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Linear Algebra Library with bunch of algorithms implemented and tested for efficiency, following "Numerical Recipes" book

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JosephMehdiyev/linsolver

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About the Project

This project consists of bunch of numerical methods and algorithms used in scientific computing and compares their efficiency.

Roadmap

  • Random system of linear of equations generator
  • Algorithms for solving the system of Linear equations
  • Interpolation and Extrapolation
  • Integration of Functions
  • Evaluation of Functions
  • Root finding
  • Minimization and Maximization of Functions
  • Eigensystems and its numerical techniques
  • Fourer transform methods
  • Partial Differential Equations
  • Python/R script for comparing the efficiency of algorithms and techniques

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Linear Algebra Library with bunch of algorithms implemented and tested for efficiency, following "Numerical Recipes" book

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