### VIP内容

Numerical C以二次公式开始，用于寻找代数方程的解，这些代数方程模拟诸如价格与需求、上涨与运行或下滑等情况。在本书后面，你将学习联立方程的增广矩阵法。

• 获得软件和C语言编程基础
• 编写软件解决应用，计算数学问题
• 创建程序来解决方程和微积分问题
• 采用梯形法、蒙特卡罗法、最佳拟合线、积差相关系数、辛普森法则和矩阵解法
• 写代码来解微分方程
• 将一个或多个方法应用到应用案例研究中

### 热门内容

Bayesian quadrature (BQ) is a method for solving numerical integration problems in a Bayesian manner, which allows users to quantify their uncertainty about the solution. The standard approach to BQ is based on a Gaussian process (GP) approximation of the integrand. As a result, BQ is inherently limited to cases where GP approximations can be done in an efficient manner, thus often prohibiting very high-dimensional or non-smooth target functions. This paper proposes to tackle this issue with a new Bayesian numerical integration algorithm based on Bayesian Additive Regression Trees (BART) priors, which we call BART-Int. BART priors are easy to tune and well-suited for discontinuous functions. We demonstrate that they also lend themselves naturally to a sequential design setting and that explicit convergence rates can be obtained in a variety of settings. The advantages and disadvantages of this new methodology are highlighted on a set of benchmark tests including the Genz functions, and on a Bayesian survey design problem.

### 最新内容

In this paper we propose a new algorithm for solving large-scale algebraic Riccati equations with low-rank structure. The algorithm is based on the found Toeplitz-structured closed form of the stabilizing solution and the fast Fourier transform. It works without unnecessary assumptions, shift selection trategies, or matrix calculations of the cubic order with respect to the problem scale. Numerical examples are given to illustrate its features. Besides, we show that it is theoretically equivalent to several algorithms existing in the literature in the sense that they all produce the same sequence under the same parameter setting.

### 最新论文

In this paper we propose a new algorithm for solving large-scale algebraic Riccati equations with low-rank structure. The algorithm is based on the found Toeplitz-structured closed form of the stabilizing solution and the fast Fourier transform. It works without unnecessary assumptions, shift selection trategies, or matrix calculations of the cubic order with respect to the problem scale. Numerical examples are given to illustrate its features. Besides, we show that it is theoretically equivalent to several algorithms existing in the literature in the sense that they all produce the same sequence under the same parameter setting.

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