CompMath - Python implementations of computational mathematics algorithms

These are my implementations of important computational mathematics algorithms when self-studying numerical analysis and numerical linear algebra. Uses Numpy for the algorithms, MatPlotLib for plotting and SciPy for testing results and benchmarking.

This code library is for educational purposes only and obviously not to be used anywhere else, since it contains from scratch pure NumPy implementations and is not optimized for speed.

Status

Interpolation

• Horner's Algorithm

• Newton Interpolation

• Lagrange Interpolation

• Barycentric Lagrange Interpolation

• Thomas Algorithm

• Spline Interpolation

Approximation

• Remez Algorithm

Linear Algebra

• LU Decomposition

• Solving Linear Systems

• Cholesky Decomposition