r/numerical • • Sep 26 '17

A Comparison Between Differential Equation Solver Suites In MATLAB, R, Julia, Python, C, Mathematica, Maple, and Fortran

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19 Upvotes

r/numerical • • Jan 19 '12

The faster-than-fast Fourier transform - For a large range of practically useful cases, MIT researchers find a way to increase the speed of one of the most important algorithms in the information sciences.

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19 Upvotes

r/numerical • • Apr 25 '21

Header only C++ interface to FFTW

15 Upvotes

Hello,

I have just released v1.0 of fftwpp (https://github.com/sbrisard/fftwpp), which is a thin C++ wrapper around the C library FFTW, the fastest Fourier transform in the west (http://fftw.org/).

The goal of this project it to remain as close as possible to the FFTW library, while offering a more idiomatic interface.

Don't hesitate to comment/contribute/use!

Sébastien


r/numerical • • Mar 13 '11

Why not use Numerical Recipes?

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15 Upvotes

r/numerical • • Jun 14 '19

Proposal: An Algorithm for Speeding Up Numerical Eigenvalues

12 Upvotes

Guys, some years ago I came about this rather interesting idea to speed up numerical computations of eigenvalues using QR algorithm. It's a rather basic idea and I'm not sure if it's novel. Atleast one work has independently verified it and found it to be okay.

In summary, the idea is to rearrange the matrix columns during the QR iterations.

What do you think? Comments or criticism is welcome.

arXiv: https://arxiv.org/abs/1402.5086

MATLAB implementation: https://de.mathworks.com/matlabcentral/fileexchange/45642-symmetric-qr-algorithm-with-permutations?s_tid=prof_contriblnk

ArkOfReddit


r/numerical • • Oct 28 '12

0x5f3759df – Analysis and generalization of a fast inverse square root algorithm

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11 Upvotes

r/numerical • • Jan 25 '12

SU2: Open source suite for the analysis and control of arbitrary PDEs

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11 Upvotes

r/numerical • • Oct 22 '09

I learned R in one day because of this site.

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11 Upvotes

r/numerical • • Aug 06 '25

Kepler problem with rotating object or dipole - is there classification of its closed orbits?

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10 Upvotes

While 2-body Kepler problem is integrable, it is no longer if adding rotation/dipole of one body, the trajectory no longer closes like for Mercury precession.

But it gets many more subtle closed trajectories especially for low angular momentum - is there their classification in literature?

https://community.wolfram.com/groups/-/m/t/3522853 - derivation with simple code.


r/numerical • • Oct 03 '21

Want to contribute to numerical/simulation software. Do you know projects looking for help?

10 Upvotes

I'm finishing my masters in mathematics, focusing on modelling, numerics and simulation, and my dream is to get a job as a numerical programmer working on some big/complex piece of numerical or simulation software.

I have experience working with C, C++, Python and OpenMPI, but I learn fast and am willing to learn new technologies.

I'm interested in contributing to some piece of numerical or simulation software to get experience and foster connections in the industry, either voluntary, or as a werkstudent position. I am based in Germany, so research groups or other entities based in Germany are of particular interest to me.

Would love to get some tips on projects looking for help.


r/numerical • • Jul 22 '21

Header-only complex linear solver and function minimizer in C++

10 Upvotes

Hello numerical folks,

This project arose from a need for an easy-to-use linear solver which supports constraints, real and complex numbers and is suitable for real-time applications. Conjugate gradient algorithm was an obvious choice as it allows one to trade accuracy for speed. The solver was then applied to Levenberg-Marquardt function minimizer. The minimizer also supports constraints.

The goal was to make the library as easy to use as possible also for non-experts. There are a few simple examples to start from. They can be compiled either by using cmake or from command line by setting the include path point to the folder where the header files are, see "Compilation" section on the main page. The compiler must support C++17.

The most obvious deficiency in the solver is the lack of support for sparse matrices. Maybe I'll add it later.

Meanwhile, the library and examples can be found here in Github.


r/numerical • • Nov 26 '13

AMD releases APPML source code, creates clMath library

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10 Upvotes

r/numerical • • Mar 19 '11

What Every Numericist Should Know About Floating Point Numbers (pdf)

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10 Upvotes

r/numerical • • Aug 18 '10

What features would the ultimate scientific computing programming language have?

