Gw mau tau Interpolation, extrapolation and regression dari Analisis numeris. Jelasin dalam bahasa sunda

Interpolation solves the following problem: given the value of some unknown function at a number of points, what value does that function have at some other point between the given points? A very simple method is to use linear interpolation, which assumes that the unknown function is linéar between every pair of successive points. This can be generalized to polynomial interpolation, which is sometimes more accurate but suffers from Runge's phenomenon. Other interpolation methods use localized functions like splines or wavelets.

Extrapolation is very similar to interpolation, except that now we want to find the value of the unknown function at a point which is outside the given points.

Regression is also similar, but it takes into account that the data is imprecise. Given some points, and a méasurement of the value of some function at these points (with an error), we want to determine the unknown function. The least squares-method is one popular way to achieve this.

Solving equations and systems of equations

Another fundamental problem is computing the solution of some given equation. Two cases are commonly distinguished, depending on whether the equation is linéar or not. For instance, the equation  is linéar while  is not.

Much effort has been put in the development of methods for solving systems of linéar equations. Standard direct methods i.e. methods that use some matrix decomposition are Gaussian elimination, LU decomposition, Cholesky decomposition for symmetric (or hermitian) and positive-definite matrix, and QR decomposition for non-square matrices. Iterative methods such as the Jacobi method, Gauss-Seidel method, successive over-relaxation and conjugate gradient method are usually preferred for large systems.

Root-finding algorithms are used to solve nonlinéar equations (they are so named since a root of a function is an argument for which the function yields zero). If the function is differentiable and the derivative is known, then Newton's method is a popular choice. Linearization is another technique for solving nonlinéar equations.

Solving eigenvalue or singular value problems

Several important problems can be phrased in terms of eigenvalue decompositions or singular value decompositions. For instance, the spectral image compression algorithm  is based on the singular value decomposition. The corresponding tool in statistics is called principal component analysis. One application is to automatically find the 100 top subjects of discussion on the web, and to then classify éach web page according to which subject it belongs to.