Solving linear, nonlinear equations, ordinary differential equations, ... using numerical methods in fortran
fortran
ode
integral
ordinary-differential-equations
linear-equations
nonlinear-equations
numerical-methods
sde
stochastic-differential-equations
plot-fortran
non-uniform-random-variate
quadrature-integration
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Updated
Feb 10, 2017 - Fortran
More problems for testing would be very useful and should be added in the test suite (see code there for the API).
A good reference is Moré et al (1981), see CITATIONS.bib.