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Glossary

adjacency matrix
Matrix whose nonzero entries show the links between nodes in a graph.
(From matrix to insight)
adjoint
Conjugate transpose of a complex matrix.
(Computing with matrices)
advection equation
Archetypical PDE of hyperbolic type, representing transport phenomena.
(section-advection-traffic)
algorithm
List of instructions for transforming data into a result.
(Algorithms)
Arnoldi iteration
Stable algorithm for finding orthonormal bases of nested Krylov subspaces.
(section-krylov-subspace)
asymptotic
Relationship indicating that two functions have the same leading behavior in some limit.
(Efficiency of matrix computations)
backward error
Change to the input of a problem required to produce the result found by an inexact algorithm.
(Stability)
backward substitution
Systematic method for solving a linear system with an upper triangular matrix.
(Linear systems)
bandwidth
The number of diagonals around the main diagonal that have nonzero elements.
(Exploiting matrix structure)
barycentric formula
Computationally useful expression for the interpolating polynomial as a ratio of rational terms.
(section-globalapprox-barycentric)
big-O
Relationship indicating that one function is bounded above by a multiple of another in some limit.
(Efficiency of matrix computations)
boundary-value problem
A differential equation with which partial information about the solution is given at multiple points on the boundary of the domain.
(section-bvp-tpbvp)
cardinal function
Interpolating function that is 1 at one node and 0 at all the others.
(The interpolation problem)
Cholesky factorization
Symmetrized version of LU factorization for SPD matrices.
(Exploiting matrix structure)
collocation
Solution of a differential equation by imposing it approximately at a set of nodes.
(section-bvp-linear)
condition number
Ratio of the size of change in the output of a function to the size of change in the input that produced it.
(Problems and conditioning)
cubic spline
Piecewise cubic function with two globally continuous derivatives, most often used for interpolation or approximation.
(Cubic splines)
diagonalizable
Matrix that admits an eigenvalue decomposition. Also known as nondefective.
(Eigenvalue decomposition)
differentiation matrix
Matrix mapping a vector of function values to a vector of approximate derivative values.
(section-bvp-diffmats)
Dirichlet condition
Boundary condition specifying the value of the solution.
(section-bvp-tpbvp)
dominant eigenvalue
Eigenvalue with the largest modulus (absolute value, in the real case).
(section-krylov-power)
double precision
Typical standard in floating-point representation, using 64 bits to achieve about 16 decimal significant digits of precision.
(Floating-point numbers)
eigenvalue
Scalar λ such that Ax=λx\mathbf{A}\mathbf{x} = \lambda \mathbf{x} for a square matrix A\mathbf{A} and nonzero vector x\mathbf{x}.
(Eigenvalue decomposition)
eigenvalue decomposition (EVD)
Expression of a square matrix as the product of eigenvector and diagonal eigenvalue matrices.
(Eigenvalue decomposition)
eigenvector
Vector for which the action of a matrix is effectively one-dimensional.
(Eigenvalue decomposition)
Euler’s method
Prototype of all IVP solution methods, obtained by assuming constant derivatives for the solution over short time intervals.
(Euler’s method)
evolutionary PDE
A partial differential equation in which one of the independent variables is time or a close analog.
(section-diffusion-blackscholes)
extrapolation
Use of multiple discretization values to cancel out leading terms in an error expansion.
(Numerical integration)
finite difference
Linear combination of function values that approximates the value of a derivative of the function at a point.
(Finite differences)
finite element method (FEM)
Use of piecewise integration to pose a linear system of equations for the approximate solution of a boundary-value problem.
(section-bvp-galerkin)
fixed point iteration
Repeated application of a function in hopes of converging to a fixed point.
(Fixed-point iteration)
fixed point problem
Finding a value of a given function where the input and output values are the same; equivalent to rootfinding.
(Fixed-point iteration)
floating-point numbers
A finite set that substitutes for the real numbers in machine calculations. Denoted by F\mathbb{F}.
(Floating-point numbers)
flops
Arithmetic operations on floating-point numbers, often counted as a proxy for computer runtime.
