Brent's Method
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Brent's Method
In numerical analysis, Brent's method is a hybrid root-finding algorithm combining the bisection method, the secant method and inverse quadratic interpolation. It has the reliability of bisection but it can be as quick as some of the less-reliable methods. The algorithm tries to use the potentially fast-converging secant method or inverse quadratic interpolation if possible, but it falls back to the more robust bisection method if necessary. Brent's method is due to Richard Brent and builds on an earlier algorithm by Theodorus Dekker. Consequently, the method is also known as the Brent–Dekker method. Modern improvements on Brent's method include Chandrupatla's method, which is simpler and faster for functions that are flat around their roots; Ridders' method, which performs exponential interpolations instead of quadratic providing a simpler closed formula for the iterations; and the ITP method which is a hybrid between regula-falsi and bisection that achieves optimal wors ...
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Numerical Analysis
Numerical analysis is the study of algorithms that use numerical approximation (as opposed to symbolic manipulations) for the problems of mathematical analysis (as distinguished from discrete mathematics). It is the study of numerical methods that attempt at finding approximate solutions of problems rather than the exact ones. Numerical analysis finds application in all fields of engineering and the physical sciences, and in the 21st century also the life and social sciences, medicine, business and even the arts. Current growth in computing power has enabled the use of more complex numerical analysis, providing detailed and realistic mathematical models in science and engineering. Examples of numerical analysis include: ordinary differential equations as found in celestial mechanics (predicting the motions of planets, stars and galaxies), numerical linear algebra in data analysis, and stochastic differential equations and Markov chains for simulating living cells in medicine a ...
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Netlib
Netlib is a repository of software for scientific computing maintained by AT&T, Bell Laboratories, the University of Tennessee and Oak Ridge National Laboratory. Netlib comprises many separate programs and libraries. Most of the code is written in C and Fortran, with some programs in other languages. History The project began with email distribution on UUCP, ARPANET and CSNET in the 1980s. The code base of Netlib was written at a time when computer software was not yet considered merchandise. Therefore, no license terms or terms of use are stated for many programs. Before the Berne Convention Implementation Act of 1988 (and the earlier Copyright Act of 1976) works without an explicit copyright notice were public-domain software. Also, most of the Netlib code is work of US government employees and therefore in the public domain.
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Julia (programming Language)
Julia is a high-level, dynamic programming language. Its features are well suited for numerical analysis and computational science. Distinctive aspects of Julia's design include a type system with parametric polymorphism in a dynamic programming language; with multiple dispatch as its core programming paradigm. Julia supports concurrent, (composable) parallel and distributed computing (with or without using MPI or the built-in corresponding to "OpenMP-style" threads), and direct calling of C and Fortran libraries without glue code. Julia uses a just-in-time (JIT) compiler that is referred to as "just- ahead-of-time" (JAOT) in the Julia community, as Julia compiles all code (by default) to machine code before running it. Julia is garbage-collected, uses eager evaluation, and includes efficient libraries for floating-point calculations, linear algebra, random number generation, and regular expression matching. Many libraries are available, including some (e.g., for fas ...
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Boost (C++ Libraries)
Boost is a set of libraries for the C++ programming language that provides support for tasks and structures such as linear algebra, pseudorandom number generation, multithreading, image processing, regular expressions, and unit testing. It contains 164 individual libraries (as of version 1.76). All of the Boost libraries are licensed under the Boost Software License, designed to allow Boost to be used with both free and proprietary software projects. Many of Boost's founders are on the C++ standards committee, and several Boost libraries have been accepted for incorporation into the C++ Technical Report 1, the C++11 standard (e.g. smart pointers, thread, regex, random, ratio, tuple) and the C++17 standard (e.g. filesystem, any, optional, variant, string_view). The Boost community emerged around 1998, when the first version of the standard was released. It has grown continuously since then and now plays a big role in the standardization of C++. Even though there is no for ...
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MATLAB
MATLAB (an abbreviation of "MATrix LABoratory") is a proprietary multi-paradigm programming language and numeric computing environment developed by MathWorks. MATLAB allows matrix manipulations, plotting of functions and data, implementation of algorithms, creation of user interfaces, and interfacing with programs written in other languages. Although MATLAB is intended primarily for numeric computing, an optional toolbox uses the MuPAD symbolic engine allowing access to symbolic computing abilities. An additional package, Simulink, adds graphical multi-domain simulation and model-based design for dynamic and embedded systems. As of 2020, MATLAB has more than 4 million users worldwide. They come from various backgrounds of engineering, science, and economics. History Origins MATLAB was invented by mathematician and computer programmer Cleve Moler. The idea for MATLAB was based on his 1960s PhD thesis. Moler became a math professor at the University of New Mexico and ...
