22 lines
777 B
Markdown
22 lines
777 B
Markdown
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# rust-numerical-solvers
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A collection of numerical solvers in Rust. This library exists mainly as a coding exercise, but is useful nonetheless.
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## Contents of the library
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Several types of solvers and optimizers exist in this library:
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- Solvers
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- Univariate
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- Gradient-based methods
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- Non gradient-based methods
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- Multivariate
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- Gradient-based methods
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- Optimizers
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- Univariate
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- Gradient-based methods
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- Non gradient-based methods
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- Multivariate
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- Gradient-based methods
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- Non gradient-based methods
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Some methods that require derivative/gradient information have a fully-numerical version, where derivatives are evaluated using finite-differences. Prefer providing analytical gradients to the methods.
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