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zfergus/gmu-numerical-analysis

Implementations of seminal algorithms in numerical analysis. Coursework for MATH 446: Numerical Analysis (Spring 2017) at George Mason University.

MATH446 - Numerical Analysis

Repository for code created in MATH 446 (Spring 2017) at George Mason
University. All projects are implemented in MATLAB with some containing
equivalent Python code.

Projects

Projects implement one or more seminal algorithms in numerical analysis.

Solving Non-linear Equations:

  1. Bisection Method and Fixed Point Iteration
  2. More Fixed Point Iteration
  3. Newton's Method
  4. Inverse Quadratic Interpolation, Method of False Position, and Secant Method

Solving Systems of Linear Equations

  1. Gaussian Elimination and LU Decomposition and Solve
  2. Forward and Backward Error and Condition Number of a Matrix

Iterative Methods for Solving Systems of Linear Equations

  1. Gauss-Seidel Method, Jacobi Method, and Successive Over Relaxation
  2. Conjugate Gradient Method

Solving Systems of Non-linear Equations

  1. Broyden's Method I and II and Multivariate Newton's Method

Interpolation

  1. Newton's Divided Differences
  2. Cubic Splines

Regression

  1. Least Squares