math-functions

Collection of tools for numeric computations

https://github.com/bos/math-functions

Version on this page:0.3.4.2
LTS Haskell 21.23:0.3.4.3
Stackage Nightly 2023-12-06:0.3.4.3
Latest on Hackage:0.3.4.3

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-0.3.4.2@sha256:5d942f0d6478c2a6b22049c033943538f8dd357c66ff874d328082136433cafb,4791

Module documentation for 0.3.4.2

math-functions: collection of tools for numeric computations

Build Status 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 0.3.4.2

  • Fixed crash in invIncompleteBeta (#68) for some inputs initial approximation was computed incorrectly.

Changes in 0.3.4.1

  • Precision of incompleteGamma improved.

Changes in 0.3.4.0

  • Dependency on vector-th-unbox is dropped. All instances are written by hand now.

Changes in 0.3.3.0

  • New implementation for logGamma. Now it’s precise within 2 ulps at full range including zeros at 1 and 2.

  • Bug with precision loss of invErf for parameters near zero is fixed.

  • Fixed loss of precision in bundled erf near zero. (Affect primarily GHCJS)

  • factorial for now uses lookup table

  • logFactorial is optimized a bit (less number of terms is used)

  • m_sqrt_eps constant added.

  • Module Numeric.SpecFunctions.Internal is exposed.

  • Many improvements for test suite. Tables of expected function values are generated with mpmath, error estimates improved. Test suite itself is migrated to tasty from test-framework.

Changes in 0.3.2.1

  • Fixes build on windows for GHC<8.0

Changes in 0.3.2.0

  • GHCJS is now supported

  • Flag system-expm1 is set to true by default. Only affects GHC<8.0

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.

A service provided by FP Complete