(Efficiency of matrix computations)
forward substitution
Systematic method for solving a linear system with a lower triangular matrix.
(Linear systems)
Frobenius norm
Matrix norm computed by applying the vector 2-norm to a vector interpretation of the matrix.
(Vector and matrix norms)
Gauss–Newton method
Generalization of Newton’s method for nonlinear least squares.
(Nonlinear least squares)
Gaussian elimination
Use of row operations to transform a linear system to an equivalent one in triangular form.
(LU factorization)
generating polynomials
A pair of polynomials whose coefficients match those of a multistep method for IVPs.
(Multistep methods)
global error
Error made by an IVP method over the entire time interval of the solution.
(Euler’s method)
GMRES
Iterative solution of a linear system through stable least-squares solutions on nested Krylov subspaces.
(section-krylov-gmres)
graph
Representation of a network as a set of nodes and edges.
(From matrix to insight)
hat functions
Cardinal functions for piecewise linear interpolation.
(Piecewise linear interpolation)
heat equation
Archetypical parabolic PDE that describes diffusion.
(section-diffusion-blackscholes)
hermitian
Combination of transpose and elementwise complex conjugation. Also describes a matrix that equals its own hermitian.
(Symmetry and definiteness)
hermitian positive definite (HPD)
Matrix that is hermitian with strictly positive eigenvalues; complex variant of symmetric positive definite.
(Symmetry and definiteness)
identity matrix
Matrix with ones on the diagonal and zeros elsewhere, acting as the multiplicative identity.
(Computing with matrices)
ill-conditioned
Exhibiting a large condition number, indicating high sensitivity of a result to changes in the data.
(Problems and conditioning)
implicit
Formula that defines a quantity only indirectly, e.g., as the solution of a nonlinear equation.
(Multistep methods)
induced matrix norm
Norm computed using the interpretation of a matrix as a linear operator.
(Vector and matrix norms)
initial-value problem (IVP)
An ordinary differential equation (possibly vector-valued) together with an initial condition.
(Basics of IVPs, IVP systems)
inner product
Scalar or dot product of a pair of vectors, or its extension to a pair of functions.
(section-globalapprox-orthogonal)
interpolation
Construction of a function that passes through a given set of data points.
(Polynomial interpolation, The interpolation problem)
inverse iteration
Subtraction of a shift followed by matrix inversion, used in power iteration to transform the eigenvalue closest to a target value into a dominant one.
(section-krylov-inviter)
Jacobian matrix
Matrix of first partial derivatives that defines the linearization of a vector-valued function.
(Newton for nonlinear systems)
Kronecker product
Alternative type of matrix multiplication useful for problems on a tensor-product domain.
(section-twodim-laplace)
Krylov subspace
Vector space generated by powers of a square matrix that is often useful for reducing the dimension of large problems.
(section-krylov-subspace)
Lagrange formula
Theoretically useful expression for an interpolating polynomial.
(section-globalapprox-polynomial)
Lanczos iteration
Specialization of the Arnoldi iteration to the case of a hermitian (or real symmetric) matrix.
(section-krylov-minrescg)
Laplace equation
Archetypical elliptic PDE describing a steady state.
(section-twodim-laplace)
linear convergence
Sequence in which the difference between sequence value and limit asymptotically decreases by a constant factor at each term, making a straight line on a log-linear graph.\ (Fixed-point iteration)
linear least-squares problem
Minimization of the 2-norm of the residual for an overdetermined linear system.
(Fitting functions to data)
local truncation error
Discretization error made in one time step of an IVP solution method.
(Euler’s method, Multistep methods)
LU factorization
Factorization of a square matrix into the product of a unit lower triangular matrix and an upper triangular matrix.
(LU factorization)
machine epsilon
Distance from 1 to the next-largest floating-point number. Also called unit roundoff or machine precision, though the usages are not consistent across different references.\ (Floating-point numbers)
matrix condition number
Norm of the matrix times the norm of its inverse, equivalent to the condition number for solving a linear system.
(Conditioning of linear systems)
method of lines
Solution technique for partial differential equations in which each independent variable is discretized separately.
