/numerical_tools

Contains a bunch of numerical tools of immense importance to scientific computations.

Primary LanguageC++GNU General Public License v3.0GPL-3.0

NUMERICAL TOOLS FOR SCIENTIFIC COMPUTATIONS

Newton-Raphson method

Newton-Raphson method is a numerical technique used to find a root of a function with any starting value. This method has a quadratic rate of convergence. Though it is very efficient, it has a disadvantage of being unstable if the slope tends to zero. The iterative procedure is given by: x(i+1) = x(i) - f(x(i))/df(x(i));

Gauss quadrature integration method

Newton forward interpolation method

Newton divided difference formula