Numerical Methods Pack
Info: The Numerical Methods Pack is a simple program that should be able to calculate some simple numerical methods like root finding, integrate, splines, diferential equation, monte carlo and others. The aim of this code is for learning purposes not for professional use.

The good stuff on this package is that I tried to make the cleanest code I could to help people understands what each algorithm really is. Once I hate pseudo-code or english-code I wrote in plain C++. I also tried to implement the best/fastest algorithm I know and on some cases a fall-back to a safer implementation.


Features:

Root Finding

  • root find using Brent's Inverse Quadratic method
  • fall back to bissection if no root found for other methods

    Integrals

  • solve integrals using Romberg's method

    Interpolation

  • given N points, interpolate using Natural Cubic Splines
  • gnuplot output of points and spline
  • coeficients still not right (working on it)

    Markov Chain

  • Create a Markov Chain using your own objects
  • Simple interface with add(from, to) and next()


    • Todo:

    I have a few more codes to correct and put here like:

  • Diferential equations (Runge-Kutta)
  • Monte Carlo approximation


    • Download: Source code of the package. Run make to get the test binary.

    numcalc.tar.gz


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