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Numerical Methods

C++11 implementation of numerical algorithms described in Numerical Analysis by Richard L. Burden and J. Douglas Faires

Currently includes:

Nonlinear Systems

  • Bisection Method
  • Fixed Point Method
  • Newton Method
  • Modified Newton Method
  • Secant Method
  • Regula Falsi Method (Method of False Position)

System of Equations

  • Gauss Elimination Method (Direct Method)
  • Guass Jordon Method
  • Guass Jacobi Method
  • Guass Seidal Method
  • Power Method (dominant Eigen Value)

Curve Fitting

  • Method of Least Squares Approximation
  • Polynomial Least Squares Approximation

Interpolation

  • Lagrange Interpolation

Divided Difference

  • Direct Difference
  • Forward Difference
  • Backward Difference
  • Central Difference

Numerical Differentiation

  • Forward and Backward Difference Formula
  • First Derivative Point Formula
  • Second Derivative Mid Point Formula

Numerical Integration

  • Trapezoidal Rule
  • Simpson Rule
  • Gaussian Quadrature

Differential Equation

  • Euler Method
  • Taylor Method
  • Runga Kutta Method