Numerical Methods Snippets

Numerical methods, regularization techniques, and useful concise algorithms.

Snippets

• Interpolation Methods
  Linear, polynomial, and spline interpolation
• Numerical Differentiation
  Finite differences and automatic differentiation
• Numerical Integration
  Trapezoidal rule, Simpson's rule, Gaussian quadrature
• Optimization Methods
  Gradient descent, Newton's method, BFGS
• Regularization Techniques
  L1, L2, Tikhonov, and elastic net regularization
• Root Finding Methods
  Newton's method, bisection, and secant method
• Solving Linear Systems
  LU decomposition and iterative methods