-- Hoogle documentation, generated by Haddock -- See Hoogle, http://www.haskell.org/hoogle/ -- | Collection of tools for numeric computations -- -- This library contain collection of various utilities for numerical -- computing. So far there're special mathematical functions, compensated -- summation algorithm, summation of series, root finding for real -- functions, polynomial summation and Chebyshev polynomials. @package math-functions @version 0.3.4.2 -- | Functions for approximate comparison of floating point numbers. -- -- Approximate floating point comparison, based on Bruce Dawson's -- "Comparing floating point numbers": -- http://www.cygnus-software.com/papers/comparingfloats/comparingfloats.htm module Numeric.MathFunctions.Comparison -- | Calculate relative error of two numbers: -- -- <math> -- -- It lies in [0,1) interval for numbers with same sign and (1,2] for -- numbers with different sign. If both arguments are zero or negative -- zero function returns 0. If at least one argument is transfinite it -- returns NaN relativeError :: Double -> Double -> Double -- | Check that relative error between two numbers a and -- b. If relativeError returns NaN it returns -- False. eqRelErr :: Double -> Double -> Double -> Bool -- | Add N ULPs (units of least precision) to Double number. addUlps :: Int -> Double -> Double -- | Measure distance between two Doubles in ULPs (units of least -- precision). Note that it's different from abs (ulpDelta a b) -- since it returns correct result even when ulpDelta overflows. ulpDistance :: Double -> Double -> Word64 -- | Measure signed distance between two Doubles in ULPs (units of -- least precision). Note that unlike ulpDistance it can overflow. -- --
--   >>> ulpDelta 1 (1 + m_epsilon)
--   1
--   
ulpDelta :: Double -> Double -> Int64 -- | Compare two Double values for approximate equality, using -- Dawson's method. -- -- The required accuracy is specified in ULPs (units of least precision). -- If the two numbers differ by the given number of ULPs or less, this -- function returns True. within :: Int -> Double -> Double -> Bool -- | Constant values common to much numeric code. module Numeric.MathFunctions.Constants -- | The smallest Double ε such that 1 + ε ≠ 1. m_epsilon :: Double -- |
--   sqrt m_epsilon
--   
m_sqrt_eps :: Double -- | Largest representable finite value. m_huge :: Double -- | The smallest representable positive normalized value. m_tiny :: Double -- | The largest Int x such that 2**(x-1) is -- approximately representable as a Double. m_max_exp :: Int -- | Positive infinity. m_pos_inf :: Double -- | Negative infinity. m_neg_inf :: Double -- | Not a number. m_NaN :: Double -- | Maximum possible finite value of log x m_max_log :: Double -- | Logarithm of smallest normalized double (m_tiny) m_min_log :: Double -- |
--   1 / sqrt 2
--   
m_1_sqrt_2 :: Double -- |
--   2 / sqrt pi
--   
m_2_sqrt_pi :: Double -- |
--   log(sqrt((2*pi))
--   
m_ln_sqrt_2_pi :: Double -- |
--   sqrt 2
--   
m_sqrt_2 :: Double -- |
--   sqrt (2 * pi)
--   
m_sqrt_2_pi :: Double -- | Euler–Mascheroni constant (γ = 0.57721...) m_eulerMascheroni :: Double -- | Function for evaluating polynomials using Horher's method. module Numeric.Polynomial -- | Evaluate polynomial using Horner's method. Coefficients starts from -- lowest. In pseudocode: -- --
--   evaluateOddPolynomial x [1,2,3] = 1 + 2*x + 3*x^2
--   
evaluatePolynomial :: (Vector v a, Num a) => a -> v a -> a -- | Evaluate polynomial with only even powers using Horner's method. -- Coefficients starts from lowest. In pseudocode: -- --
--   evaluateOddPolynomial x [1,2,3] = 1 + 2*x^2 + 3*x^4
--   
evaluateEvenPolynomial :: (Vector v a, Num a) => a -> v a -> a -- | Evaluate polynomial with only odd powers using Horner's method. -- Coefficients starts from lowest. In pseudocode: -- --
--   evaluateOddPolynomial x [1,2,3] = 1*x + 2*x^3 + 3*x^5
--   
evaluateOddPolynomial :: (Vector v a, Num a) => a -> v a -> a evaluatePolynomialL :: Num a => a -> [a] -> a evaluateEvenPolynomialL :: Num a => a -> [a] -> a evaluateOddPolynomialL :: Num a => a -> [a] -> a -- | Chebyshev polynomials. module Numeric.Polynomial.Chebyshev -- | Evaluate a Chebyshev polynomial of the first kind. Uses Clenshaw's -- algorithm. chebyshev :: Vector v Double => Double -> v Double -> Double -- | Evaluate a Chebyshev polynomial of the first kind. Uses Broucke's -- ECHEB algorithm, and his convention for coefficient handling. It treat -- 0th coefficient different so -- --
--   chebyshev x [a0,a1,a2...] == chebyshevBroucke [2*a0,a1,a2...]
