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Numerical Methods Contents - SAM

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x∗ n y ˆ= discrete periodic convolution of vectors,<br />

548<br />

M ˆ= set of machine numbers, 106<br />

δ ij ˆ= Kronecker symbol, 24<br />

κ(A) ˆ= spectral condition number, 348<br />

λ max ˆ= largest eigenvalue (in modulus), 348<br />

λ min ˆ= smalles eigenvalue (in modulus), 348<br />

1 = (1,...,1) T , 909, 930<br />

Ncut(X) ˆ= normalized cut of subset of weighted<br />

graph, 430<br />

cond(A), 132<br />

cut(X) ˆ= cut of subset of weighted graph, 430<br />

env(A), 166<br />

nnz, 139<br />

rank(A) ˆ= rank of matrix A, 70<br />

rd, 111<br />

weight(X) ˆ= connectivity of subset of weighted<br />

graph, 430<br />

m(A), 164<br />

ρ(A) ˆ= spectral radius of A ∈ K n,n , 397<br />

ρ A (u) ˆ= Rayleigh quotient, 423<br />

f ˆ= right hand side of an ODE, 830<br />

σ(M) hat= spectrum of matrix M, 343<br />

˜⋆, 111<br />

m(A), 164<br />

m(A), 164<br />

y[t i , ...,t i+k ] ˆ= divided difference, 658<br />

‖ x ‖ 1 , 115<br />

‖ x ‖ 2 , 115<br />

‖ x ‖ ∞ , 115<br />

˙ ˆ= Derivative w.r.t. time t, 823<br />

TOL tolerance, 876<br />

Ôº ½¿º<br />

Evolution operator, 839<br />

Explicit Runge-Kutta method, 864<br />

Fill-In, 153<br />

Frobenius norm, 496<br />

function<br />

concave, 691<br />

convex, 691<br />

Hessian matrix, 306<br />

Inverse of a matrix, 70<br />

Krylov space, 353<br />

L-stable Runge-Kutta method, 931<br />

Lebesgue constant, 643<br />

Legendre polynomials, 799<br />

Linear convergence, 243<br />

Lipschitz continuos function, 835, 836<br />

machine numbers, 108<br />

matrix<br />

generalized condition number, 506<br />

s.p.d, 179<br />

Single step method, 848<br />

symmetric positive definite, 179<br />

Matrix envelope, 166<br />

matrix norm, 116<br />

monotonic data, 689<br />

norm, 115<br />

Frobenius norm, 496<br />

Normalized cut, 430<br />

numerical algorithm, 119<br />

Order of convergence, 247<br />

orthogonal matrix, 194<br />

Permutation matrix, 102<br />

polynomial<br />

Bernstein, 754<br />

Chebychev, 671<br />

generalized Lagrange, 640<br />

pseudoinverse, 505<br />

Rank of a matrix, 70<br />

Rayleigh quotient, 423<br />

residual, 126<br />

Runge-Kutta method, 928<br />

Ôº½ ½¿º<br />

singular value decomposition (SVD), 484<br />

sparse matrices, 139<br />

List of Definitions<br />

sparse matrix, 139<br />

splines, 721<br />

stable algorithm, 120<br />

Arrow matrix, 156<br />

Bézier curves, 757<br />

Bernstein polynomials, 754<br />

Chebychev polynomial, 671<br />

circulant matrix, 551<br />

concave<br />

data, 690<br />

function, 691<br />

Condition (number) of a matrix, 132<br />

Consistency of fixed point iterations, 259<br />

Consistency of iterative methods, 240<br />

Contractive mapping, 263<br />

Convergence, 240<br />

local, 241<br />

convex<br />

data<br />

data, 690<br />

function, 691<br />

concave, 690<br />

convex, 690<br />

Diagonally dominant matrix, 182<br />

Discrete convolution, 545<br />

discrete Fourier transform, 565<br />

discrete periodic convolution, 548<br />

eigenvalues and eigenvectors, 397<br />

energy norm, 333<br />

Ôº¼ ½¿º<br />

Structurally symmetric matrix, 172<br />

Toeplitz matrix, 620<br />

Types of matrices, 86<br />

unitary matrix, 194<br />

Ôº¾ ½¿º<br />

global, 241<br />

equivalence of norms, 243

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