Numerical Zoo

Well-behaved mathematics. Occasionally feral computation.

These are not here because they are representative homework problems. They are here because each one makes some numerical assumption visible, usually by refusing to cooperate with it.

Numerical analysis has a useful cast of recurring examples. Some are famous because a perfectly innocent formula becomes ill conditioned. Some expose cancellation, instability, locality, or the consequences of a bad starting value. A few are simply very good at making an algorithm admit what it was assuming all along.

The entries here are worked problems rather than dictionary definitions. Each one starts with the object, works far enough by hand to identify the mechanism, gives R code, and points into the CMNA laboratories where the problem can be pushed around.

Polynomial

Wilkinson's polynomial

Twenty perfectly ordinary integer roots and a frankly unreasonable sensitivity to small perturbations.

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Matrix

Hilbert matrix

Every entry looks harmless. The linear system does not.

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Interpolation

Runge's function

A smooth function that teaches high-degree polynomial interpolation some humility.

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Floating point

The cancellation-prone quadratic

The algebra is correct. One subtraction is still a terrible idea.

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Optimization

Himmelblau's function

Four minima, one landscape, and several ways for a starting point to make the decision for us.

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Integration

The oscillatory integral

A lot can happen between two perfectly reasonable sample points.

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Integration

The narrow peak

A smooth integrand can still hide most of its area in a very small neighborhood.

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Differential equation

Euler's decay trap

The differential equation decays peacefully. A bad step size does not have to.

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