Introduction to Numerical Methods and Software with C++

Contents

• Introduction. Motivation. Story in a Nutshell
• Univariate General-Purpose Optimization Methods
  • Bisection
  • Gradient Descent
  • Newton
• Univariate Linear Regression Methods
  • Normal Equation
  • Givens Rotation
  • Householder Reflection
• Multivariate Regression Methods
• Multivariate General-Purpose Optimization Methods
• Data Sensitivity Analysis
• Essential Algorithmic Differentiation