:orphan:

.. _Numerical methods:

Numerical methods
=================



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General methods
---------------



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  .. image:: /auto_numerical_methods/general_methods/images/thumb/sphx_glr_plot_combinatorial_generator_thumb.png
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  :ref:`sphx_glr_auto_numerical_methods_general_methods_plot_combinatorial_generator.py`

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      <div class="sphx-glr-thumbnail-title">Combinatorial generators</div>
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    <div class="sphx-glr-thumbcontainer" tooltip="Random generator parametrization">

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  .. image:: /auto_numerical_methods/general_methods/images/thumb/sphx_glr_plot_random_generator_thumb.png
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  :ref:`sphx_glr_auto_numerical_methods_general_methods_plot_random_generator.py`

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      <div class="sphx-glr-thumbnail-title">Random generator parametrization</div>
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    <div class="sphx-glr-thumbcontainer" tooltip="There are several possible ways to achieve this:">

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  .. image:: /auto_numerical_methods/general_methods/images/thumb/sphx_glr_plot_study_save_load_thumb.png
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  :ref:`sphx_glr_auto_numerical_methods_general_methods_plot_study_save_load.py`

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      <div class="sphx-glr-thumbnail-title">Save/load a study</div>
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    <div class="sphx-glr-thumbcontainer" tooltip="Integrate a function with Gauss-Kronrod algorithm">

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  .. image:: /auto_numerical_methods/general_methods/images/thumb/sphx_glr_plot_estimate_integral_Gauss_Kronrod_thumb.png
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  :ref:`sphx_glr_auto_numerical_methods_general_methods_plot_estimate_integral_Gauss_Kronrod.py`

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      <div class="sphx-glr-thumbnail-title">Integrate a function with Gauss-Kronrod algorithm</div>
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    <div class="sphx-glr-thumbcontainer" tooltip="Iterated Functions System">

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  .. image:: /auto_numerical_methods/general_methods/images/thumb/sphx_glr_plot_ifs_thumb.png
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  :ref:`sphx_glr_auto_numerical_methods_general_methods_plot_ifs.py`

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      <div class="sphx-glr-thumbnail-title">Iterated Functions System</div>
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    <div class="sphx-glr-thumbcontainer" tooltip="Estimate a multivariate integral with IteratedQuadrature">

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  .. image:: /auto_numerical_methods/general_methods/images/thumb/sphx_glr_plot_estimate_integral_iterated_quadrature_thumb.png
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  :ref:`sphx_glr_auto_numerical_methods_general_methods_plot_estimate_integral_iterated_quadrature.py`

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      <div class="sphx-glr-thumbnail-title">Estimate a multivariate integral with IteratedQuadrature</div>
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    <div class="sphx-glr-thumbcontainer" tooltip="Compute leave-one-out error of a polynomial chaos expansion">

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  .. image:: /auto_numerical_methods/general_methods/images/thumb/sphx_glr_plot_pce_design_thumb.png
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  :ref:`sphx_glr_auto_numerical_methods_general_methods_plot_pce_design.py`

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      <div class="sphx-glr-thumbnail-title">Compute leave-one-out error of a polynomial chaos expansion</div>
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    <div class="sphx-glr-thumbcontainer" tooltip="Compute confidence intervals of a regression model from data">

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  .. image:: /auto_numerical_methods/general_methods/images/thumb/sphx_glr_plot_regression_interval_thumb.png
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  :ref:`sphx_glr_auto_numerical_methods_general_methods_plot_regression_interval.py`

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      <div class="sphx-glr-thumbnail-title">Compute confidence intervals of a regression model from data</div>
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    <div class="sphx-glr-thumbcontainer" tooltip="Compute confidence intervals of a univariate noisy function">

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  .. image:: /auto_numerical_methods/general_methods/images/thumb/sphx_glr_plot_regression_sinus_thumb.png
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  :ref:`sphx_glr_auto_numerical_methods_general_methods_plot_regression_sinus.py`

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      <div class="sphx-glr-thumbnail-title">Compute confidence intervals of a univariate noisy function</div>
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Optimization
------------



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    <div class="sphx-glr-thumbcontainer" tooltip="Mix/max search and sensitivity from design">

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  .. image:: /auto_numerical_methods/optimization/images/thumb/sphx_glr_plot_minmax_by_random_design_thumb.png
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  :ref:`sphx_glr_auto_numerical_methods_optimization_plot_minmax_by_random_design.py`

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      <div class="sphx-glr-thumbnail-title">Mix/max search and sensitivity from design</div>
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    <div class="sphx-glr-thumbcontainer" tooltip="Optimization with constraints">

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  .. image:: /auto_numerical_methods/optimization/images/thumb/sphx_glr_plot_optimization_constraints_thumb.png
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  :ref:`sphx_glr_auto_numerical_methods_optimization_plot_optimization_constraints.py`

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      <div class="sphx-glr-thumbnail-title">Optimization with constraints</div>
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    <div class="sphx-glr-thumbcontainer" tooltip="Optimization using NLopt">

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  .. image:: /auto_numerical_methods/optimization/images/thumb/sphx_glr_plot_optimization_nlopt_thumb.png
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  :ref:`sphx_glr_auto_numerical_methods_optimization_plot_optimization_nlopt.py`

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      <div class="sphx-glr-thumbnail-title">Optimization using NLopt</div>
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    <div class="sphx-glr-thumbcontainer" tooltip="Mix/max search using optimization">

