This is a list of numerical analysis topics.
Numerical linear algebra — study of numerical algorithms for linear algebra problems
Eigenvalue algorithm — a numerical algorithm for locating the eigenvalues of a matrix
Interpolation — construct a function going through some given data points
Polynomial interpolation — interpolation by polynomials
Spline interpolation — interpolation by piecewise polynomials
Trigonometric interpolation — interpolation by trigonometric polynomials
Root-finding algorithm — algorithms for solving the equation f(x) = 0
Mathematical optimization — algorithm for finding maxima or minima of a given function
Linear programming (also treats integer programming) — objective function and constraints are linear
Nonlinear programming — the most general optimization problem in the usual framework
Infinite-dimensional optimization
Numerical integration — the numerical evaluation of an integral
Numerical methods for ordinary differential equations — the numerical solution of ordinary differential equations (ODEs)
Numerical partial differential equations — the numerical solution of partial differential equations (PDEs)
Finite difference method — based on approximating differential operators with difference operators
Finite element method — based on a discretization of the space of solutions gradient discretisation method — based on both the discretization of the solution and of its gradient
For a large list of software, see the list of numerical-analysis software.
This is a list of numerical analysis topics.
Numerical linear algebra — study of numerical algorithms for linear algebra problems
Eigenvalue algorithm — a numerical algorithm for locating the eigenvalues of a matrix
Interpolation — construct a function going through some given data points
Polynomial interpolation — interpolation by polynomials
Spline interpolation — interpolation by piecewise polynomials
Trigonometric interpolation — interpolation by trigonometric polynomials
Root-finding algorithm — algorithms for solving the equation f(x) = 0
Mathematical optimization — algorithm for finding maxima or minima of a given function
Linear programming (also treats integer programming) — objective function and constraints are linear
Nonlinear programming — the most general optimization problem in the usual framework
Infinite-dimensional optimization
Numerical integration — the numerical evaluation of an integral
Numerical methods for ordinary differential equations — the numerical solution of ordinary differential equations (ODEs)
Numerical partial differential equations — the numerical solution of partial differential equations (PDEs)
Finite difference method — based on approximating differential operators with difference operators
Finite element method — based on a discretization of the space of solutions gradient discretisation method — based on both the discretization of the solution and of its gradient
For a large list of software, see the list of numerical-analysis software.