NPL C++ Code Examples

Linear Algebra
Numerical linear algebra algorithms

Create matrix and view objects, use iterators, matrix arithmetic, multiplication, inverse and factorization, linear systems.

Example
1-D and N-D Functions
Common interfaces of math functions

User defined functions, 1-d interpolation, 1-d integration, 1-d minimization, 1-d root finding.

Example
Unconstrained Optimization
Solvers for general smooth functions

Implementing an objective function from the interface, use line search method or trust region method.

Example
Linear Programming
Linear objective, linear constraints

Use Simplex method or active set method.

Example
Quadratic Programming
Quadratic objective, linear constraints

Solve an example indefinite QP problem.

Example
Linear-constrained Optimization
Smooth objective, linear constraints

Box and general linearly constrained.

Example
Nonlinear Programming
Smooth objective, nonlinear constraints

Solve a disk-constrained Rosenbrock problem.

Example
Data and Model Fitting
Multiple choices of problem formulation

Examples of nonlinear least square and model fitting.

Example
Differential Equations
High order accurate, stable methods

Examples of solving ordinary and partial differential equations.

Example

GDE Demo Videos

1-d Dynamics

A 1-d root finding process.

Linear Programming

Solving a linear programming problem.