Numerical Algorithms Package

Introduction

This is a numerical algorithms package that I use in various projects. It's not a general purpose library. I just add functionality as I need it.

This is a templated C++ class library. All the functionality is implemented in header files. Thus there is no library to compile or link with. Just include the appropriate header files in your application code when you compile.

This package is composed of a number of sub-packages. All classes and functions are in the numerical namespace.

• The derivative package has functions and functors for evaluating derivatives.
• The Grid Interpolation/Extrapolation Package is useful for interpolating field values in level-set applications.
• The Interpolation Package has functions for performing linear interpolation.
• The optimization package implements a quasi-Newton method, a downhill simplex method and a coordinate descent method. In addition, it implements the penalty method for constrained optimization with equality constraints.
• The partition micro-package has a function for fair partitioning of an integer.