Fortran77Softwares's repositories
ISING_2D_SIMULATION
ISING_2D_SIMULATION is a FORTRAN77 program which carries out a Monte Carlo simulation of a 2D Ising model, using gnuplot to display the initial and final configurations.
DIJKSTRA_OPENMP
DIJKSTRA_OPENMP is a FORTRAN77 program by Sourangshu Ghosh which illustrates the use of the OpenMP application program interface by implementing Dijkstra's minimum graph distance algorithm.
ANALEMMA_Fortran77
ANALEMMA is a FORTRAN77 program by Sourangshu Ghosh which evaluates the equation of time, based on a C program by Brian Tung.
BLACK_SCHOLES
BLACK_SCHOLES is a FORTRAN77 library which demonstrates several approaches to the valuation of a European call, by Desmond Higham.
BROWNIAN_MOTION_SIMULATION
BROWNIAN_MOTION_SIMULATION is a FORTRAN77 library which simulates Brownian motion in an M-dimensional region, creating graphics files for processing by gnuplot.
Conjugate-Gradient-Solver-for-Linear-Systems
CG is a FORTRAN77 library by Sourangshu Ghosh which implements a simple version of the conjugate gradient (CG) method for solving a system of linear equations of the form A*x=b, suitable for situations in which the matrix A is positive definite (only real, positive eigenvalues) and symmetric.