Numerics Library

Numerics Library is a collection of routines to do numerical and statistical computations. It provides a reuseable foundation for developing more sophisticated, feature rich scientific applications.

Implementations

Numerics Library is developed in several programming langagues in order to make it available to a wider range of developers and usable in a larger number of applications. Currently, there are three implementations in active development:

News

November 21, 2007 - numerics4j 1.3 Released

numerics4j 1.3 was released. This release added random number generation and random variable generation to the list of functionality provided. The full list of features in this release is:

  • Added ability to compute the CDF and inverse CDF for the Weibull distribution.
  • Added ability to generate random numbers using a linear congruential generator.
  • Added ability to generate random numbers using java.lang.Math#random.
  • Added ability to generate random numbers using java.util.Random.
  • Added ability to generate random variables from a Bernoulli distribution.
  • Added ability to generate random variables from a Beta distribution.
  • Added ability to generate random variables from a Binomial distribution.
  • Added ability to generate random variables from a Cauchy distribution.
  • Added ability to generate random variables from a Chi-Squared distribution.
  • Added ability to generate random variables from an Exponential distribution.
  • Added ability to generate random variables from a F distribution.
  • Added ability to generate random variables from a Gamma distribution.
  • Added ability to generate random variables from a Geometric distribution.
  • Added ability to generate random variables from a Laplace distribution.
  • Added ability to generate random variables from a Logistic distribution.
  • Added ability to generate random variables from a Log Normal distribution.
  • Added ability to generate random variables from a Negative Binomial distribution.
  • Added ability to generate random variables from a Normal distribution.
  • Added ability to generate random variables from a Poisson distribution.
  • Added ability to generate random variables from a Rayleigh distribution.
  • Added ability to generate random variables from a t distribution.
  • Added ability to generate random variables from a Uniform distribution.
  • Added ability to generate random variables from a Weibull distribution.
  • Added root finding via Brent's method.
  • Added a range data member to Uniform distribution to eliminate repeated calculations.

October 17, 2007 - numerics4c++ 1.2 Released

numerics4c++ 1.2 was released. This release added discrete distributions to the list of functionality provided. In addition to discrete distributions, new continuous distributions, and special function functionality was added. The full list of features in this release is:

  • Added ability to compute the CDF and inverse CDF for the Laplace distribution.
  • Added ability to compute the CDF and inverse CDF for the Logistic distribution.
  • Added ability to compute the CDF and inverse CDF for the Log Normal distribution.
  • Added ability to compute the CDF and inverse CDF for the Rayleigh distribution.
  • Added ability to compute the PMF, CDF and, inverse CDF for the Binomial distribution.
  • Added ability to compute the PMF, CDF and, inverse CDF for the Geometric distribution.
  • Added ability to compute the PMF, CDF and, inverse CDF for the Hypergeometric distribution.
  • Added ability to compute the PMF, CDF and, inverse CDF for the Negative Binomial distribution.
  • Added ability to compute the PMF, CDF and, inverse CDF for the Poisson distribution.
  • Added inverse error function.
  • Added inverse hyperbolic cosine.
  • Added inverse hyperbolic sine.
  • Added inverse hyperbolic tangent.
  • Changed inverse CDF for the Normal distribution to use the inverse error function routine.

December 21, 2005 - numerics4net 1.2 Released

numerics4net 1.2 was released. This release added discrete distributions to the list of functionality provided. In addition to discrete distributions, new continuous distributions, and special function functionality was added. The full list of features in this release is:

  • Added ability to compute the CDF and inverse CDF for the Laplace distribution.
  • Added ability to compute the CDF and inverse CDF for the Logistic distribution.
  • Added ability to compute the CDF and inverse CDF for the Log Normal distribution.
  • Added ability to compute the CDF and inverse CDF for the Rayleigh distribution.
  • Added ability to compute the PMF, CDF and, inverse CDF for the Binomial distribution.
  • Added ability to compute the PMF, CDF and, inverse CDF for the Geometric distribution.
  • Added ability to compute the PMF, CDF and, inverse CDF for the Hypergeometric distribution.
  • Added ability to compute the PMF, CDF and, inverse CDF for the Negative Binomial distribution.
  • Added ability to compute the PMF, CDF and, inverse CDF for the Poisson distribution.
  • Added inverse error function.
  • Added inverse hyperbolic cosine.
  • Added inverse hyperbolic sine.
  • Added inverse hyperbolic tangent.
  • Changed inverse CDF for the Normal distribution to use the inverse error function routine.

November 14, 2005 - numerics4j 1.2 Released

numerics4j 1.2 was released. This release added discrete distributions to the list of functionality provided. In addition to discrete distributions, new continuous distributions, and special function functionality was added. The full list of features in this release is:

  • Added ability to compute the CDF and inverse CDF for the Laplace distribution.
  • Added ability to compute the CDF and inverse CDF for the Logistic distribution.
  • Added ability to compute the CDF and inverse CDF for the Log Normal distribution.
  • Added ability to compute the CDF and inverse CDF for the Rayleigh distribution.
  • Added ability to compute the PMF, CDF and, inverse CDF for the Binomial distribution.
  • Added ability to compute the PMF, CDF and, inverse CDF for the Geometric distribution.
  • Added ability to compute the PMF, CDF and, inverse CDF for the Hypergeometric distribution.
  • Added ability to compute the PMF, CDF and, inverse CDF for the Negative Binomial distribution.
  • Added ability to compute the PMF, CDF and, inverse CDF for the Poisson distribution.
  • Added inverse error function.
  • Added inverse hyperbolic cosine.
  • Added inverse hyperbolic sine.
  • Added inverse hyperbolic tangent.
  • Changed inverse CDF for the Normal distribution to use the inverse error function routine.

August 30, 2005 - numerics4c++ 1.1 Released

numerics4c++ 1.1 was released. This release added numerical integration to the list of functionality provided. In addition to integration, new root finding, distribution, and special function functionality was added. The full list of features in this release is:

  • Added ability to compute the CDF and inverse CDF for the Cauchy distribution.
  • Added ability to compute the CDF and inverse CDF for the Uniform distribution.
  • Added ability to create and evaluate power series.
  • Added complementary error function.
  • Added numerical integration via Adaptive Quadrature.
  • Added numerical integration via Romberg Integration.
  • Added numerical integration via the extended Simpson's rule.
  • Added numerical integration via the extended trapezoidal rule.
  • Added root finding via Newton's method.
  • Added root finding via the false position method.
  • Added root finding via the secant method.
  • Improved error function evaluation at special values.