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Math.NET Numerics
Math.NET Numerics is an open-source numerical library for .NET and Mono, written in C# and F#. It features functionality similar to BLAS and LAPACK. History Math.NET Numerics started 2009 by merging code and teams of dnAnalytics with Math.NET Iridium. It is influenced by ALGLIB, JAMA and Boost, among others, and has accepted numerous code contributions. It is part of the Math.NET initiative to build and maintain open mathematical toolkits for the .NET platform since 2002. Math.NET is used by several open source libraries and research projects, like MyMediaLite, FermiSim and LightField Retrieval, and various theses and papers. Features The software library provides facilities for: * Probability distributions: discrete, continuous and multivariate. * Pseudo-random number generation, including Mersenne Twister MT19937. * Real and complex linear algebra types and solvers with support for sparse matrices and vectors. * LU, QR, SVD, EVD, and Cholesky decompositions. * Matr ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
C Sharp (programming Language)
C# ( pronounced: C-sharp) ( ) is a general-purpose high-level programming language supporting multiple paradigms. C# encompasses static typing, strong typing, lexically scoped, imperative, declarative, functional, generic, object-oriented (class-based), and component-oriented programming disciplines. The principal inventors of the C# programming language were Anders Hejlsberg, Scott Wiltamuth, and Peter Golde from Microsoft. It was first widely distributed in July 2000 and was later approved as an international standard by Ecma (ECMA-334) in 2002 and ISO/ IEC (ISO/IEC 23270 and 20619) in 2003. Microsoft introduced C# along with .NET Framework and Microsoft Visual Studio, both of which are technically speaking, closed-source. At the time, Microsoft had no open-source products. Four years later, in 2004, a free and open-source project called Microsoft Mono began, providing a cross-platform compiler and runtime environment for the C# programming language. A decad ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
QR Decomposition
In linear algebra, a QR decomposition, also known as a QR factorization or QU factorization, is a decomposition of a matrix ''A'' into a product ''A'' = ''QR'' of an orthonormal matrix ''Q'' and an upper triangular matrix ''R''. QR decomposition is often used to solve the linear least squares (LLS) problem and is the basis for a particular eigenvalue algorithm, the QR algorithm. Cases and definitions Square matrix Any real square matrix ''A'' may be decomposed as : A = QR, where ''Q'' is an orthogonal matrix (its columns are orthogonal unit vectors meaning and ''R'' is an upper triangular matrix (also called right triangular matrix). If ''A'' is invertible, then the factorization is unique if we require the diagonal elements of ''R'' to be positive. If instead ''A'' is a complex square matrix, then there is a decomposition ''A'' = ''QR'' where ''Q'' is a unitary matrix (so the conjugate transpose If ''A'' has ''n'' linearly independent columns, then the first ''n ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
List Of Numerical Libraries
This is a list of numerical libraries, which are libraries used in software development for performing numerical calculations. It is not a complete listing but is instead a list of numerical libraries with articles on Wikipedia, with few exceptions. The choice of a typical library depends on a range of requirements such as: desired features (e.g. large dimensional linear algebra, parallel computation, partial differential equations), licensing, readability of API, portability or platform/compiler dependence (e.g. Linux, Windows, Visual C++, GCC), performance, ease-of-use, continued support from developers, standard compliance, specialized optimization in code for specific application scenarios or even the size of the code-base to be installed. Multi-language C C++ Delphi * ALGLIB - an open source numerical analysis library. .NET Framework languages C#, F#, VB.NET and PowerShell Fortran Java OCaml * OCaml programming language has support for array programming ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Markov Chain Monte Carlo
In statistics, Markov chain Monte Carlo (MCMC) is a class of algorithms used to draw samples from a probability distribution. Given a probability distribution, one can construct a Markov chain whose elements' distribution approximates it – that is, the Markov chain's Discrete-time Markov chain#Stationary distributions, equilibrium distribution matches the target distribution. The more steps that are included, the more closely the distribution of the sample matches the actual desired distribution. Markov chain Monte Carlo methods are used to study probability distributions that are too complex or too highly N-dimensional space, dimensional to study with analytic techniques alone. Various algorithms exist for constructing such Markov chains, including the Metropolis–Hastings algorithm. General explanation Markov chain Monte Carlo methods create samples from a continuous random variable, with probability density proportional to a known function. These samples can be used to e ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Pearson Product-moment Correlation Coefficient
In statistics, the Pearson correlation coefficient (PCC) is a correlation coefficient that measures linear correlation between two sets of data. It is the ratio between the covariance of two variables and the product of their standard deviations; thus, it is essentially a normalized measurement of the covariance, such that the result always has a value between −1 and 1. As with covariance itself, the measure can only reflect a linear correlation of variables, and ignores many other types of relationships or correlations. As a simple example, one would expect the age and height of a sample of children from a school to have a Pearson correlation coefficient significantly greater than 0, but less than 1 (as 1 would represent an unrealistically perfect correlation). Naming and history It was developed by Karl Pearson from a related idea introduced by Francis Galton in the 1880s, and for which the mathematical formula was derived and published by Auguste Bravais in 1844. The naming ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Lagrange Polynomial