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R (software)
R is a programming language for statistical computing and graphics supported by the R Core Team and the R Foundation for Statistical Computing. Created by statisticians Ross Ihaka and Robert Gentleman, R is used among data miners, bioinformaticians and statisticians for data analysis and developing statistical software. Users have created packages to augment the functions of the R language. According to user surveys and studies of scholarly literature databases, R is one of the most commonly used programming languages used in data mining. R ranks 12th in the TIOBE index, a measure of programming language popularity, in which the language peaked in 8th place in August 2020. The official R software environment is an open-source free software environment within the GNU package, available under the GNU General Public License. It is written primarily in C, Fortran, and R itself (partially self-hosting). Precompiled executables are provided for various operating systems. R has ...
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Modelica
Modelica is an object-oriented, declarative, multi-domain modeling language for component-oriented modeling of complex systems, e.g., systems containing mechanical, electrical, electronic, hydraulic, thermal, control, electric power or process-oriented subcomponents. The free Modelica language is developed by the non-profit Modelica Association. The Modelica Association also develops the free Modelica Standard Library that contains about 1400 generic model components and 1200 functions in various domains, as of version 4.0.0. Characteristics While Modelica resembles object-oriented programming languages, such as C++ or Java, it differs in two important respects. First, Modelica is a modeling language rather than a conventional ''programming'' language. Modelica classes are not compiled in the usual sense, but they are translated into objects which are then exercised by a simulation engine. The simulation engine is not specified by the language, although certain required capabil ...
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Python (programming Language)
Python is a high-level, general-purpose programming language. Its design philosophy emphasizes code readability with the use of significant indentation. Python is dynamically-typed and garbage-collected. It supports multiple programming paradigms, including structured (particularly procedural), object-oriented and functional programming. It is often described as a "batteries included" language due to its comprehensive standard library. Guido van Rossum began working on Python in the late 1980s as a successor to the ABC programming language and first released it in 1991 as Python 0.9.0. Python 2.0 was released in 2000 and introduced new features such as list comprehensions, cycle-detecting garbage collection, reference counting, and Unicode support. Python 3.0, released in 2008, was a major revision that is not completely backward-compatible with earlier versions. Python 2 was discontinued with version 2.7.18 in 2020. Python consistently r ...
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SciPy
SciPy (pronounced "sigh pie") is a free and open-source Python library used for scientific computing and technical computing. SciPy contains modules for optimization, linear algebra, integration, interpolation, special functions, FFT, signal and image processing, ODE solvers and other tasks common in science and engineering. SciPy is also a family of conferences for users and developers of these tools: SciPy (in the United States), EuroSciPy (in Europe) and SciPy.in (in India). Enthought originated the SciPy conference in the United States and continues to sponsor many of the international conferences as well as host the SciPy website. The SciPy library is currently distributed under the BSD license, and its development is sponsored and supported by an open community of developers. It is also supported by NumFOCUS, a community foundation for supporting reproducible and accessible science. Components The SciPy package is at the core of Python's scientific computin ...
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Java (programming Language)
Java is a high-level, class-based, object-oriented programming language that is designed to have as few implementation dependencies as possible. It is a general-purpose programming language intended to let programmers ''write once, run anywhere'' ( WORA), meaning that compiled Java code can run on all platforms that support Java without the need to recompile. Java applications are typically compiled to bytecode that can run on any Java virtual machine (JVM) regardless of the underlying computer architecture. The syntax of Java is similar to C and C++, but has fewer low-level facilities than either of them. The Java runtime provides dynamic capabilities (such as reflection and runtime code modification) that are typically not available in traditional compiled languages. , Java was one of the most popular programming languages in use according to GitHub, particularly for client–server web applications, with a reported 9 million developers. Java was originally develo ...
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Apache Commons
The Apache Commons is a project of the Apache Software Foundation, formerly under the Jakarta Project. The purpose of the Commons is to provide reusable, open source Java software. The Commons is composed of three parts: proper, sandbox, and dormant. Commons Proper The Commons Proper is dedicated to creating and maintaining reusable Java components. The Commons Proper is a place for collaboration and sharing, where developers from throughout the Apache community can work together on projects to be shared by Apache projects and Apache users. Commons developers will make an effort to ensure that their components have minimal dependencies on other software libraries, so that these components can be deployed easily. In addition, Commons components will keep their interfaces Interface or interfacing may refer to: Academic journals * ''Interface'' (journal), by the Electrochemical Society * '' Interface, Journal of Applied Linguistics'', now merged with ''ITL International Jour ...
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Numerical Recipes
''Numerical Recipes'' is the generic title of a series of books on algorithms and numerical analysis by William H. Press, Saul A. Teukolsky, William T. Vetterling and Brian P. Flannery. In various editions, the books have been in print since 1986. The most recent edition was published in 2007. Overview The ''Numerical Recipes'' books cover a range of topics that include both classical numerical analysis ( interpolation, integration, linear algebra, differential equations, and so on), signal processing ( Fourier methods, filtering), statistical treatment of data, and a few topics in machine learning (hidden Markov model, support vector machines). The writing style is accessible and has an informal tone. The emphasis is on understanding the underlying basics of techniques, not on the refinements that may, in practice, be needed to achieve optimal performance and reliability. Few results are proved with any degree of rigor, although the ideas behind proofs are often sketch ...
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