Numerical Recipes in C++

Adapt some utilities from the famous book "Numerical Recipes in C" (Cambridge University Press make it online now!) to C++.

Installation

1. CMake version >= 3.0 needed

2. Navigate to the build folder by cd build, then build the source code by cmake .. and make

3. Now you can find the executable file with .exe extension in the build folder

Contents

1. LU decomposition ($\mathbf{A=LU}$) to solve linear equations $\mathbf{Ax=b}$ or calculate the inverse $\mathbf{A}^{-1}$. See header file ludcmp.hpp [Chapt. 2.3].

2. Fredholm integral equation of the second kind $f(t)=\lambda\int_a^bK (t,s)f(s)\mathrm{d}s+g(t)$ can be tranformed into a matrix representation $(1-\lambda\tilde{\mathbf{K}})\cdot \mathbf{f}=\mathbf{g}$. See header file fred2.hpp [Chapt. 18.1].

• Details are in the book's chapters, denoted by square brackets.

Project information & Citation

License

This project is licensed under a MIT License (to see why). Please see the LICENSE file for details.