This repository contains some basic numerical analysis algorithms implemented in C++. More specifically, the following techniques were implemented:
- derivative of a single-variable function;
- partial derivatives of two-variable function;
- Newton-Raphson method for finding roots of single-variable functions;
- Gradient descent method for finding (local) minima of functions;
- Numerical integration using the Newton-Cotes formulae (rectangle, trapezoidal and Simpson's functions);
- Adaptive quadrature, implemented according to Numerical Recipes 3rd edition;
- Monte Carlo integration for single variable functions and for the approximation of the volume and center of mass of a tridimensional region.
Numerical integration methods have built-in support for OpenMP. Compile the package with the -fopenmp flag in order to use it.