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)