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Index

A
A New Hope: Han Solo, Star Wars: A New Hope, C3PO, Star Wars: A New Hope, Han Solo, Star Wars: A New Hope, C3PO, Star Wars: A New Hope, Wedge Antilles, Star Wars: A New Hope, Obi-Wan Kenobi, Star Wars: A New Hope, Obi-Wan Kenobi, Star Wars: A New Hope
    A-stability and A(α)-stability: Definition 11.4.2
      Adams–Bashforth formula: Paragraph
        Adams–Moulton formula: Paragraph
          Allen–Cahn equation: Example 10.5.4, Example 13.4.4
            Arnoldi iteration: Algorithm 8.4.1, (8.6.2), Arnoldi iteration
              absolute stability: Definition 11.3.1
                accuracy (relative vs. absolute): Paragraph
                  adaptivity:adjacency matrix: Definition 7.1.1, Paragraph, adjacency matrix
                    adjoint: adjoint
                      adjoint of a matrix: Paragraph, Paragraph
                        advection equation: Definition 12.1.1, Paragraph, advection equation
                          advection-diffusion equation: Paragraph, Paragraph, Example 13.2.3, Example 13.4.3
                            algorithm: Paragraph, algorithm
                              argmin: Definition 3.1.1
                                asymptotic: asymptotic
                                  asymptotic notation: Definition 2.5.1
                                    B
                                    Bauer–Fike theorem: Paragraph
                                      Bessel equation: List
                                        Bessel function: Example 4.1.1
                                          Black–Scholes equation: Paragraph
                                            Broyden update: Paragraph
                                              backward difference: Definition 5.4.2
                                                backward differentiation formula for IVPs: Paragraph
                                                  backward error: Definition 1.4.1, Observation 4.1.1, Paragraph, backward errorbackward substitution: Paragraph, backward substitution
                                                    banded matrix: Paragraph, Paragraph
                                                      bandwidth: bandwidth
                                                        bandwidth of a matrix: Definition 2.9.1
                                                          barycentric interpolation formula: Theorem 9.2.1, barycentric interpolation formula
                                                            barycentric weights: Definition 9.2.1
                                                              big-O: big-O
                                                                boundary conditions:boundary-value problem: boundary-value problem
                                                                  C
                                                                  C3PO: C3PO, Star Wars: A New Hope, C3PO, Star Wars: A New Hope
                                                                    CFL condition: Theorem 12.2.1
                                                                      Carrier equation: List
                                                                        Chebyshev points:Chebyshev polynomials: Definition 9.4.4
                                                                          Cholesky factorization: Theorem 2.9.2, Cholesky factorization
                                                                            Clenshaw–Curtis integration: Paragraph
                                                                              cardinal function: Definition 5.1.2, Paragraph, Paragraph, Paragraph, cardinal function
                                                                                centered difference: Definition 5.4.2
                                                                                  characteristic polynomial: Paragraph
                                                                                    collocation: Paragraph, collocation
                                                                                      condition number: condition numberconjugate gradients: Definition 8.6.1
                                                                                        conservation law: Paragraph
                                                                                          contraction mapping: Paragraph
                                                                                            convergence rate:cubic spline: Definition 5.3.1, cubic spline
                                                                                              D
                                                                                              Dahlquist theorems: Theorem 6.8.2, Theorem 6.8.3, Theorem 11.4.1
                                                                                                Dirichlet boundary condition: Definition 10.1.2, Paragraph
                                                                                                  Dirichlet boundary conditions: Paragraph
                                                                                                    Dirichlet condition: Dirichlet condition
                                                                                                      data fitting: Paragraphdiagonal matrix: Paragraph, Definition 7.2.3, Definition 7.3.1
                                                                                                        diagonalizable matrix: Definition 7.2.3, diagonalizable matrix
                                                                                                          differentiation matrix: Paragraph, Paragraph, Paragraph, Paragraph, differentiation matrix
                                                                                                            diffusion equation: See heat equation
                                                                                                              dimension reduction: Paragraph, Paragraph
                                                                                                                divide and conquer: Section 5.7.2
                                                                                                                  domain of dependence: Paragraph
                                                                                                                    dominant eigenvalue: dominant eigenvalue
                                                                                                                      double exponential transformation: Paragraph
                                                                                                                        double precision: double precision
                                                                                                                          E
                                                                                                                          Euler's method: Paragraph, Paragraph
                                                                                                                            Euler–Maclaurin formula: Paragraph
                                                                                                                              Euler’s method: Euler’s method
                                                                                                                                eigenvalue: Definition 7.2.1, Comment, eigenvalueeigenvalue decomposition: Definition 7.2.3, Paragraph, Paragraph, eigenvalue decomposition
                                                                                                                                  eigenvector: Definition 7.2.1, eigenvector
                                                                                                                                    elliptic PDE: Paragraph
                                                                                                                                      evolutionary PDE: Paragraph, evolutionary PDE
                                                                                                                                        extrapolation: Paragraph, extrapolation
                                                                                                                                          F
                                                                                                                                          FFT (fast Fourier transform): Paragraph
                                                                                                                                            Francis QR iteration: Paragraph
                                                                                                                                              Frobenius norm: Frobenius norm
                                                                                                                                                fill-in of sparse matrices: Paragraph
                                                                                                                                                  finite differences: Definition 5.4.1, Paragraph, Paragraph, finite differencesfinite element method: Paragraph
                                                                                                                                                    finite element method (FEM): finite element method (FEM)
                                                                                                                                                      fixed point problem: fixed point problem
                                                                                                                                                        fixed-point iteration: Algorithm 4.2.1, fixed-point iteration
                                                                                                                                                          fixed-point problem: Definition 4.2.1
                                                                                                                                                            floating-point numbers: Definition 1.1.1, Paragraph, floating-point numbers
                                                                                                                                                              flops: Paragraph, flops
                                                                                                                                                                forward difference: Definition 5.4.2
                                                                                                                                                                  forward substitution: Paragraph, forward substitution
                                                                                                                                                                    G
                                                                                                                                                                    GMRES: Algorithm 8.5.1, GMRESGalerkin conditions: (10.6.10)
                                                                                                                                                                      Gaussian elimination: Paragraph, Gaussian elimination
                                                                                                                                                                        Gaussian integration: Paragraph
                                                                                                                                                                          Gauss–Newton method: Algorithm 4.7.1, Gauss–Newton method
