numerical-collection-cpp 0.10.0
A collection of algorithms in numerical analysis implemented in C++
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A. Beck and M. Teboulle. A Fast Iterative Shrinkage-Thresholding Algorithm for Linear Inverse Problems. SIAM Journal on Imaging Sciences, 2(1):183–202, 2009.
Stephen Boyd, Neal Parikh, Eric Chu, Borja Peleato, and Jonathan Eckstein. Distributed optimization and statistical learning via the alternating direction method of multipliers. Foundations and Trends in Machine Learning, 3(1):1–122, 2010.
Eric Brochu, Vlad M. Cora, and Nando de Freitas. A Tutorial on Bayesian Optimization of Expensive Cost Functions, with Application to Active User Modeling and Hierarchical Reinforcement Learning. arXiv, 1012.2599v1:1–49, 2010.
Lars Eldén. A Weighted Pseudoinverse, Generalized Singular Values, and Constrained Least Squares Problems. BIT Numerical Mathematics, 2:487–502, 1982.
Etienne Forest and Ronald D. Ruth. Fourth-order symplectic integration. Physica D: Nonlinear Phenomena, 43(1):105–117, 1990.
Bengt Fornberg and Natasha Flyer. A Primer on Radial Basis Functions with Applications to the Geosciences. Society for Industrial and Applied Mathematics, 2015.
Gene H. Golub and Charles F. Van Loan. Matrix Computations. The Johns Hopkins University Press, 4th edition, 2013.
Kjell Gustafsson. Control Theoretic Techniques for Stepsize Selection in Explicit Runge-Kutta Methods. ACM Transactions on Mathematical Software, 7(4):533–554, 1991.
E. Hairer and G. Wanner. Solving Ordinary Differential Equations II. Springer-Verlag, 1991.
E. Hairer, S. P. Norsett, and G. Wanner. Solving Ordinary Differential Equations I. Springer-Verlag, 1993.
Per Christian Hansen. Regularization Tools: A Matlab Package for Analysis and Solution of Discrete Ill-posed Problems. Numerical Algorithms, 6:1–35, 1994.
D. R. Jones, C. D. Perttunen, and B. E. Stuckman. Lipschitzian optimization without the lipschitz constant. Journal of Optimization Theory and Application, 79(1), 1993.
John Bagterp Jorgensen, Morten Rode Kristensen, and Per Grove Thomsen. A Family of ESDIRK Integration Methods. arXiv, 1803.01613v1:1–22, 2018.
H. Kahan. Further remarks on reducing truncation errors. Communication of the ACM, 8(1):40, 1965.
Christopher A. Kennedy and Mark H. Carpenter. Additive Runge-Kutta schemes for convection-diffusion-reaction equations. Applied Numerical Mathematics, 44, 2003.
Peter Knabner and Lutz Angermann. Numerical Methods for Elliptic and Parabolic Partial Differential Equations. Springer-Verlag, 2003.
Koichi Kubota and Masao Iri. Automatic Differentiation of Algorithms and Applications. Corona Publishing Co. Ltd., 1998.
D. P. Laurie. Calculation of gauss-kronrod quadrature rules. Mathematics of Computation, 66(219):1133 – 1145, 1997.
Paolo Novati. Some secant approximations for Rosenbrock W-methods. Applied Numerical Mathematics, 58:195–211, 2008.
William H. Press, Saul A. Teukolsky, William T. Vetterling, and Brian P. Flannery. Numerical Recipes : The Art of Scientific Computing. Cambridge University Press, 3rd edition, 2007.
G. R. W. Quispel and D. I. McLaren. A new class of energy-preserving numerical integration methods. Journal of Physics A: Mathematical and Theoretical, 41, 2008.
J. Rang and L. Angermann. New rosenbrock w-methods of order 3 for partial differential algebraic equations of index 1. BIT Numerical Mathematics, 45:761 – 787, 2005.
Joachim Rang. Improved traditional Rosenbrock-Wanner methods for stiff ODEs and DAEs. Journal of Computational and Applied Mathematics, 286, 2015.
J. W. Ruge and K. Stüben. 4. Algebraic Multigrid, chapter 4, pages 73–130. Society for Industrial and Applied Mathematics, 1987.
Michael Scheuerer. An alternative procedure for selecting a good value for the parameter c in RBF-interpolation. Advances in Computational Mathematics, 34:105–126, 2011.
Yaroslav D. Sergeyev. Efficient strategy for adaptive partition of n-dimensional internals in the framework of diagonal algorithms. Journal of Optimization Theory and Applications, 107(1):145 – 168, 2000.
Yaroslav D. Sergeyev. Global search based on efficient diagonal partitions and a set of lipschitz constants. SIAM Journal on Optimization, 16(3):910 – 937, 2006.
Niranjan Srinivas, Andreas Krause, Sham M. Kakade, and Matthias Seeger. Gaussian Process Optimization in the Bandit Settings: No Regret and Experimental Design. arXiv, 0912.3995v4:1–17, 2010.
Gerd Steineback. RODASP, MATLAB Central File Exchange, 2022. Acquired from https://www.mathworks.com/matlabcentral/fileexchange/10354-rodasp at August 7, 2022.
Holger Wendland. Piecewise polynomial, positive definite and compactly supported radial functions of minimal degree. Advances in Computational Mathematics, 4:389–396, 1995.