Numerical Methods

C++11 implementation of numerical algorithms described in Numerical Analysis by Richard L. Burden and J. Douglas Faires

Currently includes:

Nonlinear Systems

• Bisection Method
• Fixed Point Method
• Newton Method
• Modified Newton Method
• Secant Method
• Regula Falsi Method (Method of False Position)

System of Equations

• Gauss Elimination Method (Direct Method)
• Guass Jordon Method
• Guass Jacobi Method
• Guass Seidal Method
• Power Method (dominant Eigen Value)

Curve Fitting

• Method of Least Squares Approximation
• Polynomial Least Squares Approximation

Interpolation

• Lagrange Interpolation

Divided Difference

• Direct Difference
• Forward Difference
• Backward Difference
• Central Difference

Numerical Differentiation

• Forward and Backward Difference Formula
• First Derivative Point Formula
• Second Derivative Mid Point Formula

Numerical Integration

• Trapezoidal Rule
• Simpson Rule
• Gaussian Quadrature

Differential Equation

• Euler Method
• Taylor Method
• Runga Kutta Method