                                                                                                                                                                            Gram matrix: Definition 9.4.2
                                                                                                                                                                              Gregory integration formula: (5.6.19)
                                                                                                                                                                                generating polynomials: Paragraph, generating polynomials
                                                                                                                                                                                  global error: Definition 6.2.3, global error
                                                                                                                                                                                    graph: Definition 7.1.1, graph
                                                                                                                                                                                      H
                                                                                                                                                                                      Han Solo: Han Solo, Star Wars: A New Hope, Han Solo, The Empire Strikes Back, Han Solo, Star Wars: A New Hope, Han Solo, The Empire Strikes Back
                                                                                                                                                                                        Horner's algorithm: Example 1.3.1
                                                                                                                                                                                          Householder reflector: Definition 3.4.1
                                                                                                                                                                                            hat functions: Paragraph, hat functions
                                                                                                                                                                                              heat equation: Definition 11.1.1, Paragraph, Example 13.2.2, heat equation
                                                                                                                                                                                                hermitian: hermitian
                                                                                                                                                                                                  hermitian matrix: Paragraph, Paragraph, Theorem 7.3.2
                                                                                                                                                                                                    hermitian positive definite matrix: hermitian positive definite matrix See symmetric positive definite matrix
                                                                                                                                                                                                      homogeneous boundary condition: Definition 10.1.2, Paragraph, homogeneous boundary condition
                                                                                                                                                                                                        hyperbolic PDE: Definition 12.1.1
                                                                                                                                                                                                          I
                                                                                                                                                                                                          IEEE 754: Paragraph
                                                                                                                                                                                                            identity matrix: Paragraph, Paragraph, identity matrix
                                                                                                                                                                                                              ill-conditioned: ill-conditioned
                                                                                                                                                                                                                image (as a matrix): Paragraph, Example 7.5.1, Paragraph
                                                                                                                                                                                                                  implicit: implicit
                                                                                                                                                                                                                    implicit IVP solver: Definition 6.6.1, Paragraph
                                                                                                                                                                                                                      improper integral: Paragraph
                                                                                                                                                                                                                        induced matrix norm: induced matrix norm
                                                                                                                                                                                                                          initial-boundary-value problem: Paragraph
                                                                                                                                                                                                                            initial-value problem: Definition 6.1.1, initial-value probleminner product: Paragraph, inner productinner product space: Definition 9.4.1
                                                                                                                                                                                                                              interpolation: Definition 5.1.1, Paragraph, interpolationinverse iteration: Algorithm 8.3.1, inverse iteration
                                                                                                                                                                                                                                invertible matrix: Paragraph
                                                                                                                                                                                                                                  J
                                                                                                                                                                                                                                  Jacobian matrix: Paragraph, Paragraph, Paragraph, Jacobian matrix
                                                                                                                                                                                                                                    Julia:
                                                                                                                                                                                                                                    K
                                                                                                                                                                                                                                    Kronecker product: Definition 13.3.2, Kronecker product
                                                                                                                                                                                                                                      Krylov matrix: Definition 8.4.1
                                                                                                                                                                                                                                        Krylov subspace: Definition 8.4.1, Krylov subspace
                                                                                                                                                                                                                                          L
                                                                                                                                                                                                                                          LU factorization: Definition 2.4.1, Paragraph, Paragraph, LU factorizationLagrange formula: Lagrange formula
                                                                                                                                                                                                                                            Lagrange interpolation formula: Theorem 9.1.2
                                                                                                                                                                                                                                              Lagrange polynomial: Definition 9.1.1
                                                                                                                                                                                                                                                Lanczos iteration: Paragraph, (8.6.2), Lanczos iteration
                                                                                                                                                                                                                                                  Laplace equation: Paragraph, Laplace equation
                                                                                                                                                                                                                                                    Legendre polynomials: Definition 9.4.3
                                                                                                                                                                                                                                                      Levenberg's method: Algorithm 4.6.2
                                                                                                                                                                                                                                                        Lipschitz condition: Definition 4.2.3
                                                                                                                                                                                                                                                          Luke Skywalker: Luke Skywalker, Return of the Jedi
                                                                                                                                                                                                                                                            linear combination: Paragraph
