/numerical-analysis

Elementary numerical algorithms

Primary LanguageMatlab

Numerical-Analysis

Basic numerical algorithms realized in Matlab, including

  1. Solve one varibale equation using bisection, secant, Muller's, Newton's and false position methods;
  2. Interpolation using clamped cubic spline algorithm;
  3. Integral using composite trapzoidal and composite Simpson;
  4. Linear system equation using 1)Gaussian elimination with scaled partial Pivoting; 2) Guass_Siedel iteration
  5. Nonlinear system equation using fixed point iteration.
  6. Others like steepest descent method to calculate the minima of n variables function.

Reference: Richard L. Burden & J. Douglas Faires, Numerical Analysis, Ninth Edition.

Please feel free to ask any questions. :)