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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.


Pingback from » Optimization: Himmelblau’s Function
Time: 31 August, 2010, 00:18

[…] C++ […]

Comment from Kevin Clancy
Time: 20 April, 2011, 11:09

May I ask, with all this knowledge you have, how much does it return to you in the way of dollars?

Comment from Alexius Academia
Time: 5 October, 2015, 13:55

Hi sir. First of all I want to say that your website is very informative and helpful for someone like me. I am a civil engineer.
One thing I just notice in your web directories is, the files could be downloaded but just going to the indexed page. Well thank you anyway for being back. Hoping for some conversations with sir. Thanks..

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