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This depository contains the program I wrote in MatLab for following basic numerical analysis methods.
1) Bisection method - For finding the root of given function in given domain
2) Euler's method - For calculating value of derivative at some particular point
3) Successive Over Relaxation (SOR) method - For solving the system of linear equations
4) Adam-Moulton's method(Adam) - For calculating value of f(x) at given x when ode of 1st order is given.
5) Gauss_elimination method - For solving system of linear equations.
6) Gauss_elimination_pivoting - Improved version of Gauss_elimination
7) Gauss-Legendre formula - For calculating integration of a given function analytically.
8) Gauss-Siedel - For solving system of linear equations.
9) Jacobi's method - For solving Jacobi's method
10) Milen's method - For calculating value of f(x) at given x when ode of 1st order is given.
11) Power Method - For finding the largest eigen value by power method
12) Regula_Falsi Method - For finding the root of given function in given range.
13) Runge_Kutta Method - For calculating value of f(x) at given x when ode of 1st order is given.
14) Simplex Method - Simplex method used in optimisation problems
15) Simpson1by3 Method - To find finite integral of given function analytically.
16) Simpson3by8 Method - To find finite integral of given function analytically.
17) Trapezodial Method - To find finite integral of given function analytically.
I am not able to provide any documentation but I put comments everywhere possible and hence programs are pretty much self explanatory.
I don't work anymore in MatLab so will not be able to assist you in this regard.