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Unformatted text preview: IE 495 Lecture 20 November 9, 2000 Reading for This Lecture Primary ¡ Miller and Boxer, Pages 124128 ¡ Forsythe and Mohler, Sections 1 and 2 Numerical Algorithms Numerical Analysis So far, we have looked primarily at algorithms for discrete problems. Now we will consider problems from continuous mathematics. Numerical analysis is the study of algorithms for these problems. The main difference between the two areas is that in continuous mathematics, numbers must be approximated in general. Problems and Algorithms A problem is a map from f: X → Y , where X and Y are normed vector spaces. A numerical algorithm is a procedure which calculates F(x) ¡ Y , an approximation of f(x) . A numerical algorithm does not necessatily have to be finite. Some algorithms converge (hopefully quickly) to the true solution "in the limit". Conditioning A problem is wellconditioned if x ′ ≈ x ⇒ f(x ′ ) ≈ f(x) ....
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This note was uploaded on 08/06/2008 for the course IE 495 taught by Professor Linderoth during the Fall '08 term at Lehigh University .
 Fall '08
 Linderoth
 Operations Research

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