Hello, I'm currently doing some research comparing efficiency of various programming languages. Being a user of Matlab, Mathematica, and Excel, c++ is definitely not my forte. I was wondering if anyone might know where I could find a simple, standalone code for solving the 1-dimensional heat equation via a Crank-Nicolson finite difference method (or the general theta method). Ideally, I will need it to solve using LU decomposition, but I can probably figure that much out myself if I have a starting point. Thanks to anyone that can help.