Tool Descriptions

Root Finding

Interpolation & Data Fitting

Differentiation, Integration & ODEs

Numerical Integration

Approximate definite integrals using Left, Right, Midpoint, Trapezoidal, Simpson, and Gauss–Legendre quadrature, plus adaptive Simpson and Romberg extrapolation. Visualize rectangles, trapezoids, and parabolas with signed-area shading; compare convergence rates across methods; and compute subdivisions needed for a given tolerance.

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Taylor Series Visualizer

Plot a function together with its Taylor (or Maclaurin) polynomial about any point. Coefficients are computed by exact differentiation and shown as simplified fractions; step the degree up one at a time with the “Add next degree” button to watch the approximation converge. The expansion point is marked on the graph.

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Initial Value Problem Methods

Compare numerical methods for first-order initial value problems \(y'=f(t,y)\): forward and backward Euler, improved Euler (Heun), the trapezoidal rule, Adams–Bashforth and Adams–Moulton multistep methods, Taylor methods up to order 4, and Runge–Kutta methods up to RK4. Tick several methods to overlay them, vary the step size live, and study accuracy, convergence order, and absolute-stability regions on stiff and non-stiff examples.

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Numerical Linear Algebra

Cross-listed from Linear Algebra — the algorithmic core of numerical methods for solving linear systems, least-squares problems, and eigenvalue problems.

Matrix Factorizations

QR Factorization

Compute the orthogonal-triangular decomposition \(A = QR\) — the numerically stable route for least-squares and the building block for QR-based eigenvalue algorithms.

Compute

Cholesky Factorization

Compute the Cholesky decomposition \(A = LL^T\) for symmetric positive definite matrices — roughly twice as fast as LU when applicable.

Compute

Gram-Schmidt Orthogonalization

Apply the Gram-Schmidt process step-by-step to obtain an orthonormal basis — the constructive backbone of QR factorization.

Calculate

Singular Value Decomposition (SVD)

Compute the full SVD \(A = U\Sigma V^T\) — the most numerically robust decomposition for rank, pseudo-inverse, and least squares.

Compute SVD

Least Squares & Eigenvalue Solvers

Least Squares Solver using QR Factorization

Solve the least-squares problem \(\min_x \|Ax - b\|_2\) via QR decomposition — the recommended numerical approach for well-conditioned problems.

Compute

Least Squares Solver using Normal Equations

Solve the least-squares problem via the normal equations \(A^TA\,x = A^Tb\) — the classical approach, fast but with squared condition number.

Compute

Eigenvalues and Eigenvectors

Compute eigenvalues and eigenvectors of a matrix — the core numerical problem behind diagonalization, PCA, and spectral methods.

Compute