Knum

Numerical Analysis for Julia

To use this you can use the following line,

Pkg > add https://github.com/chenyangzhu/Knum

Available Algorithm

• Point Approximation
  • Bisection
  • Fixed Point
  • Newton's Method
  • Secant's Method
  • False Position
  • Steffensen's Method
  • Aitken's Delta Method
• Polynomials
  • Neville's Method
• Differentiation
  • three and five Mid/End point Method
  • forward/backward differentiation
• Integration
  • Simpson's Method
  • Trapezoidal Method
• ODE's
  • Euler's Method
  • AB/AM Explicit Methods
• Matrix
  • LU Factorization

How to use it

julia> f(x) = (3.)^x
f (generic function with 1 method)

julia> Knum.Poly.Neville(f,1/2,[-2,-1,0,1,2])
5×5 Array{Float64,2}:
 0.111111  0.0       0.0      0.0      0.0
 0.333333  0.666667  0.0      0.0      0.0
 1.0       1.33333   1.5      0.0      0.0
 3.0       2.0       1.83333  1.77778  0.0
 9.0       0.0       1.5      1.66667  1.70833

Acknowledgement

This project is using ForwardDiff.jl.

You can read their paper Forward-Mode Automatic Differentiation in Julia on arXiv, or Github Link