math-functions

Collection of tools for numeric computations

Version on this page:	0.3.1.0
LTS Haskell 21.13:	0.3.4.2
Stackage Nightly 2023-09-27:	0.3.4.2
Latest on Hackage:	0.3.4.2

See all snapshots math-functions appears in

BSD-2-Clause licensed by Bryan O'Sullivan, Alexey Khudyakov

Maintained by Alexey Khudyakov

This version can be pinned in stack with:math-functions-0.3.1.0@sha256:e96b17e0ae5c331f91f72f1c67608e6a8380ba59eb86f3e682f0edd3123a6ff2,3198

Module documentation for 0.3.1.0

Numeric
- Numeric.MathFunctions
  - Numeric.MathFunctions.Comparison
  - Numeric.MathFunctions.Constants
- Numeric.Polynomial
  - Numeric.Polynomial.Chebyshev
- Numeric.RootFinding
- Numeric.Series
- Numeric.SpecFunctions
  - Numeric.SpecFunctions.Extra
- Numeric.Sum

Depends on 6 packages(full list with versions):

base, data-default-class, deepseq, primitive, vector, vector-th-unbox

Used by 6 packages in lts-13.19(full list with versions):

bins, dense-linear-algebra, hledger, mwc-random, random-fu, statistics

math-functions: collection of tools for numeric computations

$Build Status$

This package provides collection of various tools for numeric computations. Namely:

Number pure haskell implementations of special function which are used in statistical and numerical computing.
Compensated summation (Kahan summation) which allows to
Root finding for functions of single real variable
Series summation
Functions for comparing IEEE754 numbers

Where possible, we give citations and computational complexity estimates for the algorithms used.

Get involved!

Please report bugs via the github issue tracker.

Master git mirror:

git clone git://github.com/bos/math-functions.git

There’s also a Mercurial mirror:

hg clone https://bitbucket.org/bos/math-functions

(You can create and contribute changes using either Mercurial or git.)

Authors

This library is written and maintained by Bryan O’Sullivan bos@serpentine.com and Aleksey Khudyakov alexey.skladnoy@gmail.com.

Changes

Changes in 0.3.1.0

Exported data types for iteration steps in root finding
Defaults for root finding algorithm are documented

Changes in 0.3.0.2

Fix license field in cabal file

Changes in 0.3.0.0

Semigroup and Monoid instances added for data types from Numeric.Sum
API for finding roots of real functions reworked. 1) All algorithm parameters are now tweakable. 2) Functions for getting list of iterations added.
Foldable and Traversable instances for Root were added.

Changes in 0.2.1.0

log1p and expm1 are simply reexported from GHC.Float. They’re methods of Floating type class.
On windows expm1 is implemented in pure haskell for older GHCs.

Changes in 0.2.0.0

Bug fixes and documentation tweaks

Changes in 0.2.0.0

logGamma now uses Lancsoz approximation and same as logGammaL. Old implementation of logGamma moved to Numeric.SpecFunctions.Extra.logGammaAS245.
Precision of logGamma for z<1 improved.
New much more precise implementation for incompleteGamma
Dependency on erf package dropped. erf and erfc just do direct calls to C.
Numeric.SpecFunctions.expm1 added
Numeric.SpecFunctions.log1pmx added.
logGammaCorrection exported in Numeric.SpecFunctions.Extra.
Module Numeric.Series added for working with infinite sequences, series summation and evaluation of continued fractions.
Module statistics: Statistics.Math.RootFinding copied to Numeric.RootFinding. Instances for binary and aeson dropped.
Root-finding using Newton-Raphson added
Numeric.MathFunctions.Comparison.ulpDelta added. It calculates signed distance between two doubles.
Other bug fixes.

Changes in 0.1.7.0

Module statistics: Statistics.Function.Comparison moved to Numeric.MathFunctions.Comparison. Old implementation if within compared negative numbers incorrectly.
addUlps and ulpDistance added to Numeric.MathFunctions.Comparison.
relativeError and eqRelErr added to Numeric.MathFunctions.Comparison.
Precision of logFactorial is slightly improved.

Changes in 0.1.6.0

logChoose added for calculation of logarithm of binomial coefficient
chooseExact and logChooseFast added
sinc added

Changes in 0.1.5.3

Fix for test suite on 32bit platform

Changes in 0.1.5

Numeric.Sum: new module adds accurate floating point summation.

Changes in 0.1.4

logFactorial type is genberalized. It accepts any Integral type
Evaluation of polynomials using Horner’s method where coefficients are store in lists added

Changes in 0.1.3

Error function and its inverse added.
Digamma function added
Evaluation of polynomials using Horner’s method added.
Crash bug in the inverse incomplete beta fixed.