                                                                                                                                                                                                                                                              linear convergence: Definition 4.2.2, linear convergence
                                                                                                                                                                                                                                                                linear least-squares problem: Paragraph, Paragraph, Paragraph, linear least-squares problem
                                                                                                                                                                                                                                                                  linearization of an ODE: Definition 11.4.1
                                                                                                                                                                                                                                                                    local truncation error: local truncation error
                                                                                                                                                                                                                                                                      logistic equation: Paragraph
                                                                                                                                                                                                                                                                        M
                                                                                                                                                                                                                                                                        MATLAB:MINRES: Paragraph
                                                                                                                                                                                                                                                                          Maxwell's equations: Paragraph
                                                                                                                                                                                                                                                                            machine epsilon: Definition 1.1.2, Paragraph, Paragraph, machine epsilonmantissa: See significand
                                                                                                                                                                                                                                                                              mass matrix: Paragraph
                                                                                                                                                                                                                                                                                matrix condition number: matrix condition number
                                                                                                                                                                                                                                                                                  matrix factorization: Theorem 7.3.2matrix inverse: Paragraph, Paragraph
                                                                                                                                                                                                                                                                                    matrix multiplication: Paragraph
                                                                                                                                                                                                                                                                                      method of lines: Paragraph, Paragraph, Paragraph, Paragraph, method of lines
                                                                                                                                                                                                                                                                                        multistep: multistep
                                                                                                                                                                                                                                                                                          multistep method: Definition 6.6.1, Paragraph
                                                                                                                                                                                                                                                                                          N
                                                                                                                                                                                                                                                                                          NaN: Paragraph
                                                                                                                                                                                                                                                                                            Neumann boundary condition: Definition 10.1.2, Paragraph
                                                                                                                                                                                                                                                                                              Neumann condition: Neumann condition
                                                                                                                                                                                                                                                                                                Newton's method: Algorithm 4.3.1, Paragraph, ParagraphNewton’s method: Newton’s method
                                                                                                                                                                                                                                                                                                  nodes: nodes
                                                                                                                                                                                                                                                                                                    nonlinear least squares: Definition 4.7.1
                                                                                                                                                                                                                                                                                                      nonlinear least-squares problem: nonlinear least-squares problem
                                                                                                                                                                                                                                                                                                        norm: normnormal equations: Theorem 3.2.1, Theorem 3.2.2, Paragraph, normal equations
                                                                                                                                                                                                                                                                                                          normal matrix: Definition 7.2.5, normal matrix
                                                                                                                                                                                                                                                                                                            numerical integration: Paragraph, Paragraph, numerical integration
                                                                                                                                                                                                                                                                                                              O
                                                                                                                                                                                                                                                                                                              ONC matrix: Definition 3.3.2, Paragraph, ONC matrix
                                                                                                                                                                                                                                                                                                                Obi-Wan Kenobi: Obi-Wan Kenobi, Star Wars: A New Hope, Obi-Wan Kenobi, Star Wars: A New Hope
                                                                                                                                                                                                                                                                                                                  Oregonator: Example 11.4.1
                                                                                                                                                                                                                                                                                                                    one-step IVP method: one-step IVP method
                                                                                                                                                                                                                                                                                                                      order of accuracy: Paragraph, order of accuracyorthogonal functions: Definition 9.4.1
                                                                                                                                                                                                                                                                                                                        orthogonal matrix: Paragraph, Paragraph, Definition 3.4.1, Definition 7.2.2, orthogonal matrix
                                                                                                                                                                                                                                                                                                                          orthogonal polynomials: Paragraph, orthogonal polynomials
                                                                                                                                                                                                                                                                                                                            orthogonal vectors: Paragraph, orthogonal vectors
                                                                                                                                                                                                                                                                                                                              orthonormal vectors: Paragraph, orthonormal vectors
