Numerical_utilities

Items for numerical simulation implemented by Fortran.

Purpose

Collect the algorithms for numerical computation.

Usage

If you use fpmFortran package manager, add

    [dependencies]
    numeric_simulation = { git = "https://github.com/osada-yum/Numerical_utilities.git" }

to your fpm.toml.

See example/demo_variance_covariance_kahan.f90 to understand usage of fortran modules.

TODO

Algorithm for correction to numerical error

• Kahan summation algorithm
• One-pass algorithm for variance and covariance computed by the Kahan summation algorithm
  • MPI subroutine for user-defined-type
• Welford's online algorithm