General tips on exploring numerical algorithms

jeromyanglim / stochastic-processes-notes

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Open jeromyanglim opened 12 years ago

jeromyanglim commented 12 years ago

What are some good general strategies for exploring numeric algorithms for root finding, numeric integration, and optimisation?

jeromyanglim commented 12 years ago

Initially go through algorithm steps somewhat manually
Develop a graphical representation of the algorithm
Implement algorithm in code
- print intermittent values for each iteration to understand algorithm behaviour
Explore many examples