CG, GMRES iteratively solve Ax=b without explicitly inverting A
Image: NASA JPL, Public domain, via Wikimedia Commons
CG, GMRES iteratively solve Ax=b without explicitly inverting A
second-order methods (Newton's) converge faster but are expensive: O(n³) per step
Second-order methods converge faster due to quadratic convergence but are expensive due to O(n³) per iteration
Finite element method
Runge-Kutta method improves Euler by providing higher-order accuracy with k₁,k₂,k₃,k₄
Euler method
Euler method approximates ODE solution with y_{n+1} = y_n + h·f(y_n)
Master theorem (analysis of algorithms)
Master theorem solves T(n) = aT(n/b) + f(n) recurrences
approximation algorithms guarantee: solution within factor α of optimal
Approximation algorithms guarantee a solution within a factor α of the optimal solution
natural gradient descent does: preconditions with inverse Fisher matrix
Natural gradient descent optimizes using the Fisher information matrix's inverse as the metric
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