Hierarchical Matrix
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Hierarchical Matrix
In numerical mathematics, hierarchical matrices (H-matrices) are used as data-sparse approximations of non-sparse matrices. While a sparse matrix of dimension n can be represented efficiently in O(n) units of storage by storing only its non-zero entries, a non-sparse matrix would require O(n^2) units of storage, and using this type of matrices for large problems would therefore be prohibitively expensive in terms of storage and computing time. Hierarchical matrices provide an approximation requiring only O(n k\,\log(n)) units of storage, where k is a parameter controlling the accuracy of the approximation. In typical applications, e.g., when discretizing integral equations, preconditioning the resulting systems of linear equations, or solving elliptic partial differential equations, a rank proportional to \log(1/\epsilon)^\gamma with a small constant \gamma is sufficient to ensure an accuracy of \epsilon. Compared to many other data-sparse representations of non-sparse matrices, hiera ...
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Numerical Mathematics
Numerical analysis is the study of algorithms that use numerical approximation (as opposed to symbolic manipulations) for the problems of mathematical analysis (as distinguished from discrete mathematics). It is the study of numerical methods that attempt at finding approximate solutions of problems rather than the exact ones. Numerical analysis finds application in all fields of engineering and the physical sciences, and in the 21st century also the life and social sciences, medicine, business and even the arts. 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, and stochastic differential equations and Markov chains for simulating living cells in medicine and b ...
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Sparse Matrix
In numerical analysis and scientific computing, a sparse matrix or sparse array is a matrix in which most of the elements are zero. There is no strict definition regarding the proportion of zero-value elements for a matrix to qualify as sparse but a common criterion is that the number of non-zero elements is roughly equal to the number of rows or columns. By contrast, if most of the elements are non-zero, the matrix is considered dense. The number of zero-valued elements divided by the total number of elements (e.g., ''m'' × ''n'' for an ''m'' × ''n'' matrix) is sometimes referred to as the sparsity of the matrix. Conceptually, sparsity corresponds to systems with few pairwise interactions. For example, consider a line of balls connected by springs from one to the next: this is a sparse system as only adjacent balls are coupled. By contrast, if the same line of balls were to have springs connecting each ball to all other balls, the system would correspond to a dense matrix. The ...
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Panel Clustering
Panel may refer to: Arts and media Visual arts *Panel (comics), a single image in a comic book, comic strip or cartoon; also, a comic strip containing one such image *Panel painting, in art, either one element of a multi-element piece of art, such as a triptych, a piece of sequential art such as a graphic novel or comic strip, or a wooden panel used to paint a picture on *Groupings of rock art, pictographs or petroglyphs Television * ''The Panel'' (Australian TV series), an Australian talk show * ''The Panel'' (Irish TV series), an Irish talk show * Panel game, a form of game show involving a group of celebrities Law * Judicial panel, set of judges who sit to hear a cause of action * Jury panel, body of people convened to render a judicial verdict * ''Panel'', or ''pannel'', in Scotland, formal term in solemn proceedings for an accused person; see Indictment People * Brice Panel (born 1983), French sprinter * Caroline Giron-Panel (born 1979), French historian and music ...
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Fast Multipole Method
__NOTOC__ The fast multipole method (FMM) is a numerical technique that was developed to speed up the calculation of long-ranged forces in the ''n''-body problem. It does this by expanding the system Green's function using a multipole expansion, which allows one to group sources that lie close together and treat them as if they are a single source. The FMM has also been applied in accelerating the iterative solver in the method of moments (MOM) as applied to computational electromagnetics problems. The FMM was first introduced in this manner by Leslie Greengard and Vladimir Rokhlin Jr. and is based on the multipole expansion of the vector Helmholtz equation. By treating the interactions between far-away basis functions using the FMM, the corresponding matrix elements do not need to be explicitly stored, resulting in a significant reduction in required memory. If the FMM is then applied in a hierarchical manner, it can improve the complexity of matrix-vector products in an ite ...
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Boundary Element Method
The boundary element method (BEM) is a numerical computational method of solving linear partial differential equations which have been formulated as integral equations (i.e. in ''boundary integral'' form), including fluid mechanics, acoustics, electromagnetics (where the technique is known as Method of moments (electromagnetics), method of moments or abbreviated as MoM), fracture mechanics, and contact mechanics. Mathematical basis The integral equation may be regarded as an exact solution of the governing partial differential equation. The boundary element method attempts to use the given boundary conditions to fit boundary values into the integral equation, rather than values throughout the space defined by a partial differential equation. Once this is done, in the post-processing stage, the integral equation can then be used again to calculate numerically the solution directly at any desired point in the interior of the solution domain. BEM is applicable to problems for which G ...
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Galerkin Method
In mathematics, in the area of numerical analysis, Galerkin methods, named after the Russian mathematician Boris Galerkin, convert a continuous operator problem, such as a differential equation, commonly in a weak formulation, to a discrete problem by applying linear constraints determined by finite sets of basis functions. Often when referring to a Galerkin method, one also gives the name along with typical assumptions and approximation methods used: * Ritz–Galerkin method (after Walther Ritz) typically assumes symmetric and positive definite bilinear form in the weak formulation, where the differential equation for a physical system can be formulated via minimization of a quadratic function representing the system energy and the approximate solution is a linear combination of the given set of the basis functions.A. Ern, J.L. Guermond, ''Theory and practice of finite elements'', Springer, 2004, * Bubnov–Galerkin method (after Ivan Bubnov) does not require the bilinear fo ...
