Software to support numerical analysis teaching

Abstract

This paper describes a Fortran90 library designed to support the teaching of numerical analysis and its applications. As well as covering traditional material it introduces recent and important ideas in numerical computation such as interval arithmetic and automatic differentiation. The library rests on a module realpac which provides real arithmetic in a range of precisions with a choice of rounding strategies. This, in turn, supports the implementation of an interval arithmetic module intpac. Derived data types and overloaded operations help inexperienced users to interface with unfamiliar data types such as intervals. The library also includes more conventional modules such as lepac for solving linear systems and minpac for nonlinear optimization. These, however, can be enhanced by being linked to more sophisticated tools for sparse matrix handling and automatic differentiation. As well as showing the main structure and scope of the software, the paper mentions some exercises that have successfully been performed by students.