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README.md

Finite Differences

I'm trying to implement the finite difference method for solving differential equations.

  • You can read the documentation by Doxygen (work in progress).
  • The mathematics is developed here as I'm learning it.

Purpose

The official aim of this program is to implement the finite difference method for solving differential equations.

Non-official purposes include

  • A first experiment of implementing numerical methods.
  • I (believe to) know that the finite difference method requires solving system of equations with sparse matrices. However I'm implementing the PLU decomposition for solving the system while I (believe to) know that there are more efficient ways to solve for sparse matrices.
  • Learning the cppunit framework for my unit tests.
  • Programming in C++ with no raw pointers.

Latest news

  • The PLU decomposition is done.
  • Next step : solving linear systems. See the branch alpha.

deploy.sh

The script deploy.sh does the following things :

  • show git status
  • make clean
  • make all
  • launch the unit tests

The test are covering more or less everything, but the most interesting ones are in plu_unit_tests.cpp. There are many matrices for which the PLU decomposition are tested against the one provided by sage.

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implementing the finite difference method in C++

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