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

14 votes
4 answers
2k views

Numerical integration in C++: Newton-Cotes formulas

I have tried my hand with implementing simple quadrature formulas in C++. Definite integral: $$\int_a^b f(x) dx$$ Domain of integration \$[a, b]\$ divided into \$n\$ intervals of equal length \$h = (b …
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  • 331
0 votes

Numerical integration in C++: Newton-Cotes formulas

I have adapted my code in the original question to accommodate for the more functional approach suggested by @G-Sliepen in his answer. Also a timing subroutine was added here and to the old OOP code, …
Giogre's user avatar
  • 331
4 votes
1 answer
471 views

C++ bond mathematics calculator

I have written a program in C++ that processes financial bond mathematics, making extensive use of the valarray class, so that mathematical functions and operations can be applied vectorially on whole …
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  • 331