Tool Descriptions

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.

Explore

Numerical Linear Algebra

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

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 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