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Numerical analysis is the study of algorithms that use numerical approximation (as opposed to symbolic manipulations) for the problems of mathematical analysis (as distinguished from discrete mathematics). It is the study of numerical methods that attempt at finding approximate solutions of problems rather than the exact ones. Numerical analysis finds application in all fields of engineering and the physical sciences, and in the 21st century also the life and social sciences, medicine, business and even the arts. Current growth in computing power has enabled the use of more complex numerical analysis, providing detailed and realistic mathematical models in science and engineering. Examples of numerical analysis include: ordinary differential equations as found in celestial mechanics (predicting the motions of planets, stars and galaxies), numerical linear algebra in data analysis,[2][3][4] and stochastic differential equations and Markov chains for simulating living cells in medicine and biology.

Before modern computers, numerical methods often relied on hand interpolation formulas, using data from large printed tables. Since the mid 20th century, computers calculate the required functions instead, but many of the same formulas continue to be used in software algorithms.[5]

The numerical point of view goes back to the earliest mathematical writings. A tablet from the Yale Babylonian Collection (YBC 7289), gives a sexagesimal numerical approximation of the square root of 2, the length of the diagonal in a unit square.

The overall goal of the field of numerical analysis is the design and analysis of techniques to give approximate but accurate solutions to hard problems, the variety of which is suggested by the following:

The field of numerical analysis predates the invention of modern computers by many centuries. Linear interpolation was already in use more than 2000 years ago. Many great mathematicians of the past were preoccupied by numerical analysis,[5] as is obvious from the names of important algorithms like Newton's method, Lagrange interpolation polynomial, Gaussian elimination, or Euler's method. The origins of modern numerical analysis are often linked to a 1947 paper by John von Neumann and Herman Goldstine,[6][7][8]but others consider modern numerical analysis to go back to work by E. T. Whittaker in 1912.[6]

To facilitate computations by hand, large books were produced with formulas and tables of data such as interpolation points and function coefficients. Using these tables, often calculated out to 16 decimal places or more for some functions, one could look up values to plug into the formulas given and achieve very good numerical estimates of some functions. The canonical work in the field is the NIST publication edited by Abramowitz and Stegun, a 1000-plus page book of a very large number of commonly used formulas and functions and their values at many points. The function values are no longer very useful when a computer is available, but the large listing of formulas can still be very handy.

The mechanical calculator was also developed as a tool for hand computation. These calculators evolved into electronic computers in the 1940s, and it was then found that these computers were also useful for administrative purposes. But the invention of the computer also influenced the field of numerical analysis,[5] since now longer and more complicated calculations could be done.

A discretization would be to say that the speed of the car was constant from 0:00 to 0:40, then from 0:40 to 1:20 and finally from 1:20 to 2:00. For instance, the total distance traveled in the first 40 minutes is approximately (2/3 h × 140 km/h) = 93.3 km. This would allow us to estimate the total distance traveled as 93.3 km + 100 km + 120 km = 313.3 km, which is an example of numerical integration (see below) using a Riemann sum, because displacement is the integral of velocity.

Direct methods compute the solution to a problem in a finite number of steps. These methods would give the precise answer if they were performed in infinite precision arithmetic. Examples include Gaussian elimination, the QR factorization method for solving systems of linear equations, and the simplex method of linear programming. In practice, finite precision is used and the result is an approximation of the true solution (assuming stability).

In contrast to direct methods, iterative methods are not expected to terminate in a finite number of steps. Starting from an initial guess, iterative methods form successive approximations that converge to the exact solution only in the limit. A convergence test, often involving the residual, is specified in order to decide when a sufficiently accurate solution has (hopefully) been found. Even using infinite precision arithmetic these methods would not reach the solution within a finite number of steps (in general). Examples include Newton's method, the bisection method, and Jacobi iteration. In computational matrix algebra, iterative methods are generally needed for large problems.[9][10][11][12]

Iterative methods are more common than direct methods in numerical analysis. Some methods are direct in principle but are usually used as though they were not, e.g. GMRES and the conjugate gradient method. For these methods the number of steps needed to obtain the exact solution is so large that an approximation is accepted in the same manner as for an iterative method.

