NumericalAlgorithms.jl
Numerical algorithms implemented in Julia.
Installation
Install the package with add https://github.com/mrtkp9993/NumericalAlgorithms.jl
in package mode (]
).
Algorithms
Currently implemented:
- Root finding algorithms
- Differentation
- Integration
- Random Number Generators (RNGs)
- Pseudo-random numbers
- [WIP] Quasi-random numbers
- Statistical Tests
Todo
- Optimization
- Stochastic process & SDEs
- ...
- More comments & self-commenting code
Visual tests for RNGs
License
Distributed under the GPL License. See LICENSE
for more information.
Contact
Murat Koptur, LinkedIn
Email: muratkoptur@yandex.com
References
- Press, William H., Teukolsky, S. A., Vetterling, W. T., & Flannery, B. P. (2007). Numerical Recipes 3rd Edition: The Art of Scientific Computing (3rd ed.). Cambridge, England: Cambridge University Press.
- Kochenderfer, M. J., & Wheeler, T. A. (2019). Algorithms for Optimization (The MIT Press) (Illustrated ed.). The MIT Press.
- Burden, R. L., & Faires, D. J. (2010). Numerical Analysis (9th ed.). Cengage Learning.
- Zwillinger, D. (2018). CRC Standard Mathematical Tables and Formulas, 33rd Edition. Amsterdam University Press.
- Stoop, R., Hardy, A., Hardy, Y., & Steeb, W. (2004). Problems and Solutions in Scientific Computing with C++ and Java Simulations. World Scientific Publishing Company.
- Weinzierl, S. (2000, June 23). Introduction to Monte Carlo methods. ArXiv.Org. https://arxiv.org/abs/hep-ph/0006269.
- Lists of small primes. (2020). The PrimePages: Prime Number Research & Records. https://primes.utm.edu/lists/small/.