(section-diffusion-methodlines)
multistep
Formula using information over more than a single time step to advance the solution.
(Multistep methods)
Neumann condition
Boundary condition specifying the derivative of the solution.
(section-bvp-tpbvp)
Newton’s method
Rootfinding iteration that uses the linearization of the given function in order to define the next root approximation.
(Newton’s method)
nodes
Values of the independent variable where an interpolant’s values are prescribed.
(The interpolation problem)
nonlinear least-squares problem
Minimization of the 2-norm of the residual of a function that depends nonlinearly on a vector.
(Nonlinear least squares)
norm
Means of defining the magnitude of a vector or matrix.
(Vector and matrix norms)
normal
Matrix that has a unitary eigenvalue decomposition.
(Eigenvalue decomposition)
normal equations
Square linear system equivalent to the linear least-squares problem.
(The normal equations)
numerical integration
Estimation of a definite integral by combining values of the integrand, rather than by finding an antiderivative.
(Numerical integration)
one-step IVP method
IVP solver that uses information from just one time level to advance to the next.
(Euler’s method)
ONC matrix
Matrix whose columns are orthonormal vectors.
(The QR factorization)
order of accuracy
Leading power of the truncation error as a function of a discretization size parameter.
(Convergence of finite differences, Numerical integration, Euler’s method, Multistep methods)
orthogonal vectors
Nonzero vectors that have an inner product of zero.
(The QR factorization)
orthogonal matrix
Square ONC matrix, i.e., matrix whose transpose is its inverse.
(The QR factorization)
orthogonal polynomials
Family of polynomials whose distinct members have an integral inner product equal to zero, as with Legendre and Chebyshev polynomials.
(section-globalapprox-orthogonal)
orthonormal vectors
Vectors that are both mutually orthogonal and all of unit 2-norm.
(The QR factorization)
outer product
Multiplication of two vectors resulting in a rank-1 matrix.
(LU factorization)
overdetermined
Characterized by having more constraints than available degrees of freedom.
(Fitting functions to data)
piecewise linear
Function that is linear between each consecutive pair of nodes, but whose slope may jump at the nodes.
(Piecewise linear interpolation)
PLU factorization
LU factorization with row pivoting.
(Row pivoting)
power iteration
Repeated application of a matrix to a vector, followed by normalization, resulting in convergence to an eigenvector for the dominant eigenvalue.
(section-krylov-power)
preconditioning
Use of an approximate inverse to improve the convergence rate of Krylov iterations for a linear system.
(section-krylov-precond)
pseudoinverse
Rectangular matrix that maps data to solution in the linear least-squares problem, generalizing the matrix inverse.
(The normal equations)
QR factorization
Representation of a matrix as the product of an orthogonal and an upper triangular matrix.
(The QR factorization)
quadratic convergence
Sequence in which the difference between sequence value and limit asymptotically decreases by a constant times the square of the preceding difference.
(Newton’s method)
quasi-Newton methods
Rootfinding methods that overcome the issues of Jacobian computation and lack of global convergence in Newton’s method.
(Quasi-Newton methods)
quasimatrix
Collection of functions (such as orthogonal polynomials) that have algebraic parallels to columns of a matrix.
(section-globalapprox-orthogonal)
Rayleigh quotient
Function of vectors that equals an eigenvalue when given its eigenvector as input.
(Symmetry and definiteness)
reduced QR factorization
See thin QR.
reduced SVD
See thin SVD.
residual
For a linear system, the difference between b\mathbf{b} and Ax~\mathbf{A}\tilde{\mathbf{x}} for a computed solution approximation x~\tilde{\mathbf{x}}. More generally, the actual value of a quantity that is made zero by an exact solution.
(Conditioning of linear systems, The rootfinding problem)
restarting
Technique used in GMRES to prevent the work per iteration and overall storage from growing uncontrollably.
(section-krylov-gmres)
rootfinding problem
Finding the input value for a given function which makes that function zero.
(The rootfinding problem)
row pivoting
Reordering rows during LU factorization to ensure that the factorization exists and can be computed stably.
(Row pivoting)
Runge phenomenon
Manifestation of the instability of polynomial interpolation at equally spaced nodes as degree increases.
