# Questions tagged [numerical-methods]

Algorithms which solve mathematical problems by means of numerical approximation (as opposed to symbolic computation).

21 questions with no upvoted or accepted answers
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### Continuous Fourier integrals by Ooura's method

I have a PR implementing Ooura and Mori's method for continuous Fourier integrals. I used it here to compute an oscillatory integral that Mathematica got completely wrong, and then I thought "well ...
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### Metropolis Monte Carlo Sampler in Rust

the following is an implementation of the standard Metropolis Hastings Monte Carlo sampler. You can read more about it here. At the end I am going to give you a link to the Rust playground, so you ...
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### Numerical integration in cython

I have a set of nested functions that I need to call multiple times. I know scipy.quad is pretty fast, but I will need to call the integrator recursively and want ...
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### Quasi-Random Number Generators

I would like to communicate a piece of code which I hope will soon be broadly useful for everyone who programs in C++: A set of quasi-random number generators proposed for addition to boost.random. To ...
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### Bisection and Newton's method for finding a root of an equation

In an attempt to learn Rust, I've written up implementations of the bisection method and Newton's method for finding roots of an equation. Both methods come in two variants: the first one searches for ...
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### Numerical integration with Numba

I'm a bit new to working with Numba, but I got the gist of it. I wonder if there any more advanced tricks to make four nested for loops even faster that what I have ...
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### Complex multiplication and integration with CUDA

I want to perform multiplication on two vectors and integrate it in a vector called acc_y. The acc_y variable will update over ...
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### Numerical Differentiation by Finite Differences

Numerical differentiation is known to be ill-conditioned unless using a Chebyshev series, but this requires global information about the function and a priori knowledge of a compact domain on which ...
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### Simple finite difference employing Maccormack technique

I am relatively new to programming and while I am fairly comfortable with the math, I cannot say with confidence that I feel the same way with programming. Anyway here is a simple finite difference ...
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### Decorator for setting up bracketing rootfinding functions

I'm looking for comments on the use of decorators for the following problem (validating initial guesses for bracketing rootfinding methods), as well as any other comments you might have on the design ...
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### Multithreaded Monte Carlo pi approximation with own pseudorandom number generator - follow up

This is a follow up of the question I posted previously here. I made some changes, based in the answer by MikeMB, making use of asynchronous calls (with std::async ...
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### Computing nth roots of a number - SICP exercise 1.45

From SICP Exercise 1.45: We saw in 1.3.3 that attempting to compute square roots by naively finding a fixed point of x/y does not converge, and that this can be fixed by average damping. ...
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### Numerical differentiation using the y-intercept

I have a routine for determining the derivative of a function using the y-intercept (B) to infer the finite difference step (h). ...
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### Iterative procedure to get 3D coordinates from distance constraints

Imagine you have a series of n points randomly generated in a box in 3D space. You also have a list of distance bounds, e.g. points 5 and 3 should be between 1.0 and 2.0 Angstroms apart. There are ...