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  .. image:: /auto_numerical_methods/optimization/images/thumb/sphx_glr_plot_minmax_optimization_thumb.png
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  :ref:`sphx_glr_auto_numerical_methods_optimization_plot_minmax_optimization.py`

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      <div class="sphx-glr-thumbnail-title">Mix/max search using optimization</div>
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    <div class="sphx-glr-thumbcontainer" tooltip="Control algorithm termination">

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  .. image:: /auto_numerical_methods/optimization/images/thumb/sphx_glr_plot_control_termination_thumb.png
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  :ref:`sphx_glr_auto_numerical_methods_optimization_plot_control_termination.py`

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      <div class="sphx-glr-thumbnail-title">Control algorithm termination</div>
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    <div class="sphx-glr-thumbcontainer" tooltip="Optimization using bonmin">

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  .. image:: /auto_numerical_methods/optimization/images/thumb/sphx_glr_plot_optimization_bonmin_thumb.png
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  :ref:`sphx_glr_auto_numerical_methods_optimization_plot_optimization_bonmin.py`

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      <div class="sphx-glr-thumbnail-title">Optimization using bonmin</div>
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    <div class="sphx-glr-thumbcontainer" tooltip="Multi-objective optimization using Pagmo">

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  .. image:: /auto_numerical_methods/optimization/images/thumb/sphx_glr_plot_optimization_pagmo_thumb.png
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  :ref:`sphx_glr_auto_numerical_methods_optimization_plot_optimization_pagmo.py`

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      <div class="sphx-glr-thumbnail-title">Multi-objective optimization using Pagmo</div>
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    <div class="sphx-glr-thumbcontainer" tooltip="Quick start guide to optimization">

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  .. image:: /auto_numerical_methods/optimization/images/thumb/sphx_glr_plot_optimization_rosenbrock_thumb.png
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  :ref:`sphx_glr_auto_numerical_methods_optimization_plot_optimization_rosenbrock.py`

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      <div class="sphx-glr-thumbnail-title">Quick start guide to optimization</div>
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    <div class="sphx-glr-thumbcontainer" tooltip="Optimization of the Rastrigin test function">

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  .. image:: /auto_numerical_methods/optimization/images/thumb/sphx_glr_plot_optimization_rastrigin_thumb.png
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  :ref:`sphx_glr_auto_numerical_methods_optimization_plot_optimization_rastrigin.py`

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      <div class="sphx-glr-thumbnail-title">Optimization of the Rastrigin test function</div>
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    <div class="sphx-glr-thumbcontainer" tooltip="Optimization using dlib">

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  .. image:: /auto_numerical_methods/optimization/images/thumb/sphx_glr_plot_optimization_dlib_thumb.png
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  :ref:`sphx_glr_auto_numerical_methods_optimization_plot_optimization_dlib.py`

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      <div class="sphx-glr-thumbnail-title">Optimization using dlib</div>
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    <div class="sphx-glr-thumbcontainer" tooltip="EfficientGlobalOptimization examples">

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  .. image:: /auto_numerical_methods/optimization/images/thumb/sphx_glr_plot_ego_thumb.png
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  :ref:`sphx_glr_auto_numerical_methods_optimization_plot_ego.py`

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      <div class="sphx-glr-thumbnail-title">EfficientGlobalOptimization examples</div>
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Iterative statistics
--------------------



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    <div class="sphx-glr-thumbcontainer" tooltip="Estimate moments iteratively">

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  .. image:: /auto_numerical_methods/iterative_statistics/images/thumb/sphx_glr_plot_iterative_moments_thumb.png
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  :ref:`sphx_glr_auto_numerical_methods_iterative_statistics_plot_iterative_moments.py`

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      <div class="sphx-glr-thumbnail-title">Estimate moments iteratively</div>
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    <div class="sphx-glr-thumbcontainer" tooltip="Estimate extrema iteratively">

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  .. image:: /auto_numerical_methods/iterative_statistics/images/thumb/sphx_glr_plot_iterative_extrema_thumb.png
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  :ref:`sphx_glr_auto_numerical_methods_iterative_statistics_plot_iterative_extrema.py`

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      <div class="sphx-glr-thumbnail-title">Estimate extrema iteratively</div>
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    <div class="sphx-glr-thumbcontainer" tooltip="Estimate threshold exceedance iteratively">

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  .. image:: /auto_numerical_methods/iterative_statistics/images/thumb/sphx_glr_plot_iterative_threshold_thumb.png
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  :ref:`sphx_glr_auto_numerical_methods_iterative_statistics_plot_iterative_threshold.py`

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      <div class="sphx-glr-thumbnail-title">Estimate threshold exceedance iteratively</div>
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.. toctree::
   :hidden:
   :includehidden:


   /auto_numerical_methods/general_methods/index.rst
   /auto_numerical_methods/optimization/index.rst
   /auto_numerical_methods/iterative_statistics/index.rst


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  .. container:: sphx-glr-footer sphx-glr-footer-gallery

    .. container:: sphx-glr-download sphx-glr-download-python

      :download:`Download all examples in Python source code: auto_numerical_methods_python.zip </auto_numerical_methods/auto_numerical_methods_python.zip>`

    .. container:: sphx-glr-download sphx-glr-download-jupyter

      :download:`Download all examples in Jupyter notebooks: auto_numerical_methods_jupyter.zip </auto_numerical_methods/auto_numerical_methods_jupyter.zip>`