Some codes of the finite difference methods for PDEs.

• The Backward Difference Method c code, fortran code
  
• The Crank-Nicolson Method c code, fortran code

Some codes of solving the linear sustem AX = b.

• The Gaussian Eilimination Method c code, fortran code
  
• The Gaussian Eilimination with Partial Pivoting c code, fortran code
  
• The Choleski's Method (LL^t) c code, fortran code
  
• The Crout's Method c code, fortran code
  
• The Jacobi Interative c code, fortran code
  
• The Gauss-Seidel Interative c code, fortran code
  
• The SOR Method c code, fortran code