DEPRECATED: I'm giving up with Julia and I'll implement similar algorithms in another language. If you want to develop further, please fork this repository.

Why I gave up with Julia:

1. Lack of OOP
2. Lack of static type checking: most errors were encountered in runtime
3. Unreadable library source codes (due to lack of OOP and type system)
4. ...

Numerical algorithms implemented in Julia.

Install the package with add https://github.com/mrtkp9993/NumericalAlgorithms.jl in package mode (]).

Currently implemented:

• Root finding algorithms
  • Secant method
  • Broyden's method
• Differentation
  • Automatic differentiation via dual numbers
• Integration
  • Composite Simpson - One dim.
  • Double Simpson - Two dim.
  • Monte Carlo Integration - Arbitrary dimension
• Random Number Generators (RNGs)
  • Pseudo-random numbers
    • Lagged Fibonacci generator
    • RANMAR
  • Quasi-random numbers
    • van der Corput sequences
    • Halton sequences
    • Faure sequences
    • Sobol sequences
• Markov Chain Monte Carlo (MCMC) for sampling
• Statistical Tests
  • Wald–Wolfowitz runs test

Distributed under the GPL License. See LICENSE for more information.

Murat Koptur, LinkedIn

Email: [email protected]

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