                                                                                                                                                                                                                                                                                                                                outer product: Paragraph, Paragraph, Paragraph, outer product
                                                                                                                                                                                                                                                                                                                                  overdetermined: overdetermined
                                                                                                                                                                                                                                                                                                                                    P
                                                                                                                                                                                                                                                                                                                                    PLU factorization: Definition 2.6.1, PLU factorization
                                                                                                                                                                                                                                                                                                                                      Poisson equation: Paragraph
                                                                                                                                                                                                                                                                                                                                        Python:parabolic PDE: Definition 11.1.1
                                                                                                                                                                                                                                                                                                                                          parameter continuation: Paragraph
                                                                                                                                                                                                                                                                                                                                            piecewise linear: piecewise linear
                                                                                                                                                                                                                                                                                                                                              piecewise linear interpolant: Paragraph
                                                                                                                                                                                                                                                                                                                                                pivoting: Paragraph, Paragraph, Theorem 2.9.2
                                                                                                                                                                                                                                                                                                                                                  power iteration: Algorithm 8.2.1, power iteration
                                                                                                                                                                                                                                                                                                                                                    preconditioning: Definition 8.8.1, preconditioning
                                                                                                                                                                                                                                                                                                                                                      predator–prey model: Paragraph
                                                                                                                                                                                                                                                                                                                                                        pseudoinverse: Paragraph, pseudoinverse
                                                                                                                                                                                                                                                                                                                                                          Q
                                                                                                                                                                                                                                                                                                                                                          QR factorization: QR factorization
                                                                                                                                                                                                                                                                                                                                                            quadratic convergence: Definition 4.3.1, quadratic convergence
                                                                                                                                                                                                                                                                                                                                                              quadrature: See numerical integration
                                                                                                                                                                                                                                                                                                                                                                quasi-Newton method: Paragraph
                                                                                                                                                                                                                                                                                                                                                                  quasi-Newton methods: quasi-Newton methods
                                                                                                                                                                                                                                                                                                                                                                    quasimatrix: Definition 9.4.2, quasimatrix
                                                                                                                                                                                                                                                                                                                                                                      R
                                                                                                                                                                                                                                                                                                                                                                      Rayleigh quotient: Paragraph, Rayleigh quotient
                                                                                                                                                                                                                                                                                                                                                                        Return of the Jedi: Luke Skywalker, Return of the Jedi
                                                                                                                                                                                                                                                                                                                                                                          Robin boundary condition: Definition 10.1.2
                                                                                                                                                                                                                                                                                                                                                                            Runge phenomenon: Paragraph, Runge phenomenon
                                                                                                                                                                                                                                                                                                                                                                              Runge–Kutta: Runge–Kutta
                                                                                                                                                                                                                                                                                                                                                                                Runge–Kutta method: Paragraph, Paragraph, Paragraph
                                                                                                                                                                                                                                                                                                                                                                                  reduced QR factorization: reduced QR factorization
                                                                                                                                                                                                                                                                                                                                                                                    reduced SVD: reduced SVD
                                                                                                                                                                                                                                                                                                                                                                                      residual: Paragraph, Paragraph, Paragraph, Paragraph, Paragraph, residualrestarting: restarting
                                                                                                                                                                                                                                                                                                                                                                                        rootfinding problem: Definition 4.1.1, Paragraph, (11.5.6), rootfinding problemroots:row pivoting: row pivoting
