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https://github.com/davxy/numeric

Numerical Analysis algorithms in Python and Octave
https://github.com/davxy/numeric

differentiation factorization integration interpolation linear-algebra matlab numerical-analysis numerical-methods octave python

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Numerical Analysis algorithms in Python and Octave

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README

          

Numerical Analysis
==================

Companion [book](https://datawok.net/posts/numerical-analysis)

Algorithms
----------

### Finite Arithmetic

- Machine precision computation
- Numerical cancellation example

### Equation Roots

- Bisection method
- Newton-Raphson method
- Newton-Raphson with Aitken acceleration
- Quasi-Newton Chords method
- Quasi-Newton Secant method

### Linear Algebra

- Reduced Row Echelon Form
- Diagonal systems
- Triangular systems
- LU factorization
- PA=LU factorization
- LL' Cholesky factorization

### Polynomial Interpolation

- Lagrange interpolation polynomial
- Chebyshev nodes
- Divided differences
- Lebesgue function and constant grow
- Runge test
- Polynomial interpolation application: Toom-3 multiplication
- Cubic spline

### Numerical differentiation

- Forward Finite differences (FFD)
- Symmetric differential quotient (SDQ)
- Condition number experiment: h threshold

### Numerical integration

- Composite trapezoid method
- Composite Simpson's method
- Adaptive methods
- Romberg method

### Misc

- Vandermonde matrix conditioning number graph

Dependencies
------------

### Python

- Python3
- NumPy (http://numpy.org)
- Matplotlib (https://matplotlib.org/)

Python3 and package manager system-wide installation

$ sudo apt install python3 pip3

Python3 packages installation (user only)

$ pip3 install numpy matplotlib

### Octave

All in one octave package installation

$ sudo apt install octave