Numerical methods

My implementation of tasks from numerical methods class

Task 0

System of linear algebraic equations - Regular Gaussian eliminaton

Task 1

System of linear algebraic equations - Gaussian elimination with selection of pivots from whole matrix

Task 2

Function approximation. Newton bivariate polynomial interpolation.

Task 3

System of nonlinear algebraic equations - Picard's method (1 root)

Task 4

Integration. Rectangular rule (end point).

Task 5

Eigenpairs. Power method. Dominant eigenvalue.

Task 6

Eigenpairs. Power method. Smallest eigenvalue.

Task 7

ODE system. Cauchy problem. Runge – Kutta method 3rd order (2nd variant).

Task 8

System of two 1st order linear ODE. Boundary value problem. Shooting method.

Task 9

Heat equation. Explicit method.