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Numerical Algorithms in C

This is the complete code for the classic Numerical Algorithms in ALGOL (NUMAL) library, translated to C.

I added some makefiles that allow it to compile on modern machines (though only linux has been tested recently).

Many of the routines are no longer state-of-the-art, but the code is still an interesting and useful reference. The library is also quite compact, and it is easy to pick out individual files. I suspect it would be reasonably fast and sufficiently accurate for many problems (except linear algebra; I would stay away from chapter 3).

  • CHAPTER1 — Basic vector, matrix, complex number, and long integer operations

  • CHAPTER2 — Finite series and polynomials

  • CHAPTER3 — Linear algebra

  • CHAPTER4 — Analytic evaluations: infinite series, integrals, differentiation

  • CHAPTER5 — Non-linear solvers, optimization, differential equations

  • CHAPTER6 — Special functions

  • CHAPTER7 — Interpolation and approximation

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