hernan / NumericalMethods

• Polynomials
• Error, gamma, and beta functions
• Interpolation algorithms (Lagrange, Newton, Neville, Burlirsch-Stoer, and cubic spline interpolations)
• Iterative algorithms
• Finding the zeroes of functions (the bisection method, Newton's method, roots of polynomials)
• Integration of functions (trapeze integration method and Simpson and Romberg integration algorithms)
• Open integrals
• Choosing the right integration method
• Infinite series
• Continued fractions
• Incomplete gamma and beta functions
• Algorithms for linear algebra
• Vectors and matrices
• Linear equations (backward substitution, Gaussian elimination, LUP decomposition)
• Matrix determinants and inversion
• Eigenvalues and eigenvectors of nonsymmetrical and symmetrical matrices
• Statistical moments
• Histograms
• Probability distributions (normal, gamma, and experimental distributions)
• The F-test
• The t-test
• The chi-squared test
• Least-fit square algorithms
• Optimization algorithms
• Extended Newton algorithms
• Hill-climbing algorithms
• Powell's algorithm
• Simplex algorithm
• The genetic algorithm
• Data mining
• Covariance
• Multidimensional probability distribution
• The Mahalanobis Distance
• Cluster analysis and variance

Code from this book: "Object-oriented implementation of numerical methods: an introduction with Java & Smalltalk" By Didier H. Besset. Didier Besset has released this code under the MIT license.