In numerical analysis, the Lagrange interpolating polynomial is the unique polynomial of lowest degree that interpolates a given set of data. Given a data set of coordinate pairs (x_j, y_j) with 0 \leq j \leq k, the x_j are called ''nodes'' and the y_j are called ''values''. The Lagrange polynomial L(x) has degree \leq k and assumes each value at the corresponding node, L(x_j) = y_j. Although named after Joseph-Louis Lagrange, who published it in 1795, the method was first discovered in 1779 by Edward Waring. It is also an easy consequence of a formula published in 1783 by Leonhard Euler. Uses of Lagrange polynomials include the Newton–Cotes method of numerical integration, Shamir's secret sharing scheme in cryptography, and Reed–Solomon error correction in coding theory. For equispaced nodes, Lagrange interpolation is susceptible to Runge's phenomenon of large oscillation. Definition Given a set of k + 1 nodes \, which must all be distinct, x_j \neq x_m for ind ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Struve Function
In mathematics, the Struve functions , are solutions of the non-homogeneous Bessel's differential equation: : x^2 \frac + x \frac + \left (x^2 - \alpha^2 \right )y = \frac introduced by . The complex number α is the order of the Struve function, and is often an integer. And further defined its second-kind version \mathbf_\alpha(x) as \mathbf_\alpha(x)=\mathbf_\alpha(x)-Y_\alpha(x), where Y_\alpha(x) is the Bessel function#Bessel functions of the second kind : Y.CE.B1, Neumann function. The modified Struve functions are equal to and are solutions of the non-homogeneous Bessel's differential equation: : x^2 \frac + x \frac - \left (x^2 + \alpha^2 \right )y = \frac And further defined its second-kind version \mathbf_\alpha(x) as \mathbf_\alpha(x)=\mathbf_\alpha(x)-I_\alpha(x), where I_\alpha(x) is the Bessel function#Modified Bessel functions: Iα, KαBessel function#Bessel functions of the second kind : Y.CE.B1, modified Bessel function. Definitions Since this is a Ordinar ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Bessel Function
Bessel functions, named after Friedrich Bessel who was the first to systematically study them in 1824, are canonical solutions of Bessel's differential equation x^2 \frac + x \frac + \left(x^2 - \alpha^2 \right)y = 0 for an arbitrary complex number \alpha, which represents the ''order'' of the Bessel function. Although \alpha and -\alpha produce the same differential equation, it is conventional to define different Bessel functions for these two values in such a way that the Bessel functions are mostly smooth functions of \alpha. The most important cases are when \alpha is an integer or half-integer. Bessel functions for integer \alpha are also known as cylinder functions or the cylindrical harmonics because they appear in the solution to Laplace's equation in cylindrical coordinates. Spherical Bessel functions with half-integer \alpha are obtained when solving the Helmholtz equation in spherical coordinates. Applications Bessel's equation arises when finding separa ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Error Function
In mathematics, the error function (also called the Gauss error function), often denoted by , is a function \mathrm: \mathbb \to \mathbb defined as: \operatorname z = \frac\int_0^z e^\,\mathrm dt. The integral here is a complex Contour integration, contour integral which is path-independent because \exp(-t^2) is Holomorphic function, holomorphic on the whole complex plane \mathbb. In many applications, the function argument is a real number, in which case the function value is also real. In some old texts, the error function is defined without the factor of \frac. This nonelementary integral is a sigmoid function, sigmoid function that occurs often in probability, statistics, and partial differential equations. In statistics, for non-negative real values of , the error function has the following interpretation: for a real random variable that is normal distribution, normally distributed with mean 0 and standard deviation \frac, is the probability that falls in the range . ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Beta Function
In mathematics, the beta function, also called the Euler integral of the first kind, is a special function that is closely related to the gamma function and to binomial coefficients. It is defined by the integral : \Beta(z_1,z_2) = \int_0^1 t^(1-t)^\,dt for complex number inputs z_1, z_2 such that \operatorname(z_1), \operatorname(z_2)>0. The beta function was studied by Leonhard Euler and Adrien-Marie Legendre and was given its name by Jacques Binet; its symbol is a Greek capital beta. Properties The beta function is symmetric, meaning that \Beta(z_1,z_2) = \Beta(z_2,z_1) for all inputs z_1 and z_2.. Specifically, see 6.2 Beta Function. A key property of the beta function is its close relationship to the gamma function: : \Beta(z_1,z_2)=\frac A proof is given below in . The beta function is also closely related to binomial coefficients. When (or , by symmetry) is a positive integer, it follows from the definition of the gamma function that : \Beta(m,n) =\fr ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Gamma Function
In mathematics, the gamma function (represented by Γ, capital Greek alphabet, Greek letter gamma) is the most common extension of the factorial function to complex numbers. Derived by Daniel Bernoulli, the gamma function \Gamma(z) is defined for all complex numbers z except non-positive integers, and for every positive integer z=n, \Gamma(n) = (n-1)!\,.The gamma function can be defined via a convergent improper integral for complex numbers with positive real part: \Gamma(z) = \int_0^\infty t^ e^\textt, \ \qquad \Re(z) > 0\,.The gamma function then is defined in the complex plane as the analytic continuation of this integral function: it is a meromorphic function which is holomorphic function, holomorphic except at zero and the negative integers, where it has simple Zeros and poles, poles. The gamma function has no zeros, so the reciprocal gamma function is an entire function. In fact, the gamma function corresponds to the Mellin transform of the negative exponential functi ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Complex Number
In mathematics, a complex number is an element of a number system that extends the real numbers with a specific element denoted , called the imaginary unit and satisfying the equation i^= -1; every complex number can be expressed in the form a + bi, where and are real numbers. Because no real number satisfies the above equation, was called an imaginary number by René Descartes. For the complex number is called the , and is called the . The set of complex numbers is denoted by either of the symbols \mathbb C or . Despite the historical nomenclature, "imaginary" complex numbers have a mathematical existence as firm as that of the real numbers, and they are fundamental tools in the scientific description of the natural world. Complex numbers allow solutions to all polynomial equations, even those that have no solutions in real numbers. More precisely, the fundamental theorem of algebra asserts that every non-constant polynomial equation with real or complex coefficie ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
