MATLAB Library for Numerical Integration and Differentiation
This Library was created as a term project for one of the most enjoyable courses I've taken, "Computational Fluency: Numerical Analysis and Algorithms" taught at the Georgia Institute of Technology. It was created as both a practical and educational tool, and it contains implementations of the following functions:
Numerical Integration:
(Closed Methods)
- Composite trapezoidal method
- Composite Simpson 1/3
- Composite Simpson 3/8
- Adaptive composite Simpson method
- Richardson extrapolation method
- Romberg integration method
(Open Methods)
- Gauss quadrature method
Numerical Differentiation
(First Derivatives with Finite Difference Approximations)
- Two-point Forward
- Three-Point Forward
- Two-Point Backward
- Three-point Backward
- Two-Point Central
- Four-Point Central
- Adaptive First Derivative Method
(Second Derivatives with Finite Difference Approximations)
- Three-point Forward
- Four-Point Forward
- Three-Point Backward
- Four-point Backward
- Three-Point Central
- Five-Point Central
- Adaptive Second Derivative Method
Included is a handbook documenting the theory behind each function.
Cite As
David Gomez (2024). MATLAB Library for Numerical Integration and Differentiation (https://www.mathworks.com/matlabcentral/fileexchange/69667-matlab-library-for-numerical-integration-and-differentiation), MATLAB Central File Exchange. Retrieved .
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MATLAB Library - Numerical Integration and Differentiation/Numerical Differentiation/First Derivatives
MATLAB Library - Numerical Integration and Differentiation/Numerical Differentiation/Second Derivatives
MATLAB Library - Numerical Integration and Differentiation/Numerical Integration
Version | Published | Release Notes | |
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1.0.0 |
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