Module stable_algorithms 

Stable numerical algorithms

Stable Numerical Algorithms

This module provides numerically stable implementations of common algorithms used in scientific computing, with focus on matrix operations, iterative methods, and numerical differentiation/integration.

Structs

IterativeConfig

Configuration for iterative algorithms

IterativeResult

Result of an iterative algorithm

Functions

adaptive_simpson

Stable numerical integration using adaptive Simpson’s rule

cholesky_stable

Stable Cholesky decomposition

conjugate_gradient

Conjugate gradient method with preconditioning

gaussian_elimination_stable

Stable Gaussian elimination with partial pivoting

gmres

GMRES (Generalized Minimal Residual) method

matrix_exp_stable

Stable computation of matrix exponential using scaling and squaring

qr_decomposition_stable

Stable QR decomposition using Householder reflections

richardson_derivative

Stable numerical differentiation using Richardson extrapolation