The implementation of a numerical method with an appropriate convergence check in C++

Python implementation of Cholesky Decomposition

Produces numerical solution for integral equations of the type Z(t)=z(t) + \int_0^t f(y, Z(t-y)) dG(y).

Stable Approximation of Waves

These are programs that estimate values of differential equations using different methods.

Gradient descent approximation of orthogonal projection of a point on a convex periodic curve

Numerical Algebra, Numerical Approximation, Numerical Partical Differencential Equation, Numerical Stochastic Differential Equation

Chebyshev interpolation of an infinitely differentiable function on the given discrete computational grid