                                                                                                                                                                                                                                                                                                                                                                                          S
                                                                                                                                                                                                                                                                                                                                                                                          SPD matrix: See symmetric positive definite matrix
                                                                                                                                                                                                                                                                                                                                                                                            SVD: See singular value decomposition
                                                                                                                                                                                                                                                                                                                                                                                              Simpson's formula: Paragraph, Paragraph
                                                                                                                                                                                                                                                                                                                                                                                                Sylvester equation: Paragraph
                                                                                                                                                                                                                                                                                                                                                                                                  secant method: Algorithm 4.4.1, secant method
                                                                                                                                                                                                                                                                                                                                                                                                    semidiscretization:shifted inverse iteration: See inverse iteration
                                                                                                                                                                                                                                                                                                                                                                                                      shock wave: Paragraph
                                                                                                                                                                                                                                                                                                                                                                                                        shooting: shooting
                                                                                                                                                                                                                                                                                                                                                                                                          significand: Paragraph
                                                                                                                                                                                                                                                                                                                                                                                                            significant digits: Paragraph
                                                                                                                                                                                                                                                                                                                                                                                                              similar matrices: similar matrices
                                                                                                                                                                                                                                                                                                                                                                                                                similarity transformation: Paragraph, similarity transformation
                                                                                                                                                                                                                                                                                                                                                                                                                  simple root: simple root
                                                                                                                                                                                                                                                                                                                                                                                                                    singular matrix: Paragraph
                                                                                                                                                                                                                                                                                                                                                                                                                      singular value decomposition: Definition 7.3.1, Paragraph, singular value decompositionsparse matrix: Paragraph, Paragraph, Paragraph, Paragraph, Paragraph, sparse matrix
                                                                                                                                                                                                                                                                                                                                                                                                                        spectral convergence: spectral convergence
                                                                                                                                                                                                                                                                                                                                                                                                                          spline (cubic spline): Definition 5.3.1
                                                                                                                                                                                                                                                                                                                                                                                                                            stability: Paragraph, Paragraphstability region: Definition 11.3.2, stability region
                                                                                                                                                                                                                                                                                                                                                                                                                              steepest descent: Paragraph
                                                                                                                                                                                                                                                                                                                                                                                                                                step size: step size
                                                                                                                                                                                                                                                                                                                                                                                                                                  stiff differential equation: Paragraph, Paragraph, Example 6.7.2, stiff differential equation
                                                                                                                                                                                                                                                                                                                                                                                                                                    stiffness matrix: Paragraph
                                                                                                                                                                                                                                                                                                                                                                                                                                      subtractive cancellation: Paragraph, Paragraph, Paragraph, Paragraph, Paragraph, subtractive cancellation
                                                                                                                                                                                                                                                                                                                                                                                                                                        superlinear convergence: Paragraph, superlinear convergence
                                                                                                                                                                                                                                                                                                                                                                                                                                          symmetric matrix: Paragraph, Definition 2.9.2, Paragraph, Paragraph, symmetric matrix
                                                                                                                                                                                                                                                                                                                                                                                                                                            symmetric positive definite matrix: Definition 2.9.3, Paragraph, Definition 8.6.1, symmetric positive definite matrix