(section-globalapprox-stability)
Runge--Kutta
One-step method for IVPs that evaluates the derivative of the solution more than once to advance a single step.
(Runge–Kutta methods)
secant method
Scalar quasi-Newton method that uses a secant line rather than a tangent line to define a root estimate.
(Interpolation-based methods)
shooting
Unstable technique for solving a boundary-value problem in which an initial value is sought for by a rootfinding algorithm.
(section-bvp-shooting)
simple root
Root of a function at which the derivative of the function is nonzero.
(The rootfinding problem)
singular value decomposition (SVD)
Expression of a matrix as a product of two orthogonal/unitary matrices and a nonnegative diagonal matrix.
(Singular value decomposition)
sparse
Describing a matrix that has mostly zero elements for structural reasons.
(Exploiting matrix structure, section-krylov-structure)
spectral convergence
Exponentially rapid decrease in error as the number of interpolation nodes increases, e.g., as observed in Chebyshev polynomial and trigonometric interpolation.
(section-globalapprox-stability)
stability region
Region of the complex plane describing when numerical solution of a linear IVP is bounded as tt\to\infty.
(section-diffusion-absstab)
step size
Increment in time between successive solution values in a numerical IVP solver.
(Euler’s method)
stiff
Describes an IVP in which stability is a greater restriction than accuracy for many solution methods, usually favoring the use of an implicit time stepping method.
(Implementation of multistep methods, section-diffusion-stiffness)
subtractive cancellation
Growth in relative error that occurs when two numbers are added/subtracted to get a result that is much smaller in magnitude than the operands; also called loss of significance or cancellation error.
(Problems and conditioning)
superlinear convergence
Sequence for which the convergence is asymptotically faster than any linear rate.
(Interpolation-based methods)
symmetric matrix
Square matrix that is equal to its transpose.
(Computing with matrices)
symmetric positive definite (SPD) matrix
Matrix that is symmetric and positive definite, thereby permitting a Cholesky factorization. Correspondingly called hermitian positive definite in the complex case.
(Exploiting matrix structure)
tensor-product domain
A domain that can be parameterized using variables that lay in a logical rectangle or cuboid; i.e., each variable independently varies in an interval.
(section-twodim-tensorprod)
thin QR factorization
Variant of the QR factorization that discards information not needed to fully represent the original matrix.
(The QR factorization)
thin SVD
Variant of the singular value decomposition that discards information not needed to fully represent the original matrix.
(Singular value decomposition)
trapezoid formula
Numerical integration method resulting from integration of a piecewise linear interpolant.
(Numerical integration, Multistep methods)
triangular matrix
Matrix that is all zero either above (for lower triangular) or below (for upper triangular) the main diagonal.
(Linear systems)
tridiagonal matrix
Matrix with nonzeros only on the main diagonal and the adjacent two diagonals.
(Exploiting matrix structure)
trigonometric interpolation
Interpolation of a periodic function by a linear combination of real or complex trigonometric functions.
(section-globalapprox-trig)
truncation error
Difference between an exact value and an approximation, such as one that truncates an infinite series.
(Convergence of finite differences, Numerical integration)
unit triangular matrix
Triangular matrix that has a 1 in every position on the main diagonal.
(LU factorization)
unit vector
A vector whose norm equals 1.
(Vector and matrix norms)
unitary
Square matrix with complex-valued entries whose columns are orthonormal.
(Eigenvalue decomposition)
unstable
Allowing perturbations of the data to have much larger effects on the results than can be explained by the problem’s condition number.
(Stability)
upper Hessenberg
Describing a matrix that has nonzeros only in the upper triangle and first subdiagonal.
(section-krylov-subspace)
Vandermonde matrix
Matrix whose columns are formed from elementwise powers of a given vector, important for polynomial interpolation and approximation of data.
(Polynomial interpolation)
weights
Coefficients in a linear combination of function values in a finite-difference or integration method.
(Finite differences, Numerical integration, section-globalapprox-integration)
zero-stable
Boundedness property of multistep methods that is required for convergence.
(Zero-stability of multistep methods)