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one summer I did some numerical methods stuff...
implemented the Bulirsch–Stoer algorithm in fortran and then wrote a Mathematica notebook explaining how it worked, with diagrams and stuff.
That experience taught me that floats are hard. I mostly leave them to the pros since then.
one summer I did some numerical methods stuff...
implemented the Bulirsch–Stoer algorithm in fortran and then wrote a Mathematica notebook explaining how it worked, with diagrams and stuff.
That experience taught me that floats are hard. I mostly leave them to the pros since then.
-- me to #dev
I have a hardcopy of the fortran code and the Mathematica notebook which I scanned a while back:
The Bulirsch–Stoer Method
Numerical Integration of Smooth Functions
This is some notes to help decipher the discussion of the Bulirsch-Stoer O.D.E. integration method discussed in Numerical Recipies section §15.4.
B-S Method.pdf
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