https://github.com/douglasrizzo/numerical_analysis

Numerical analysis algorithms
https://github.com/douglasrizzo/numerical_analysis

Last synced: 10 days ago
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Numerical analysis algorithms

• Host: GitHub
• URL: https://github.com/douglasrizzo/numerical_analysis
• Owner: douglasrizzo
• License: gpl-3.0
• Created: 2017-08-09T22:34:02.000Z (over 7 years ago)
• Default Branch: master
• Last Pushed: 2017-09-11T18:15:08.000Z (over 7 years ago)
• Last Synced: 2024-12-17T19:28:35.206Z (23 days ago)
• Language: C++
• Size: 316 KB
• Stars: 1
• Watchers: 3
• Forks: 0
• Open Issues: 0
• Metadata Files:
  • Readme: README.md
  • License: LICENSE

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README

        
# Numerical analysis algorithms in C++

This repository contains some basic numerical analysis algorithms implemented in C++. More specifically, the following techniques were implemented:

-   derivative of a single-variable function;

-   partial derivatives of two-variable function;

-   Newton-Raphson method for finding roots of single-variable functions;

-   Gradient descent method for finding (local) minima of functions;

-   Numerical integration using the Newton-Cotes formulae (rectangle, trapezoidal and Simpson's functions);

-   Adaptive quadrature, implemented according to Numerical Recipes 3rd edition;

-   Monte Carlo integration for single variable functions and for the approximation of the volume and center of mass of a tridimensional region.

Numerical integration methods have built-in support for OpenMP. Compile the package with the `-fopenmp` flag in order to use it.