Numerical Analysis Algorithms

Numerical Analysis is the study of mathematical numerical algorithms such as ODE solvers, Taylor approximations, matrix solvers, root finders, numerical integration, and more. Press blue link above for more details and all algorithms I worked on.

Euler ODE Forward & Backward Algorithm

Code

Taylor Approximation of Functions

Code

Naive Gaussian Elimination (Matrix Solver)

Code

Bidiagonal Linear System (Specific Matrix Solver for Special Matrices)

Code

Iterative Matrix Solvers (Gauss-Seidel, Jacobi, SOR Gauss-Seidel)

Gauss-Seidel

Jacobi

SOR

Root Finders (Newton, Bisection, Secant)

Bisection

Newton & Secant

Uniform & Chevyshev Interpolation Techniques

Code

Trapezoidal Integration Algorithm

Code

Simpson’s Method for Numerical Integration

Code

Monte Carlo Importance Sampling Method for Numerical Integration

Code