                                                                                                                                                                                                                                                                                                                                                                                                                                              T
                                                                                                                                                                                                                                                                                                                                                                                                                                              The Empire Strikes Back: Yoda, The Empire Strikes Back, Han Solo, The Empire Strikes Back, Yoda, The Empire Strikes Back, Yoda, The Empire Strikes Back, Han Solo, The Empire Strikes Back
                                                                                                                                                                                                                                                                                                                                                                                                                                                tensor-product domain: Paragraph, tensor-product domain
                                                                                                                                                                                                                                                                                                                                                                                                                                                  thin QR factorization: thin QR factorization
                                                                                                                                                                                                                                                                                                                                                                                                                                                    thin SVD: thin SVD
                                                                                                                                                                                                                                                                                                                                                                                                                                                      transpose: Paragraph, Paragraph
                                                                                                                                                                                                                                                                                                                                                                                                                                                        trapezoid formula: trapezoid formulatriangular matrix: Paragraph, Paragraph, triangular matrix
                                                                                                                                                                                                                                                                                                                                                                                                                                                          tridiagonal matrix: Definition 2.9.1, tridiagonal matrix
                                                                                                                                                                                                                                                                                                                                                                                                                                                            trigonometric interpolation: trigonometric interpolation
                                                                                                                                                                                                                                                                                                                                                                                                                                                              trigonometric polynomial: Definition 9.5.1
                                                                                                                                                                                                                                                                                                                                                                                                                                                                truncation error: truncation error
                                                                                                                                                                                                                                                                                                                                                                                                                                                                U
                                                                                                                                                                                                                                                                                                                                                                                                                                                                unit lower triangular matrix: Paragraph
                                                                                                                                                                                                                                                                                                                                                                                                                                                                  unit roundoff: Definition 1.1.2
                                                                                                                                                                                                                                                                                                                                                                                                                                                                    unit triangular matrix: unit triangular matrix
                                                                                                                                                                                                                                                                                                                                                                                                                                                                      unit vector: Paragraph, unit vector
                                                                                                                                                                                                                                                                                                                                                                                                                                                                        unitary matrix: Definition 7.2.2, Definition 7.2.5, Definition 7.3.1, Theorem 7.4.2, unitary matrix
                                                                                                                                                                                                                                                                                                                                                                                                                                                                          unstable: unstable
                                                                                                                                                                                                                                                                                                                                                                                                                                                                            unvec: Paragraph
                                                                                                                                                                                                                                                                                                                                                                                                                                                                              upper Hessenberg matrix: Definition 8.4.2, upper Hessenberg matrix
                                                                                                                                                                                                                                                                                                                                                                                                                                                                                upwind direction: Paragraph
                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  V
                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  Vandermonde matrix: Definition 2.1.2, Paragraph, Vandermonde matrix
                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    vec: Paragraph
                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      W
                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      Wedge Antilles: Wedge Antilles, Star Wars: A New Hope
                                                                                                                                                                                                                                                                                                                                                                                                                                                                                        wave equation: Paragraph, Paragraph
                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          weak solution: Definition 10.6.1
                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            weights: weights
                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              Y
                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              Yoda: Yoda, The Empire Strikes Back, Yoda, The Empire Strikes Back, Yoda, The Empire Strikes Back
                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                Z
                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                zero-stability: Definition 6.8.1, zero-stability