numlib
A simple numerical algorithms library. Contains most of the numerical algorithms found in an introduction to numerical analysis class. Contributions are warmly welcome :). For any requests, please add an issue. Below is a list of implemented and planned methods.
- integratation techniques
- composite trapezoid rule
- simpsons rule
- adaptive simpsons rule
- 3/8 simpson's rule
- ODE Solvers
- Runge-Kutta 2
- Runge-Kutta 4 (Explicit)
- Runge-kutta 4 (Adaptive)
- Euler's
- Adam's Bashforth
- Adam's Moulton
- Fourier Series
- DFFT
- Maybe some Linear Algebra Integrations - Contributions Welcome
- Function Approximation
- Chebyshev Polynomial Generator
- Lagrange Polynomials
- Barycentric Weights
- Divided Differencing (using Newton's form a.k.a Horner's algo)
- Divided Differencing using hermite's method
- Linear Algebra
- Gram-Schmidt
- Least Squares Fitter
- Eigenvalues / Spectral Radius
- LU Factorization
- Diagonalization (For Schrodinger's Equation Most likely)