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.

Current Algorithms

Here's a list of currently supported algorithms.

• Error
• 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

Planned Algorithms

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