21  Statistical numerics

To put statistical methodology into practice with actual numbers, we may need to:

1. perform matrix operations like multiplication, inversion
2. find the minimum/maximum of a function
3. compute derivatives (gradient, Hessian) of a function (often for 2)
4. compute an integral
5. sample from a probability distribution (often for 4)
6. solve algebraic equations
7. solve differential equations (often for 5)