diff --git a/README.md b/README.md new file mode 100644 index 0000000..4b95391 --- /dev/null +++ b/README.md @@ -0,0 +1,21 @@ +# rust-numerical-solvers +A collection of numerical solvers in Rust. This library exists mainly as a coding exercise, but is useful nonetheless. + +## Contents of the library + +Several types of solvers and optimizers exist in this library: +- Solvers + - Univariate + - Gradient-based methods + - Non gradient-based methods + - Multivariate + - Gradient-based methods +- Optimizers + - Univariate + - Gradient-based methods + - Non gradient-based methods + - Multivariate + - Gradient-based methods + - Non gradient-based methods + +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.