MATH4141/MATH6651/PHYS5070
Formula Sheet
Fixed-Point Theorem in Rn :
Let
. Suppose
is a continuous function with
continuous partial derivatives from
Rn into Rn with the
property that
whenever
. Then
has a fixed point in D.
Furthermore, if a constant k exists with 0 < k < 1 such that
for ![]()
where Jg is the Jacobian of
then
has a unique fixed point in D and the sequence
defined by
![]()
converges to the fixed point provided
.
Newton's method in Rn :
Given the system of equations
Newton's method for finding a root of this system is to construct the iterative scheme
![]()
where J is the Jacobian matrix of the system.
Golden Search method
Given the interval [a, b] the formula for the points c and d required for this method are
c = (R–1)a + (2 –R)b
d = (2–R)a + (R–1)b
with R =
.
Conjugate Gradient Method
To find a minimum of the function
:
1) set
;
2) do steps 3) to 5) for k = 0, 1, 2 ...
3) search along the direction
to minimum point
;
4) set ![]()
5) set
where ![]()
Conjugate Directions Method
To find a minimum of the function
:
1) initialize the search directions
, i = 1,n to the co-ordinate directions;
2) do steps 3) to 6) n times;
3) starting from
search in each of the directions
, i = 1, n in turn to reach
;
4) put
, i = 1,
n-1;
5) put
;
6) search in this new direction
to reach new
;
7) after n iterations of steps 3) to 6) reinitialize the
search directions
, i = 1,n to the co-ordinate directions and return to step 2).
Symmetric Power Method:
To find the dominant eigenvalue of the symmetric matrix A:
1) Choose a vector
with unit Euclidean norm.
2) Do the following steps for k = 1, 2, 3, ....
3) Calculate ![]()
4) Calculate an approximation to the eigenvalue ![]()
5) Normalize ![]()
6) Stop if
and/or
has converged.
Elementary reflectors
The elementary reflector
has the property that
where ![]()
and
. Here ![]()
Legendre polynomials
P0 = 1; P1 = x; P2
=
(3x2 – 1);
P3 =
(5x3 – 3x)