cbritopacheco / scicomp

This is a collection of various numerical methods implemented in Python

Description

This is a collection of various numerical methods implemented in Python. Every method is implemented using Numpy arrays. The intention of this package is for anyone who wants to have simple and concice implementations of various different numerical methods. To import simply use the import command:

import scicomp as sc

Root finding methods

• Bisection
• Newton's method
• Secant method
• Cuadratic linear interpolation
• Fractional linear interpolation

Systems of Equations

• Newton's method
• Broyden's method
• Newton's method with cushioning

Optimization in One Variable

• Golden section search
• Successive parabolic interpolation
• Newton's method

Optimization in Multiple Variables

• Nelder-Mead
• Gradient Descent
• Newton's method
• BFGS
• BFGS with line search
• Gradient conjugate

Least Squares

• Gauss-Newton

Fourier Transform

• FFT
• Inverse FFT