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.

• [x] integratation techniques
  • [x] composite trapezoid rule
  • [x] simpsons rule
  • [x] adaptive simpsons rule
  • [x] 3/8 simpson's rule
• [ ] ODE Solvers
  • [x] Runge-Kutta 2
  • [x] Runge-Kutta 4 (Explicit)
  • [ ] Runge-kutta 4 (Adaptive)
  • [x] Euler's
  • [x] Adam's Bashforth
  • [x] 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)