/NumericalAnalysisR

Implantation of some numerical analysis algorithms in R. Full iteration summary can be analyzed to observe behind the scenes computation for educational purposes.

Primary LanguageRMIT LicenseMIT

NumericalAnalysisR

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Purpose

There are many different numerical analysis algorithms; root-finding and optimized non-linear solvers are important components of the mathematical analysis. The R scripts implement some of these theoretical approaches to illustrate step by step iteration procedure. Although these algorithms are implemented in some R packages already, they yield the converged result. For educational purposes, it is useful to observe what happens behind the scenes and decompose some elements in the scripts.

Implemented Algorithms

  1. False Position Method (Regula Falsi)
  2. Fixed Point Iteration Method
  3. Bisection Method
  4. Newton-Raphson Method
  5. LU Decomposition