Absolute Error

Relative Error Jacobi Iteration

Error Ratio
xiv+1 = f (x1v, x2v, x3v, …, xnv)
Fixed Point Iteration 𝑥𝑛+1 = 𝑔 𝑥𝑛

Gauss-Seidel
Newton's Method
Iteration

v+1 v+1 v+1 v+1 v v

Secant Method xi = f (x1 , x2 , …, xi-1 , xi , …, xn )
System of Nonlinear Equations

Regula Falsi / False u(x,y) = f1(x,y) = 0

Position If f(xl)*f(xr) < 1 , xr = xu v(x,y) = f2(x,y) = 0
If f(xl)*f(xr) > 1 , xr = xl
Newton Method

Bisection / Half
Interval If f(xl)*f(xr) < 1 , xr = xu
If f(xl)*f(xr) > 1 , xr = xl
System of Linear Equations h0 = x1 - x0 h1 = x2 - x1

Gauss Elimination

Muller's
Gauss-Jordan b = ah1 + δ1
Method
Elimination
c = f(x2)
Ax = b
A = LU U
UD = b
Lx = D if b is (+), b+sqrt…, otherwise b-sqrt
n n-1 2
L f(x) = anx + an-1x + … + a2x + a1x + a0
LU Decomposition an = 1
assume r & s
f21 = a21/a11 i = n-2 to 0
f31 = a31/a11 bn = an cn = bn
f32 = a'32/a'22 bn-1 = an-1 - rbn cn-1 = bn-1 - rcn
bi = ai - rbi+1 - sbi+2 ci = bi - rci+1 - sci+2
Bairstow's
Method c2Δr + c3Δs = b1
c1Δr + c2Δs = b0
rnew = rold + Δr snew = sold + Δs

Thomas Algorithm

Approximation

Taylor Series
f21 = a21/a11
f32 = a32/a'22 Interpolation
f43 = a43/a''33

Lagrange
Interpolation

Cholesky
Decomposition

Spline
Interpolation

-1
General Schema Convergence: M = N P
||M|| < 1

for Jacobi Iter.

 pn(x) = a0 + a1(x - x0) + a2(x - x0)(x - x1) + … + an-1(x -
x0)(x - x1) … (x - xn-2) + an(x - x0)(x - x1) … (x - xn-2)(x -
xn-1)

a0 = f(x0)

Newton Polynomial

Curve Fitting
ei = f(xi) - yi
Least Squares Line

Goodness of fit

Numerical Integration
j-1
Romberg Rk,j = Rk,j-1 + (Rk,j-1 - Rk-1,j-1)/)4 - 1), k = j, j+1, …

2-Point Gaussian
Quadrature

Finite Difference Method

2D-Heat Equation

Explicit Method

2 2
2κΔt/min((Δx) ,(Δz) ) ≤ 1

Implicit Method

2 2
sx=κΔt/(Δx) sz=κΔt/(Δz)
Solutions of ODE
Taylor Series y' = f(x,y), y(x0)=y0
Expansion 2
y(x0+h) = y(x0) + hy'(x0) + (h /2)y"(x0) + …
yn+1 = yn + h(k1 + 4k2 + k3)/6
k1 = f(xn, yn)
RKM 3rd Order
k2 = f(xn + h/2, yn + hk1/2)
k3 = f(xn + h, yn - hk1 +2hk2)