQR decompositionJacobi methodGauss–Seidel methodsuccessive over-relaxationmatrix splittingRoot-finding algorithmsdifferentiableLinearizationeigenvalue decompositionssingular value decompositionsspectral image compressionprincipal component analysisMathematical optimizationconstraintsobjective functionLagrange multipliersNumerical integrationquadratureintegralNewton–Cotes formulasSimpson's ruleGaussian quadratureMonte Carloquasi-Monte Carlo methodsMonte Carlo integrationsparse gridsNumerical ordinary differential equationsNumerical partial differential equationsdifferential equationsfinite element methodfinite differencefinite volume methodfunctional analysisList of numerical-analysis softwareComparison of numerical-analysis softwareNetlibFortranfree-softwareGNU Scientific LibraryRoyal Statistical SocietyApplied StatisticsTransactions on Mathematical SoftwareNaval Surface Warfare CenterMATLABTK SolverS-PLUSFreeMatScilabGNU OctavePythoncomputer algebra systemsMathematicaarbitrary-precision arithmeticspreadsheetsoftwareAnalysis of algorithmsApproximation theoryComputational scienceComputational physicsGordon Bell PrizeInterval arithmeticList of numerical analysis topicsLocal linearization methodNumerical differentiationNumerical RecipesProbabilistic numericsSymbolic-numeric computationValidated numericsBultheel, AdhemarMathWorldWayback MachineCambridge University PressGolub, Gene H.Charles F. Van LoanHigham, Nicholas J.Hildebrand, F. B.Leader, Jeffery J.Wilkinson, J.H.Kahan, W.Trefethen, Lloyd N.Numerische MathematikEncyclopedia of MathematicsEMS PressarchivedU.S. Department of Energyarchived 2017-08-01Digital Library of Mathematical FunctionsUniversity of CambridgeUniversity of PennsylvaniaUniversity of KarlsruheOxford UniversityMahidol UniversityMassachusetts Institute of TechnologyUniversity of WaterlooUniversity of MarylandCalifornia State University FullertonmathematicsHistoryTimelineFutureGlossaryFoundationsCategory theoryInformation theoryMathematical logicPhilosophy of mathematicsSet theoryType theoryAlgebraAbstractCommutativeElementaryGroup theoryLinearMultilinearUniversalHomologicalAnalysisCalculusReal analysisComplex analysisHypercomplex analysisHarmonic analysisMeasure theoryDiscreteCombinatoricsGraph theoryOrder theoryGeometryAlgebraicAnalyticArithmeticDifferentialEuclideanFiniteNumber theoryAlgebraic number theoryAnalytic number theoryDiophantine geometryTopologyGeneralGeometricHomotopy theoryAppliedEngineering mathematicsMathematical biologyMathematical chemistryMathematical economicsMathematical financeMathematical physicsMathematical psychologyMathematical sociologyMathematical statisticsProbabilityStatisticsSystems scienceControl theoryGame theoryComputationalComputer scienceTheory of computationComputational complexity theoryOptimizationComputer algebraRelated topicsMathematiciansInformal mathematicsFilms about mathematiciansRecreational mathematicsMathematics and artMathematics educationbranches of physicsEngineeringExperimentalTheoreticalClassicalClassical mechanicsNewtonianAnalyticalCelestialAcousticsClassical electromagnetismClassical opticsThermodynamicsStatisticalNon-equilibriumModernRelativistic mechanicsSpecialNuclear physicsParticle physicsQuantum mechanicsAtomic, molecular, and optical physicsAtomicMolecularCondensed matter physicsSolid-state physicsCrystallographyAstrophysicsAtmospheric physicsBiophysicsChemical physicsGeophysicsMaterials scienceMedical physicsOcean physicsQuantum information scienceHistory of physicsNobel Prize in PhysicsPhilosophy of physicsPhysics educationresearchTimeline of physics discoveriesACM Computing Classification SystemHardwarePrinted circuit boardPeripheralIntegrated circuitVery Large Scale IntegrationSystems on Chip (SoCs)Energy consumption (Green computing)Electronic design automationHardware accelerationProcessorComputer architectureComputational complexityDependabilityEmbedded systemReal-time computingNetworksNetwork architectureNetwork protocolNetwork componentsNetwork schedulerNetwork performance evaluationNetwork serviceInterpreterMiddlewareVirtual machineOperating systemSoftware qualitySoftware notationsProgramming paradigmProgramming languageCompilerDomain-specific languageModeling languageSoftware frameworkIntegrated development environmentSoftware configuration managementSoftware librarySoftware repositorySoftware developmentControl variableSoftware development processRequirements analysisSoftware designSoftware constructionSoftware deploymentSoftware engineeringSoftware maintenanceProgramming teamOpen-source modelModel of computationStochasticFormal languageAutomata theoryComputability theorySemanticsAlgorithm designAlgorithmic efficiencyRandomized algorithmComputational geometrycomputingMathematical softwareTheoretical computer scienceInformation systemsDatabase management systemInformation storage systemsEnterprise information systemSocial information systemsGeographic information systemDecision support systemProcess control systemMultimedia information systemData miningDigital libraryComputing platformDigital marketingWorld Wide WebInformation retrievalSecurityCryptographyFormal methodsSecurity hackerSecurity servicesIntrusion detection systemHardware securityNetwork securityInformation securityApplication securityHuman–computer interactionInteraction designSocial computingUbiquitous computingVisualizationAccessibilityConcurrencyConcurrent computingParallel computingDistributed computingMultithreadingMultiprocessingArtificial intelligenceNatural language processingKnowledge representation and reasoningComputer visionAutomated planning and schedulingSearch methodologyControl methodPhilosophy of artificial intelligenceDistributed artificial intelligenceMachine learningSupervised learningUnsupervised learningReinforcement learningMulti-task learningCross-validationGraphicsAnimationExtended realityAugmentedVirtualRenderingPhotograph manipulationGraphics processing unitImage compressionSolid modelingQuantum ComputingE-commerceEnterprise softwareComputational mathematicsComputational chemistryComputational biologyComputational social scienceComputational engineeringComputational healthcareDigital artElectronic publishingCyberwarfareElectronic votingVideo gamesWord processingEducational technologyDocument managementOutline