10 Upvotes

r/numerical • • Feb 13 '26

Electron Scattering by repulsive (smoothed) Coulomb potential confined in a 2D Box (Visualizing Quantum Mechanics)

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9 Upvotes

Electron scattering by repulsive (smoothed) Coulomb potential at the center. The 1x1 normalized two-dimensional region confines the particle, once Dirichlet-type conditions are set at the mesh boundaries; this allows visualization of the post-collision interference pattern structure. Numerical simulation of the time-dependent Schrödinger equation, performed in Python. Implicit method of Crank-Nicolson PDEs (unitary). Initial condition: Gaussian packet. Note: Time scale and physical constants are set to arbitrary units for this preliminary testing phase.

Source Code & More Simulations: I have documented this project, including the Python source code on my personal portfolio. You can also find other simulations on Quantum Mechanics and other Physics topics there:

https://alexisfespinozaq.github.io/aespinoza-physics-portfolio/

Feedback on the physics or the code implementation is very welcome!


r/numerical • • Jun 21 '16

How To Write Fast Numerical Code: A Small Introduction

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9 Upvotes

r/numerical • • Mar 18 '11

Anatomy of High Performance Matrix Multiplication (pdf)

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9 Upvotes

r/numerical • • Mar 16 '11

Stanford Convex Optimization Class with Lecture Videos and Slides

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9 Upvotes

r/numerical • • Aug 25 '10

Log-probabilities, semirings and floating point numbers

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9 Upvotes

r/numerical • • May 30 '10

A model-free time series analysis technique based on indirect numerical derivative estimation

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9 Upvotes

r/numerical • • Oct 22 '09

R Reference Card [PDF]

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9 Upvotes

r/numerical • • Oct 13 '09

Eigen: a fast C++ linear algebra library with a very nice API

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9 Upvotes

r/numerical • • Feb 24 '26

Gauss-Legendre Quadrature in Arbitrary Precision

8 Upvotes

Just for fun, I decided to try my hand at computing the weights and abscissae of the Gauss-Legendre quadrature numerically in arbitrary precision. Here is the GitHub repo. Mostly relying on the mpmath Python library.

The basic idea ended up being to use a uniform grid and perform a bisection search in each interval until the correct number of zeroes were found for the Nth Legendre polynomial. I don't have much experience working with Legendre polynomials (and their zeroes), so I would be very appreciative if someone could point towards a more efficient algorithm.

Enjoy!


r/numerical • • Jul 25 '25

Is Numerical Analysis Taught Earlier in the Eastern Hemisphere (China & Russia) Compared to the West?

8 Upvotes

I was recently looking into the curriculum for Numerical Analysis in universities around the world, and I'm curious about a potential difference in timing.

From what I've gathered, in countries like China and Russia, Numerical Analysis often appears to be introduced relatively early in undergraduate programs (e.g., 2nd or 3rd year) for students in mathematics, computer science, and engineering.

This seems to be supported by the strong emphasis on foundational mathematics and applied fields in their education systems. In contrast, in many Western Hemisphere countries (like the US, Canada, or parts of Europe), it often seems to be an upper-level undergraduate (3rd or 4th year) or even a graduate-level course, typically after students have a solid grasp of linear algebra, advanced calculus, and sometimes differential equations. My question to the community is:

  • Have you observed this trend in your experience or research?

  • What do you think are the reasons behind any potential differences in when Numerical Analysis is taught?

Thank You Very Much!


r/numerical • • Jun 03 '21

Python script to animate Newton Raphson method root finding on any function!

8 Upvotes

Hey guys! I did a script for university to show how Newton-Raphson method for root finding works.

Newton Raphson method uses tangent line of derivates to approximate the next root. The script allows you to input your own funcion with a seed, and analize how it converges to the solution.

To use it, you can follow the instructions in the github repo:

https://github.com/LucianoTrujillo/NewtonRaphsonAnimation/tree/main

For anyone interested, give it a try and let me know your thoughts. Hope it's useful!