- inverse iteration method
- метод обратной итерации, метод обратной степени (напр., для решения задач на собственные значения)
Англо-русский словарь промышленной и научной лексики. 2014.
Англо-русский словарь промышленной и научной лексики. 2014.
Inverse iteration — In numerical analysis, inverse iteration is an iterative eigenvalue algorithm. Based on the power method, this method improves on its performance. Whereas the power method always converges to the largest eigenvalue, inverse iteration also enables … Wikipedia
Power iteration — In mathematics, the power iteration is an eigenvalue algorithm: given a matrix A , the algorithm will produce a number lambda; (the eigenvalue) and a nonzero vector v (the eigenvector), such that Av = lambda; v .The power iteration is a very… … Wikipedia
Rayleigh quotient iteration — is an eigenvalue algorithm which extends the idea of the inverse iteration by using the Rayleigh quotient to obtain increasingly accurate eigenvalue estimates.Rayleigh quotient iteration is an iterative method, that is, it must be repeated until… … Wikipedia
Brent's method — In numerical analysis, Brent s method is a complicated but popular root finding algorithm combining the bisection method, the secant method and inverse quadratic interpolation. It has the reliability of bisection but it can be as quick as some of … Wikipedia
Newton's method — In numerical analysis, Newton s method (also known as the Newton–Raphson method), named after Isaac Newton and Joseph Raphson, is a method for finding successively better approximations to the roots (or zeroes) of a real valued function. The… … Wikipedia
Newton's method in optimization — A comparison of gradient descent (green) and Newton s method (red) for minimizing a function (with small step sizes). Newton s method uses curvature information to take a more direct route. In mathematics, Newton s method is an iterative method… … Wikipedia
Fixed point iteration — In numerical analysis, fixed point iteration is a method of computing fixed points of iterated functions.More specifically, given a function f defined on the real numbers with real values and given a point x 0 in the domain of f, the fixed point… … Wikipedia
Montante's method — is a linear algebra method to calculate solutions to systems of linear equations, and finding matrix inverses, adjoints and determinants. It is named after its discoverer René Mario Montante.Its main feature is working exclusively using integer… … Wikipedia
Householder's method — In numerical analysis, the class of Householder s methods are root finding algorithms used for functions of one real variable with continuous derivatives up to some order d+1 , where d will be the order of the Householder s method.The algorithm… … Wikipedia
Broyden's method — In mathematics, Broyden s method is a quasi Newton method for the numerical solution of nonlinear equations in more than one variable. It was originally described by C. G. Broyden in 1965. [cite journal last = Broyden first = C. G. title = A… … Wikipedia
Pseudo-spectral method — Pseudo spectral methods are a class of numerical methods used in applied mathematics and scientific computing for the solution of PDEs, such as the direct simulation of a particle with an arbitrary wavefunction interacting with an arbitrary… … Wikipedia