Libraries for use in differentiation, integration and root finding. Can be used for basic calculus techniques in small intervals.
Libraries for differentiation include:
- Central difference method
- Forward difference method
- Backward difference method
- Second derivative calculation
There is an included demo executable that when run will use the example of a sine function at PI/3
Libraries for integration include:
- Trapezoidal method
- Simpsons Rule
- Newton-Cotes (Degree 3) Formulae
Another demo is included that demonstrates integrating a function log(1+x)/x over a small interval. (Something to note that these formulae are only accurate over small intervals, especially the Trapezoidal method - as you will see from the demo).
Libraries for root finding include:
- Newton-Raphson Method
- False Position
Included is root_demo_exec which demonstrates the accuracy of False Position in comparison to the Newton-Raphson Method of finding the roots of y(x) = x^2 - 5.