Numerical Algorithms in Julia
A collection of numerical algorithms written for the Julia language, useful for educational or functional programming purposes.
It has been quite some time since these functions were written and tested, and I believe I was using 0.3 when I initially published. I unfortunately won't be spending much time updating this code base in the near future due to other commitments. I encourage those that are interested to fork the repo and submit a pull request, as I would love to see this project continue to contribute to the Julia community.
Here's a list of currently supported algorithms.
- Trapezoid Method
- Newton's Method
- Secant Method
- Linear Algebra (incomplete)
- Simpson's Method
- Romberg Integration Algorithm (appl. of Richardson extrapolation)
- Node transformations
- Gaussian Quadrature (2 and 3 point integration)
- Runge-Kutta Algorithms (orders 2, 3 and 4)
- Distance between two points
- Calculate the hypotenuse of a triangle
- Area of triangle (using points)
- Additional Newton-Cotes rules
- Convert polar coordinates to Cartesian coordinates
- Jacobian Matrix Evaluation in R2 and R3
- Wronskian Matrix Evaluation in R2
- Hilbert matrices
- Calculation of Chebyshev nodes
Here's what I had planned, but please feel free to add numerical algorithms outside of this list.
- Bisection Method
- Polynomial Interpolation
- Linear Algebra (matrices, Gaussian elimination)
- First and Second derivatives