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Algorithms

  1. A Client Server Program
  2. Peer-to-Peer Program
  3. Solving a Lower Triangular Systems.
  4. Solving Upper Triangular Systems.
  5. L-U Decomposition & solving Ax=b & Inversion
  6. A General Algorithm to Solve Ax=b & Inversion of a Matrix
  7. Central-Difference Derivative with Safe Proportional Step Size
  8. Newton-Cotes Approximations to S
  9. Numerical Approximation to Improper Integrals
  10. Gaussian Quadrature Names and Ranges
  11. Bracket and Bisect Root Finding
  12. Newton-Raphson Iteration
  13. Broyden's Method
  14. Bracket and Bisect Line Maximization
  15. Steepest Ascent
  16. Newton Iteration
  17. BFGS Updating
  18. The Nelder-Mead Amoeba Algorithm
  19. Kuhn-Tucker Programming
  20. SQP Iteration
  21. Generating a random draw from (almost) any CDF
  22. Simulate an IID Sample (continuous)
  23. Use Monte Carlo to Approximate an Integral
  24. Simulated Annealing
  25. Iterating on w⋆ and EV