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This book gathers threads that have evolved across different mathematical disciplines into seamless narrative. It deals with condition as a main aspect in the understanding of the performance ---regarding both stability and complexity--- of numerical algorithms. While the role of condition was shaped in the last half-century, so far there has not been a monograph treating this subject in a uniform and systematic way. The book puts special emphasis on the probabilistic analysis of numerical algorithms via the analysis of the corresponding condition. The exposition's level increases along the book, starting in the context of linear algebra at an undergraduate level and reaching in its third part the recent developments and partial solutions for Smale's 17th problem which can be explained within a graduate course. Its middle part contains a condition-based course on linear programming that fills a gap between the current elementary expositions of the subject based on the simplex method and those focusing on convex programming.
Geometry, Differential -- Data processing. --- Engineering & Applied Sciences --- Computer Science --- Numerical analysis. --- Geometry. --- Mathematics. --- Computer science --- Computer mathematics. --- Algorithms. --- Mathematical optimization. --- Probabilities. --- Mathematics of Computing. --- Probability Theory and Stochastic Processes. --- Computational Mathematics and Numerical Analysis. --- Computational Science and Engineering. --- Optimization. --- Mathematics --- Euclid's Elements --- Mathematical analysis --- Computer science. --- Distribution (Probability theory. --- Optimization (Mathematics) --- Optimization techniques --- Optimization theory --- Systems optimization --- Maxima and minima --- Operations research --- Simulation methods --- System analysis --- Computer mathematics --- Discrete mathematics --- Electronic data processing --- Distribution functions --- Frequency distribution --- Characteristic functions --- Probabilities --- Informatics --- Science --- Algorism --- Algebra --- Arithmetic --- Foundations --- Computer science—Mathematics. --- Probability --- Statistical inference --- Combinations --- Chance --- Least squares --- Mathematical statistics --- Risk
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This book gathers threads that have evolved across different mathematical disciplines into seamless narrative. It deals with condition as a main aspect in the understanding of the performance ---regarding both stability and complexity--- of numerical algorithms. While the role of condition was shaped in the last half-century, so far there has not been a monograph treating this subject in a uniform and systematic way. The book puts special emphasis on the probabilistic analysis of numerical algorithms via the analysis of the corresponding condition. The exposition's level increases along the book, starting in the context of linear algebra at an undergraduate level and reaching in its third part the recent developments and partial solutions for Smale's 17th problem which can be explained within a graduate course. Its middle part contains a condition-based course on linear programming that fills a gap between the current elementary expositions of the subject based on the simplex method and those focusing on convex programming.
Numerical methods of optimisation --- Operational research. Game theory --- Probability theory --- Mathematics --- Computer science --- Computer. Automation --- waarschijnlijkheidstheorie --- stochastische analyse --- automatisering --- computers --- informatica --- externe fixatie (geneeskunde --- wiskunde --- algoritmen --- informaticaonderzoek --- kansrekening --- computerkunde
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The algorithmic solution of problems has always been one of the major concerns of mathematics. For a long time such solutions were based on an intuitive notion of algorithm. It is only in this century that metamathematical problems have led to the intensive search for a precise and sufficiently general formalization of the notions of computability and algorithm. In the 1930s, a number of quite different concepts for this purpose were pro posed, such as Turing machines, WHILE-programs, recursive functions, Markov algorithms, and Thue systems. All these concepts turned out to be equivalent, a fact summarized in Church's thesis, which says that the resulting definitions form an adequate formalization of the intuitive notion of computability. This had and continues to have an enormous effect. First of all, with these notions it has been possible to prove that various problems are algorithmically unsolvable. Among of group these undecidable problems are the halting problem, the word problem theory, the Post correspondence problem, and Hilbert's tenth problem. Secondly, concepts like Turing machines and WHILE-programs had a strong influence on the development of the first computers and programming languages. In the era of digital computers, the question of finding efficient solutions to algorithmically solvable problems has become increasingly important. In addition, the fact that some problems can be solved very efficiently, while others seem to defy all attempts to find an efficient solution, has called for a deeper under standing of the intrinsic computational difficulty of problems.
Numerical solutions of algebraic equations --- Computer science --- Computational Complexity --- Computational complexity --- Computational complexity. --- Complexité de calcul (Informatique) --- Combinatorics. --- Computers. --- Mathematical logic. --- Algorithms. --- Algebraic geometry. --- Theory of Computation. --- Mathematical Logic and Foundations. --- Algorithm Analysis and Problem Complexity. --- Algebraic Geometry. --- Algebraic geometry --- Geometry --- Algorism --- Algebra --- Arithmetic --- Algebra of logic --- Logic, Universal --- Mathematical logic --- Symbolic and mathematical logic --- Symbolic logic --- Mathematics --- Algebra, Abstract --- Metamathematics --- Set theory --- Syllogism --- Automatic computers --- Automatic data processors --- Computer hardware --- Computing machines (Computers) --- Electronic brains --- Electronic calculating-machines --- Electronic computers --- Hardware, Computer --- Computer systems --- Cybernetics --- Machine theory --- Calculators --- Cyberspace --- Combinatorics --- Mathematical analysis --- Foundations
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