Matlab files

Here you can find some m-files with commentaries. To see the commentary, type

>> help filename

in Matlab command window. (here 'filename' should be replaced by actual name, for instance, midp).

Disclaimer: These files are provided "as is", without warranties of any kind.

Here is a user-defined function, which can be modified and used as an input to the numerical integration or differentiation subroutines below: myfunc.m

Finite difference formulas for numerical differentiation:

Two-point forward difference formula for first derivative: d1fd2p.m
Three-point centered-difference formula for first derivative: d1cd3p.m
Three-point centered-difference formula for second derivative: d2cd3p.m
Two-point forward difference formula for first derivative, varying h: d1fd2p_varh
Three-point centered-difference formula for first derivative, varying h: d1cd3p_varh.m
Three-point centered-difference formula for second derivative, varying h: d2cd3p_varh.m

Composite Newton-Cotes rules for numerical integration:

Trapezoid rule: trap.m
Simpson's rule: simp.m
Newton's rule: newt.m
Boole's rule: boole.m
Midpoint rule: midp.m
Two-point open rule: mid2p.m
Three-point open rule: mid3p.m

More advanced algorithms for numerical integration:

Romberg integration: romberg.m
Adaptive trapezoid method (uses trap.m above): adaptrap.m

Equation solvers:

A simple implementation of Newton's method: newton.m
A simple implementation of the secant method: secant.m