DATA130010.01-Numerical-Algorithms

This repo contains the codes and theoretical analysis for the course DATA130010.01-Numerical-Algorithms.

This course is an introduction to numerical algorithms, including

  • solving non-linear equations
  • fitting a function
  • numericcal approximation
  • numerical integration
  • numerical differentiation
  • fast fourier transform
  • numerical solution to ode and pde

I upload the codes since it can be viewed as an extension of MATLAB for some numerical algorithms. I put them here in case of need. Also hope them help if you are also struggling at this course :)

My course project is about the explicit superconvergence rate of classical, greedy and random BFGS algorithms.