Numerical Analysis

Errors in numerical computations are due to a) errors in input data, b) round-off errors, due to the use of a finite number of digits, c) truncation errors, due to approximations, d) mistakes in numerical computations.

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Glossary of functions sec. 2.1 2.1 "JX n(x) 2.2 x!' 5.3 if, e'" = exp(x) 5.3 alogx 5.3 Inx 5.3 sinh x 5.3 coshx 5.3 5.3 tanh x cothx 5.3 arsinhx=sinh-1x 5.3 arcosh x= cosh-I x 5.3 artanhx=tanh-Ix 5.3 arcoth X= coth-I x 5.3 sinx 5.4 5.4 cosx 5.4 tan x cotx 5.4 secx 5.4 cscx 5.4 arcsinx= sin-Ix 5.4 arccos x = cos-I x 5.4 arctan x = tan-I x 5.4 Ixl

arccotx=coC1x F(a, b, c, x) F(b, c, x) Pn(x) P,;?(x) Tn(x), Tntx) Un(x), untx) Hn(x) hn(x) LI/(x) Ln(a)(x) II/(x) Pn(a,fJ)(x) Bn(x) En(x) Jp(x) Yp(x) H~l) (x) H~2) (x)

[n(x) KI/(x)

Ber(x) Bei(x) Ker(x)

544

5.4 9.2 9.2 12.2 12.2 12.2 12.2 12.2 12.2 12.2 12.2 12.2 12.2 12.3 12.3, 12.5 12.4 12.4 12.4 12.4 12.4 12.4 12.4 12.4 12.4

Kei(x) r(x) B(p, q) F(k, cp) E(k, cp) nCk, n, cp) K(k) E(k)

Ei(x) li(x) erf(x) erfc(x) Si(x) Ci(x) C(x) Sex) B(t) sgn(t) oCt) cp(x)

11> (x)

12.4 12.5 12.5 12.5 12.5 12.5 12.5 12.5 12.5 12.5 12.5 12.5 12.5 12.5 12.5 12.5 12.6 12.6 12.6 17.2 17.8

19

Glossary of symbols Symbol

Meaning

Section

and

1.1

v

or

1.1

V

exclusive or

1.1

negation

1.1

implies

1.1

equivalent

1.1

there exists

1.1

for all

1.1

NAND

1.1

NOR

1.1

thus belongs to

1.2

c

subset

1.2

superset

1.2

c

complement

1.2

n

intersection

1.2

u

union

1.2

\

E

difference

1.2

~

symmetric difference difference Laplacian

1.2 6.1,6.3 11.2

x

product set

1.2

o

empty set

1.2

Df,Rf

domain, range off

1.3

binomial coefficient

2.1

CD

N,Z,Q,R,C Rn

number sets

2.2

Euclidean space

10.1

Zn

set of congruence classes modulo n

1.4

Z2 n

set of binary n-tuples

1.6

F[x]

polynomial ring over field F

1.4

as, S

boundary, closure of S

4.7, 10.1

U'v, uTv, (u, v), (ulv), u*v

scalar product

3.4,4.1,4.7,12.7,4.10

u xv

vector product

3.4

lui lIull,llullm,p

length (norm)

3.4,4.7

norm

12.7, 12.8

A=(aij)' [aij]

matrix

4.1

545

19 [A]ij=aij AT

element of matrix transpose of matrix

4.1

A*

adjoint of matrix

4.10

IIAII

norm of matrix

, dy D . _dy y = dx = y, Y - dt

~

derivative

16.3 6.3

partial derivative

10.4

f:

directional derivative

10.4

a an

normal derivative

11.4

d(Yl' ... , Yn) d(X 1, ... , xn)

Jacobian determinant

10.6

V

gradient

11.2

f;=fx=

E, fl, V, 0, .u

difference operators

16.4

LP

Lebesgue spaces

12.8

em

spaces of differentiable functions

12.8

Wm,p,H m

Sobolev spaces

12.8

O( ),o( )

ordo

8.5

[,],(,)

closed, open interval

6.1

row equivalence asymptotic equivalence

4.1 8.5

*

convolution

12.8

equality

*< (::;;)

inequality

> (;:::)

greater than (or equal)

-

identity

less than (or equal)

approximately equal

-

congruent to

II

parallel to

..1

perpendicular to

0kn=

I, II

{I,

k=n O,k*-n

infinity Kronecker delta factorial, semifactorial

546

2.1

Index

ANOVA, analysis of variance 509

ARMA-process 442 AR-process 442 Abbreviations in computer science 534 Abel's limit theorem 188 Abel's test 186 Abelian group 22, 25 Absolute error 391 Absolute value 46 Acceleration 246 Acceptance sampling control 519 Acceptance-rejection method for simulation 448 Accumulation point 221,2