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Root Finding:

x

R

E

MAX

  f ( x U )( x U  x L ) x U f ( x U )  f ( x L

)

x

i

x

0

2

N

N log

2

x

0

E

MAX

1

x

i

 f ( x i )( x i   1 x i ) f ( x i  1 )  f ( x i ) x i 0 / E MAX ) x i  1

log 2

1

log( x

x

i

x

 f ( x i )  i f  ( x i )  x i f ( x i ) f ( x i   x i )  f ( x i )

N = estimate number (first is estimate 1), estimate N involves N-1 function evaluations/wall movements

Finding a Minimum:

X

2

X

U

d

, X

1

X

L

d

,

d

(

1)(

X

U

X

L

),

1
5

2

1.6180339887 E

MAX

x

0 (

1)

N

2

max error assumes midpoint of interval chosen as the final answer, N = number of wall movements

x

x

2

 1  x 2  x 1 2  f ( x 2 )  f ( x 3 )    x 2  x 3 2  f ( x 2 )  f ( x 1 )  2  x 2  x 1  f ( x 2 )  f ( x 3 )   x 2  x 3  f ( x 2 )  f ( x 1 )

Simultaneous Equations:

x 1 = low, x 2 = interior, x 3 = high

 row Ax Ax  row b  ( element _ b   Ld LU b   below  b _ pivot and Ux  Pb  /   LUx  b  P   1 LUx pivot d Ld  )* Pb pivot d  and _ L Ux \ row ,  x b d  Iterative methods: x k  1  Cx k  d c ii  0 c ij  a ij / a ii d i Lagrange Polynomial: p ( x )  L 1 ( x ) y 1  L 2 ( x ) y 2  L 3 ( x ) y 3   L N ( x ) y N L ( x )  ( x  x 1 )( x  x 2 )  ( x  x k  1 )( x  x k  1 )  ( x  x N ) k ( x k  x 1 )( x k  x 2 )  ( x k  x k  1 )( x k  x k  1 )  ( x k  x N )

U

\

d

d

b / a

i

ii

L

\ (

P

*

b

),

x

U

\

d

Numerator of L k (x) is product of all (x x i ) except for (x x k ) Denominator of L k (x) is product of all (x k x i ) except for (x k x k )

Newton's Polynomial:

p

(

a 1

x

Dy

i

)

a

1

a

2

(

x

x

1

y

1

y

i

a

1

2

y

Dy

i

x

i

1

x

i

1

D

2

)

a

y

a

3

(

x

x

1

)(

x

x

2

)

a

N (

x

x

1

)

(

x

3

i

D

2

y

1

Dy

i

1

a

Dy

i

x

i

2

x

i

N

D

k

D

y

i

N

1

y

D

1

k

1

y

i

1

D

k

1

y

i

x

i

k

x

i

x

N

1

)

 Regression:   b  n  x y i i    x i y i b  2   x i y i    x i x y i i Straight line fit: 2 S t  S r y mx m 2 n  x i 2    x ( i  2 2 n  x i 2    x i  2 r  S t S t   ( y i  y ) S r   ( y  i f x i )) For a straight line fit only: r  n  x y i i    x i y i n  x i 2    x i  2 n  y i 2    y i  2 For For y y   For y    e x  x  x  x  x y  log( ) x ln( y y  x  x  1 y  )   log( y 1  )  e b ,     m b 10 , 1/ b    m /  b m   x x y , General least squares : y  a z 1 1 ( x )  a 2 z 2 ( x )  a z 3 3 ( x )   a m z m ( x ) Basic solution : z ij  z j ( x i ) Z T Za  Z T y QR decomposition : Z  QR Ra  Q T y Integration: I  h 2  f ( x 0 )  f ( x 1 )   I  h 2  f ( x 0 )  2 f ( x 1 )  2 f ( x 2 )  2 f ( x 3 )    2 f ( x N  1 )  f ( I  h 3  f ( x 0 )  4 f ( x 1 )  f ( x 2 )   I  h 3  f ( x 0 )  4 f ( x 1 )  2 f ( x 2 )  4 f ( x 3 )  2 f ( x 4 )  I  I 3 h 8  f ( x 0 )  3 f ( x 1 )  h 3 f ( x 2 )  f ( x 3 ) h 1 I I  4 k  1 j  1, k  1  I , j k  1 I  I 1, k 2, k  1   I 1, k j ,1  estimate using j h j  2 j  1 j , k 4 k  1  1

 

y

mx

x

N

)

4

f

(

x

N

1

)

f

(

x

N

)

 n c 0 x 0 c 1 x 1 c 2 x 2 c 3 x 3 2 1 -0.57735 1 0.57735 3 5/9 -0.77459 8/9 0 5/9 0.77459 4 0.347855 -0.861136 0.652145 -0.339981 0.652145 0.339981 0.347855 0.861136

Directly usable only for -1 to 1.

Differentiation:

For a to b use

b

a

f

(

x

)

dx    b

a

2

n

1

i

0

c

i

f   b

a

2

b

a

2

x

i

   

 First Derivative Formula Error Forward (2 point) f x ( i  1 )  f ( x i  h ) / O(h) Forward (3 point)   f ( x i  2 )  4 f ( x i  1 )  3 f ( x i  ) / 2 h O(h 2 ) Backwards (2 point) f x ( i )  f ( x i 1  h ) / O(h) Backwards (3 point)  f 3 ( x i )  4 f ( x i 1 )  f ( x i 2  ) / 2 h O(h 2 ) Central (2 point) f x ( i 1 )  f ( x i 1  ) / 2 h O(h 2 ) Central (4 point)   f ( x i 2 )  8 f ( x i 1 )  8 f ( x i 1 )  f ( x i 2  ) /12 h O(h 4 ) h 4 k  1 D j  1, k  1  D j k  1 D  D 1, k 2, k  1   D 1, k D  estimate using h j h  1 D  , j ,1 j 2 j  1 , j k 4 k  1 1  ODE's: dy  f ( t y ) y  y   h Euler :   f ( t y ) Midpoint :   f ( t y ) dt , i  1 i i , i i  1/2 , i  1/2 Heun : 0   f ( t ) h j 1 i   y  f ( t i , y i )  f ( t i  1 , y j  1 i  1 ) h y i  1 y , y y i i i i 2 no iteration y i  1  y 1 with iteration i  1 y i  1  y m i  1 m  1 y m y  i  1 i  1 m y i  1   A d 2 y 2  B dy  Cy  D  dy  y  , dy   D  By  Cy dt dt dt dt A