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