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Polynomial Interpolation
In numerical analysis, polynomial interpolation is the interpolation of a given data set by the polynomial of lowest possible degree that passes through the points of the dataset. Given a set of data points (x_0,y_0), \ldots, (x_n,y_n), with no two x_j the same, a polynomial function p(x) is said to interpolate the data if p(x_j)=y_j for each j\in\. Two common explicit formulas for this polynomial are the Lagrange polynomials and Newton polynomials. Applications Polynomials can be used to approximate complicated curves, for example, the shapes of letters in typography, given a few points. A relevant application is the evaluation of the natural logarithm and trigonometric functions: pick a few known data points, create a lookup table, and interpolate between those data points. This results in significantly faster computations. Polynomial interpolation also forms the basis for algorithms in numerical quadrature and numerical ordinary differential equations and Secure Multi ...
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Lagrange Polynomial
In numerical analysis, the Lagrange interpolating polynomial is the unique polynomial of lowest degree of a polynomial, degree that polynomial interpolation, interpolates a given set of data. Given a data set of graph of a function, coordinate pairs (x_j, y_j) with 0 \leq j \leq k, the x_j are called ''nodes'' and the y_j are called ''values''. The Lagrange polynomial L(x) has degree \leq k and assumes each value at the corresponding node, L(x_j) = y_j. Although named after Joseph-Louis Lagrange, who published it in 1795, the method was first discovered in 1779 by Edward Waring. It is also an easy consequence of a formula published in 1783 by Leonhard Euler. Uses of Lagrange polynomials include the Newton–Cotes formulas, Newton–Cotes method of numerical integration and Shamir's Secret Sharing, Shamir's secret sharing scheme in cryptography. For equispaced nodes, Lagrange interpolation is susceptible to Runge's phenomenon of large oscillation. Definition Given a set of k + ...
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Low Rank Approximation
In mathematics, low-rank approximation is a minimization problem, in which the cost function measures the fit between a given matrix (the data) and an approximating matrix (the optimization variable), subject to a constraint that the approximating matrix has reduced rank. The problem is used for mathematical modeling and data compression. The rank constraint is related to a constraint on the complexity of a model that fits the data. In applications, often there are other constraints on the approximating matrix apart from the rank constraint, e.g., non-negativity and Hankel structure. Low-rank approximation is closely related to: * principal component analysis, * factor analysis, * total least squares, * latent semantic analysis * orthogonal regression, and * dynamic mode decomposition. Definition Given * structure specification \mathcal : \mathbb^ \to \mathbb^, * vector of structure parameters p\in\mathbb^, * norm \, \cdot \, , and * desired rank r, : \text \quad \text ...
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Green's Function
In mathematics, a Green's function is the impulse response of an inhomogeneous linear differential operator defined on a domain with specified initial conditions or boundary conditions. This means that if \operatorname is the linear differential operator, then * the Green's function G is the solution of the equation \operatorname G = \delta, where \delta is Dirac's delta function; * the solution of the initial-value problem \operatorname y = f is the convolution (G \ast f). Through the superposition principle, given a linear ordinary differential equation (ODE), \operatorname y = f, one can first solve \operatorname G = \delta_s, for each , and realizing that, since the source is a sum of delta functions, the solution is a sum of Green's functions as well, by linearity of . Green's functions are named after the British mathematician George Green, who first developed the concept in the 1820s. In the modern study of linear partial differential equations, Green's functions are s ...
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Finite Element Method
The finite element method (FEM) is a popular method for numerically solving differential equations arising in engineering and mathematical modeling. Typical problem areas of interest include the traditional fields of structural analysis, heat transfer, fluid flow, mass transport, and electromagnetic potential. The FEM is a general numerical method for solving partial differential equations in two or three space variables (i.e., some boundary value problems). To solve a problem, the FEM subdivides a large system into smaller, simpler parts that are called finite elements. This is achieved by a particular space discretization in the space dimensions, which is implemented by the construction of a mesh of the object: the numerical domain for the solution, which has a finite number of points. The finite element method formulation of a boundary value problem finally results in a system of algebraic equations. The method approximates the unknown function over the domain. The sim ...
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Spectral Method
Spectral methods are a class of techniques used in applied mathematics and scientific computing to numerically solve certain differential equations. The idea is to write the solution of the differential equation as a sum of certain " basis functions" (for example, as a Fourier series which is a sum of sinusoids) and then to choose the coefficients in the sum in order to satisfy the differential equation as well as possible. Spectral methods and finite element methods are closely related and built on the same ideas; the main difference between them is that spectral methods use basis functions that are generally nonzero over the whole domain, while finite element methods use basis functions that are nonzero only on small subdomains (compact support). Consequently, spectral methods connect variables ''globally'' while finite elements do so ''locally''. Partially for this reason, spectral methods have excellent error properties, with the so-called "exponential convergence" being the fa ...
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