MATLAB Library for Numerical Integration and Differentiation

This library contains functions that implement a wider variety of numerical integration and differentiation techniques.

This Library was created as a term project for one of the most enjoyable courses I've taken, "Computational Fluency: Numerical Analysis and Algorithms" taught at the Georgia Institute of Technology. It was created as both a practical and educational tool, and it contains implementations of the following functions:

Numerical Integration:
(Closed Methods)
- Composite trapezoidal method
- Composite Simpson 1/3
- Composite Simpson 3/8
- Adaptive composite Simpson method
- Richardson extrapolation method
- Romberg integration method
(Open Methods)
- Gauss quadrature method

Numerical Differentiation
(First Derivatives with Finite Difference Approximations)
- Two-point Forward
- Three-Point Forward
- Two-Point Backward
- Three-point Backward
- Two-Point Central
- Four-Point Central
- Adaptive First Derivative Method
(Second Derivatives with Finite Difference Approximations)
- Three-point Forward
- Four-Point Forward
- Three-Point Backward
- Four-point Backward
- Three-Point Central
- Five-Point Central
- Adaptive Second Derivative Method

Included is a handbook documenting the theory behind each function.