Matlab implementation of the Durand-Kerner algorithm to compute the roots of a polynomial.

This is just an example, the site contains a large number of documents written at MIT.

Written by one of the foremost experts in high-performance computing and the inventor of Gustafson's Law, The End of Error: Unum Computing explains a new approach to computer arithmetic: the universal number (unum). The unum encompasses all IEEE floating-point formats as well as fixed-point and exact integer arithmetic. This new number type obtains more accurate answers than floating-point arithmetic yet uses fewer bits in many cases, saving memory, bandwidth, energy, and power.

MIT Photonic Bands (MPB) electromagnetic eigenmode solver Meep finite-difference time-domain simulations Harminv extraction of complex frequencies and amplitudes from time series libctl Scheme/Guile-based scripting of scientific code (used as the interface for MPB and Meep). h5utils visualization of HDF5 data files NLopt nonlinear optimization library implementing many different optimization algorithms Cubature code for adaptive multidimensional integration of vector-valued integrands via the Genz-Malik algorithm. Faddeeva_w code to compute the complex error function (Faddeeva function).

Windows applications or source code for various numerical algorithms, with emphasis on polynomial root finding. Some algorithms can be used via a web interface.

Information about logarithm tables, slide rules and floating-point numbers (german).

The algorithm of Lang and Frenzel Author: Markus Lang Polynomial Root Finder is a reliable and fast C program (+Matlab gateway) for finding all roots of a complex polynomial. The algorithms of Fox, Lindsey, Burrus, Sitton, and Treitel These algorithms are used to find the roots and unwrapped phase of real coefficient polynomials.

Numerical algorithm for the inverse of the normal CDF, with implementations in several programming languages.

Nice page with numerous papers and talks about numerical analysis, including its history.