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.