List of numerical analysis topics

This is a list of numerical analysis topics.

Numerical linear algebra — study of numerical algorithms for linear algebra problems

Eigenvalue algorithm — a numerical algorithm for locating the eigenvalues of a matrix

Interpolation — construct a function going through some given data points

Polynomial interpolation — interpolation by polynomials

Spline interpolation — interpolation by piecewise polynomials

Trigonometric interpolation — interpolation by trigonometric polynomials

Root-finding algorithm — algorithms for solving the equation f(x) = 0

Mathematical optimization — algorithm for finding maxima or minima of a given function

Linear programming (also treats integer programming) — objective function and constraints are linear

Nonlinear programming — the most general optimization problem in the usual framework

Numerical integration — the numerical evaluation of an integral

Numerical methods for ordinary differential equations — the numerical solution of ordinary differential equations (ODEs)