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Numerical Algorithms
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Flashcards
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Gaussian Elimination
Use case: Solving system of linear equations. Example: Determining variables in
Newton-Raphson Method
Use case: Finding better approximations of the roots of real-valued functions. Example: Refining the zero of starting with a guess of 1.
Gradient Descent
Use case: Finding the local minimum of differentiable functions, common in machine learning. Example: Minimizing cost functions like Mean Squared Error in linear regression.
Simplex Method
Use case: Solving linear optimization problems in operations research. Example: Maximizing profit subject to constraints.
Monte Carlo Simulation
Use case: Evaluating the impact of risk and uncertainty in prediction and forecasting models. Example: Estimating the value of by simulating random points in a square and counting those in a quarter circle.
Fourier Transform
Use case: Signal processing to decompose a function into its constituent frequencies. Example: Filtering noise from a signal by transforming, modifying, and performing an inverse transform.
Bisection Method
Use case: Finding roots of polynomials. Example: Solving for real root.
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