exercises

Gauss's quadrature formula, computing integrals from functions with singularities, computing multiple integrals by the Monte Carlo method, solving ODE numerically, least-squares method, QR algorithm, Jacobi eigenvalue algorithm

Matrices multiplication, Newton's / Lagrange's interpolation, Gauss's / Seidel's methods for solving a system of linear differential equations, numerical differentiation, spline interpolation, Fourier transform

An archive of the first programming exercises