This repository implements some numerical methods commonly used in scientific computing, focusing on:
- Cholesky decomposition: Efficiently solves positive definite systems of linear equations.
- Lagrange interpolation: Approximates functions using their values at specified points.
- Derivative estimation: Calculates numerical derivatives using central and forward difference methods.
Repository Contents:
- cholesky.py : Implements the Cholesky decomposition algorithm.
- LagrangeInterplotion.py : Implements the Lagrange interpolation method.
- derivative.py : Implements central and forward differences methods for derivative estimation.