Collection of notebooks about quantitative finance, with interactive python code.

Form symmetric block matrices and condense them (eliminating blocks) at compile time using Schur complements. The goal is to manipulate KKT/augmented/saddle-point systems symbolically to obtain equivalent systems (typically: unsymmetric, symmetrized, and normal equations) that can be tackled by various numerical solvers

Evaluates/Finds the least squared solutions of Ax=b for x with 3 different methods. Uses A and b from the svd-data.csv dataset.

All experiments performed as part of CEE82A - High Performance Computing.

OPD Profect application for students - Numerical methods app, which includes solving nonliear equations, integrals, interpolation, differential equations, systems of linear equations

This repository contains assignments and materials from the course "Numerical Analysis" for the Computer Engineering program.

Numerical methods like one variable equations, linear systems of equations, interpolation, diferentiation and epsilon machine.

LQR-LQG-Controller Design

A C program that solves systems of linear equations written in a file with N variables. It uses Gaussian Elimination algorithm.

This project provides a graphical user interface (GUI) application for performing common numerical analysis tasks. Built with CustomTkinter for a user-friendly experience, it empowers you to solve linear systems and perform numerical integration.

A bunch of C code developed during my studies of programming