Numerical analysis

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Babylonian clay tablet YBC 7289 (c. 1800 1600 BC) with annotations. The approximat
ion of the square root of 2 is four sexagesimal figures, which is about six deci
mal figures. 1 + 24/60 + 51/602 + 10/603 = 1.41421296...[1]
Numerical analysis is the study of algorithms that use numerical approximation (
as opposed to general symbolic manipulations) for the problems of mathematical a
nalysis (as distinguished from discrete mathematics).
One of the earliest mathematical writings is a Babylonian tablet from the Yale B
abylonian Collection (YBC 7289), which gives a sexagesimal numerical approximati
on of the square root of 2, the length of the diagonal in a unit square. Being a
ble to compute the sides of a triangle (and hence, being able to compute square
roots) is extremely important, for instance, in astronomy, carpentry and constru
ction.[2]
Numerical analysis continues this long tradition of practical mathematical calcu
lations. Much like the Babylonian approximation of the square root of 2, modern
numerical analysis does not seek exact answers, because exact answers are often
impossible to obtain in practice. Instead, much of numerical analysis is concern
ed with obtaining approximate solutions while maintaining reasonable bounds on e
rrors.
Numerical analysis naturally finds applications in all fields of engineering and
the physical sciences, but in the 21st century also the life sciences and even
the arts have adopted elements of scientific computations. Ordinary differential
equations appear in celestial mechanics (planets, stars and galaxies); numerica
l linear algebra is important for data analysis; stochastic differential equatio
ns and Markov chains are essential in simulating living cells for medicine and b
iology.
Before the advent of modern computers numerical methods often depended on hand i
nterpolation in large printed tables. Since the mid 20th century, computers calc
ulate the required functions instead. These same interpolation formulas neverthe
less continue to be used as part of the software algorithms for solving differen
tial equations.
Contents [hide]
1 General introduction
1.1 History
1.2 Direct and iterative methods
1.2.1 Discretization and numerical integration
1.3 Discretization
2 Generation and propagation of errors
2.1 Round-off
2.2 Truncation and discretization error
2.3 Numerical stability and well-posed problems
3 Areas of study
3.1 Computing values of functions
3.2 Interpolation, extrapolation, and regression
3.3 Solving equations and systems of equations
3.4 Solving eigenvalue or singular value problems
3.5 Optimization
3.6 Evaluating integrals
3.7 Differential equations
4 Software
5 See also
6 Notes
7 References
8 External links