Index

A

Acceptance–rejection method, 127, 149, 176, 181
Ackley function, 365
Adaptive expectations, 218
Learning, 220
Agent-based modeling, 228
Algorithms
Back-substitution, 38
Bisection, 291
Block Jacobi, 52
Bracketing, 290
Broyden, 333
Cholesky factorization, 42
Direct sampling, 184
Explicit payout, 93
Fixed point iteration, 292
Forward and back-substitution for tridiagonal system, 54
Forward substitution, 37
Gauss–Newton, 320
Gauss–Seidel iteration, 46
General structure for iterative methods, 50
Generate variates with specific rank correlation, 169
Golden section search, 305
Jacobi, Gauss–Seidel and SOR for nonlinear equations, 326
Jacobi iteration, 46
Least Squares via normal equations, 63
Levenberg–Marquardt, 320
linear congruential random ...

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