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