Root Finding:

2 log
) / log(
log
2
) (
) (
) ( ) (
) )( (
) ( ) (
) )( (
0 0
2
0
1
1
1
1
MAX
MAX
N
MAX
i
i
i i
i i
i i i
i i
L U
L U U
U R
E x
E
x
N
x
E
x f
x f
x x
x f x f
x x x f
x x
x f x f
x x x f
x x
A
=
A
=
A
=
'
=

=
+

+

N =estimate number (first is estimate 1), estimate N involves N-1 function evaluations/wall movements
Golden Section:
2
) 1 (
6180339887 . 1
2
5 1
) )( 1 ( , ,
0
1 2
N
MAX
L U L U
x
E
X X d d X X d X X
A
= =
+
=
= + = =
|
|
|

max error assumes midpoint of interval chosen as the final answer, N =number of wall movements

Simultaneous Equations:
d U x b P L d d Ux Pb Ld Pb LUx b LU P b Ax
d U x b L d d Ux b Ld b LUx b Ax
row pivot pivot pivot below element row row
\ ), * ( \ and
\ , \ and
_ * ) / _ _ (
1
= = = = = = =
= = = = = =
=

Iterative methods:
ii i i ii ij ij ii k k
a b d a a c c d Cx x / / 0
1
= = = + =
+

Lagrange Polynomial:
) ( ) )( ( ) )( (
) ( ) )( ( ) )( (
) (
) ( ) ( ) ( ) ( ) (
1 1 2 1
1 1 2 1
3 3 2 2 1 1
N k k k k k k k
N k k
k
N N
x x x x x x x x x x
x x x x x x x x x x
x L
y x L y x L y x L y x L x p


=
+ + + =
+
+

Numerator of L
k
(x) is product of all (x x
i
) except for (x x
k
)
Denominator of L
k
(x) is product of all (x
k
x
i
) except for (x
k
x
k
)
Newton's Polynomial:
i k i
i
k
i
k
i
k
i i
i i
i
i i
i i
i
N
N
N N
x x
y D y D
y D
x x
Dy Dy
y D
x x
y y
Dy
y D a y D a Dy a y a
x x x x a x x x x a x x a a x p

=
= = = =
+ + + + =
+

+
+
+
+

1
1
1
2
1 2
1
1
1
1
1
2
3 1 2 1 1
1 1 2 1 3 1 2 1
) ( ) ( ) )( ( ) ( ) (

Regression:
Straight line fit:
( ) ( )
x m y
x x n
y x x y x
b
x x n
y x y x n
m b mx y
i i
i i i i i
i i
i i i i
=

= + =




2
2
2
2
2


= =

=
2 2 2
)) ( ( ) (
i i r i t
t
r t
x f y S y y S
S
S S
r
For a straight line fit only:
( ) ( )




=
2
2
2
2
i i i i
i i i i
y y n x x n
y x y x n
r
b m b
y
y
x
x
x
x
y
m y y x x x y
m e y y x x e y
b
b x
/ , / 1
1 1
For
, 10 ) log( ) log( For
, ) ln( For
= = = ' = '
+
=
= = = ' = ' =
= = = ' = ' =
| o
|
o
| o o
| o o
|
|

y Q Ra QR Z y Z Za Z x z z
x z a x z a x z a x z a y
T T T
i j ij
m m
= = = =
+ + + =
: ion decomposit QR ) ( : solution Basic
) ( ) ( ) ( ) ( : squares least General
3 3 2 2 1 1


Integration:
( ) ( )
( ) ( ) ) ( ) ( 4 ) ( 2 ) ( 4 ) ( 2 ) ( 4 ) (
3
) ( ) ( 4 ) (
3
) ( ) ( 2 ) ( 2 ) ( 2 ) ( 2 ) (
2
) ( ) (
2
1 4 3 2 1 0 2 1 0
1 3 2 1 0 1 0
N N
N N
x f x f x f x f x f x f x f
h
I x f x f x f
h
I
x f x f x f x f x f x f
h
I x f x f
h
I
+ + + + + + + = + + =
+ + + + + + = + =

( ) ) ( ) ( 3 ) ( 3 ) (
8
3
3 2 1 0
x f x f x f x f
h
I + + + =
k
k k
k
k j k j
k
k j
j
j j j
I
I I I I
I
h
h h I
, 1
1 , 2 , 1
1
1 , 1 , 1
1
,
1
1
1 ,
1 4
4
2
using estimate

= = = c
n c
0
x
0
c
1
x
1
c
2
x
2
c
3
x
3

2 1 -0.57735 1 0.57735
3 5/9 -0.77459 8/9 0 5/9 0.77459
4 0.347855 -0.861136 0.652145 -0.339981 0.652145 0.339981 0.347855 0.861136

Directly usable only for -1 to 1. For a to b use
Differentiation:
First Derivative Formula Error
Forward (2 point)
| | h x f x f
i i
/ ) ( ) (
1

+
O(h)
Forward (3 point)
| | h x f x f x f
i i i
2 / ) ( 3 ) ( 4 ) (
1 2
+
+ +
O(h
2
)
Backwards (2 point)
| | h x f x f
i i
/ ) ( ) (
1
O(h)
Backwards (3 point)
| | h x f x f x f
i i i
2 / ) ( ) ( 4 ) ( 3
2 1
+ O(h
2
)
Central (2 point)
| | h x f x f
i i
2 / ) ( ) (
1 1 +
O(h
2
)
Central (4 point)
| | h x f x f x f x f
i i i i
12 / ) ( ) ( 8 ) ( 8 ) (
2 1 1 2 + +
+ + O(h
4
)
k
k k
k
k j k j
k
k j
j
j j j
D
D D D D
D
h
h h D
, 1
1 , 2 , 1
1
1 , 1 , 1
1
,
1
1
1 ,
1 4
4
2
using estimate

= = = c
ODE's:
A
Cy y B D
dt
y d
y
dt
dy
D Cy
dt
dy
B
dt
y d
A
y
y y
y y y y
h
y t f y t f
y y h y t f y y
y t f y t f h y y y t f
dt
dy
i
m
i
m
i
m
i
m
i
i
i
i
j
i i i
i
i
j
i i i
i
i i i i i i
'
=
'
' = = + +
<

= =
+
+ = + =
= = + = =
+
+

+
+
+
+
+
+

+
+ +
+ + +
,
iteration with iteration no
2
) , ( ) , (
) , ( : Heun
) , ( : Midpoint ) , ( : Euler ) , (
2
2
1
1
1
1
1
1
1
1
1
1
1
1
1 1
0
2 / 1 2 / 1 1
c
| | |

}

=
|
|
.
|

\
|
|
.
|

\
|
+
+
|
.
|

\
|
~
1
0
2 2 2
) (
n
i
i i
b
a
x
a b a b
f c
a b
dx x f