/numerical-analysis

Numerical analysis algorithms

Primary LanguagePythonMIT LicenseMIT

Numerical Analysis

The purpose of this repo is to get more familiar with Github and preserve the algorithms I wrote for my numerical analysis classes.

This code was originally written in Matlab in 2021 Fall and Winter. Some algorithms follow pseudocode from Burden-Faires Numerical Analysis 9th, some from my professors, and some original. My goal was to translate these methods to Python and try to improve on them or just make them more pythonic. All algorithms have been tested and function as intended.

The algorithms include the following techniques:

  • Root finding / fixed-point iterations
  • Interpolation
  • Numerical differentiation and integration
  • Solving linear systems

IMPORTANT: If you want to use this code, please use discretion. All of these techniques require certain theoretical conditions be fulfilled, as they make several critical assumptions about the input parameters. I may update this repo with guidelines, but in the meantime it's recommended to refer to the Burden-Faires text for proper usage.