A truncation error is created when a mathematical procedure is approximated. To integrate a function exactly, an infinite sum of regions must be found, but numerically only a finite sum of regions can be found, and hence the approximation of the exact solution. Similarly, to differentiate a function, the differential element approaches zero, but numerically only a nonzero value of the differential element can be chosen.

Numerical stability is a notion in numerical analysis. An algorithm is called 'numerically stable' if an error, whatever its cause, does not grow to be much larger during the calculation.[13] This happens if the problem is 'well-conditioned', meaning that the solution changes by only a small amount if the problem data are changed by a small amount.[13] To the contrary, if a problem is 'ill-conditioned', then any small error in the data will grow to be a large error.[13]

Observe that the Babylonian method converges quickly regardless of the initial guess, whereas Method X converges extremely slowly with initial guess x0 = 1.4 and diverges for initial guess x0 = 1.42. Hence, the Babylonian method is numerically stable, while Method X is numerically unstable.

Partial differential equations are solved by first discretizing the equation, bringing it into a finite-dimensional subspace.[23] This can be done by a finite element method,[24][25][26] a finite difference method,[27] or (particularly in engineering) a finite volume method.[28] The theoretical justification of these methods often involves theorems from functional analysis. This reduces the problem to the solution of an algebraic equation.

Since the late twentieth century, most algorithms are implemented in a variety of programming languages. The Netlib repository contains various collections of software routines for numerical problems, mostly in Fortran and C. Commercial products implementing many different numerical algorithms include the IMSL and NAG libraries; a free-software alternative is the GNU Scientific Library.

There are several popular numerical computing applications such as MATLAB,[29][30][31] TK Solver, S-PLUS, and IDL[32] as well as free and open source alternatives such as FreeMat, Scilab,[33][34] GNU Octave (similar to Matlab), and IT++ (a C++ library). There are also programming languages such as R[35] (similar to S-PLUS), Julia,[36] and Python with libraries such as NumPy, SciPy[37][38][39] and SymPy. Performance varies widely: while vector and matrix operations are usually fast, scalar loops may vary in speed by more than an order of magnitude.[40][41]

Also, any spreadsheet software can be used to solve simple problems relating to numerical analysis. Excel, for example, has hundreds of available functions, including for matrices, which may be used in conjunction with its built in "solver".

Learning causal networks from large-scale genomic data remains challenging in absence of time series or controlled perturbation experiments. We report an information- theoretic method which learns a large class of causal or non-causal graphical models from purely observational data, while including the effects of unobserved latent variables, commonly found in many genomic datasets. Starting from a complete graph, the method iteratively removes dispensable edges, by uncovering significant information contributions from indirect paths, and assesses edge-specific confidences from randomization of available data. The remaining edges are then oriented based on the signature of causality in observational data. The approach and associated algorithm, miic, outperform earlier methods on a broad range of benchmark networks. Causal network reconstructions are presented at different biological size and time scales, from gene regulation in single cells to whole genome duplication in tumor development as well as long term evolution of vertebrates. Miic is publicly available at

Network reconstruction methods have become ubiquitous to analyze large-scale information-rich data from the latest genomic technologies. Recently, methodological advances in the field have been seeking to learn causal relationships using time series or controlled perturbation experiments [1, 2]. However, such strategies can be technically impracticable or costly, if not unethical, in many biological contexts.

The main computational complexity of constraint-based methods is to uncover a valid combination of contributing nodes {Ai} for each dispensable edge XY. In absence of latent variables, the combinatorial search can be restricted to the sole neighbors of X or Y, which are sufficient to intercept all information contributions from indirect paths [7, 8]. However, this efficient algorithm cannot be used in the presence of latent variables, as collider paths may require to extend the combinatorial search for conditioning set {Ai} to non-adjacent variables of X and Y [9], as illustrated in Fig 1C. In practice, this intrinsic difficulty stemming from latent variables has been addressed through more complex algorithmic approaches, such as the FCI algorithm [9] and its more recent approximate variant, RFCI [10]. Beyond algorithmic complexity issues, traditional constraint-based methods are also known to be highly sensitive to sampling noise inherent to finite datasets and are not robust on typical datasets of interest (e.g. expression data of 30 to 40 genes measured in a few hundreds to thousands of single cells [24], see application and Fig 2 below). 2b1af7f3a8