colincaprani.com

Developed using Visual C++ 6, but they are all console applications. Only the source codes are given. The programs are released under the terms of the GNU General Public License.

Nelder Mead: An implementation of the Nelder-Mead simplex algorithm for minimization of a multi-dimensional function. Features sample functions such as Rosenbrock’s parabolic valley, Powell’s quartic and Fletcher and Powell’s helical valley.

Runge Kutta: A very simple implementation of the fourth-order Runge-Kutta scheme for numerical integration.

GEV: A program that fits the Generalized Extreme Value distribution to a vector of data points contained in a text file. It does does using Probability Weighted Moments, a Newton-Raphson method and the Nelder-Mead simplex method.

Machine Epsilon: A program that finds the calculation accuracy of the machine its run on. It also gives an estimate of the smallest value that should be used for the delta-x of a numerical differentiation.

MatrixClass: A very basic template matrix class based on the STL, with no functionality. Just for 2- or 3-D storage.

PiSim: A small program that demonstrates the calculation of Pi using the Monte-Carlo method. The results usually aren’t so good since the random number generator is not good. Since it’s just for fun I haven’t updated it to the excellent RNG I use for my research work.

SqrtM: A program that calculates the square root of a matrix. Written when on a wild tangent during my PhD research and never needed.

SteelBeam: A program that calculates moments and shears on a simply supported beam and finds the required design section modulus. Only written as a way to learn about object-oriented programming.

Please leave a comment letting me know if you find the programs useful.