--   
chebyshevBroucke :: Vector v Double => Double -> v Double -> Double -- | Haskell functions for finding the roots of real functions of real -- arguments. These algorithms are iterative so we provide both function -- returning root (or failure to find root) and list of iterations. module Numeric.RootFinding -- | The result of searching for a root of a mathematical function. data Root a -- | The function does not have opposite signs when evaluated at the lower -- and upper bounds of the search. NotBracketed :: Root a -- | The search failed to converge to within the given error tolerance -- after the given number of iterations. SearchFailed :: Root a -- | A root was successfully found. Root :: !a -> Root a -- | Returns either the result of a search for a root, or the default value -- if the search failed. fromRoot :: a -> Root a -> a -- | Error tolerance for finding root. It describes when root finding -- algorithm should stop trying to improve approximation. data Tolerance -- | Relative error tolerance. Given RelTol ε two values are -- considered approximately equal if <math> RelTol :: !Double -> Tolerance -- | Absolute error tolerance. Given AbsTol δ two values are -- considered approximately equal if <math>. Note that AbsTol -- 0 could be used to require to find approximation within machine -- precision. AbsTol :: !Double -> Tolerance -- | Check that two values are approximately equal. In addition to -- specification values are considered equal if they're within 1ulp of -- precision. No further improvement could be done anyway. withinTolerance :: Tolerance -> Double -> Double -> Bool -- | Type class for checking whether iteration converged already. class IterationStep a -- | Return Just root is current iteration converged within -- required error tolerance. Returns Nothing otherwise. matchRoot :: IterationStep a => Tolerance -> a -> Maybe (Root Double) -- | Find root in lazy list of iterations. findRoot :: IterationStep a => Int -> Tolerance -> [a] -> Root Double -- | Parameters for ridders root finding data RiddersParam RiddersParam :: !Int -> !Tolerance -> RiddersParam -- | Maximum number of iterations. Default = 100 [riddersMaxIter] :: RiddersParam -> !Int -- | Error tolerance for root approximation. Default is relative error 4·ε, -- where ε is machine precision. [riddersTol] :: RiddersParam -> !Tolerance -- | Use the method of Ridders[Ridders1979] to compute a root of a -- function. It doesn't require derivative and provide quadratic -- convergence (number of significant digits grows quadratically with -- number of iterations). -- -- The function must have opposite signs when evaluated at the lower and -- upper bounds of the search (i.e. the root must be bracketed). If -- there's more that one root in the bracket iteration will converge to -- some root in the bracket. ridders :: RiddersParam -> (Double, Double) -> (Double -> Double) -> Root Double -- | List of iterations for Ridders methods. See ridders for -- documentation of parameters riddersIterations :: (Double, Double) -> (Double -> Double) -> [RiddersStep] -- | Single Ridders step. It's a bracket of root data RiddersStep -- | Ridders step. Parameters are bracket for the root RiddersStep :: !Double -> !Double -> RiddersStep -- | Bisection step. It's fallback which is taken when Ridders update takes -- us out of bracket RiddersBisect :: !Double -> !Double -> RiddersStep -- | Root found RiddersRoot :: !Double -> RiddersStep -- | Root is not bracketed RiddersNoBracket :: RiddersStep -- | Parameters for ridders root finding data NewtonParam NewtonParam :: !Int -> !Tolerance -> NewtonParam -- | Maximum number of iterations. Default = 50 [newtonMaxIter] :: NewtonParam -> !Int -- | Error tolerance for root approximation. Default is relative error 4·ε, -- where ε is machine precision [newtonTol] :: NewtonParam -> !Tolerance -- | Solve equation using Newton-Raphson iterations. -- -- This method require both initial guess and bounds for root. If Newton -- step takes us out of bounds on root function reverts to bisection. newtonRaphson :: NewtonParam -> (Double, Double, Double) -> (Double -> (Double, Double)) -> Root Double -- | List of iteration for Newton-Raphson algorithm. See documentation for -- newtonRaphson for meaning of parameters. newtonRaphsonIterations :: (Double, Double, Double) -> (Double -> (Double, Double)) -> [NewtonStep] -- | Steps for Newton iterations data NewtonStep -- | Normal Newton-Raphson update. Parameters are: old guess, new guess NewtonStep :: !Double -> !Double -> NewtonStep -- | Bisection fallback when Newton-Raphson iteration doesn't work. -- Parameters are bracket on root NewtonBisection :: !Double -> !Double -> NewtonStep -- | Root is found NewtonRoot :: !Double -> NewtonStep -- | Root is not bracketed NewtonNoBracket :: NewtonStep instance GHC.Generics.Generic (Numeric.RootFinding.Root a) instance Data.Traversable.Traversable Numeric.RootFinding.Root instance Data.Foldable.Foldable Numeric.RootFinding.Root instance Data.Data.Data a => Data.Data.Data (Numeric.RootFinding.Root a) instance GHC.Show.Show a => GHC.Show.Show (Numeric.RootFinding.Root a) instance GHC.Read.Read a => GHC.Read.Read (Numeric.RootFinding.Root a) instance GHC.Classes.Eq a => GHC.Classes.Eq (Numeric.RootFinding.Root a) instance GHC.Generics.Generic Numeric.RootFinding.Tolerance instance Data.Data.Data Numeric.RootFinding.Tolerance instance GHC.Show.Show Numeric.RootFinding.Tolerance instance GHC.Read.Read Numeric.RootFinding.Tolerance instance GHC.Classes.Eq Numeric.RootFinding.Tolerance instance GHC.Generics.Generic Numeric.RootFinding.RiddersParam instance Data.Data.Data Numeric.RootFinding.RiddersParam instance GHC.Show.Show Numeric.RootFinding.RiddersParam instance GHC.Read.Read Numeric.RootFinding.RiddersParam instance GHC.Classes.Eq Numeric.RootFinding.RiddersParam instance GHC.Generics.Generic Numeric.RootFinding.RiddersStep instance Data.Data.Data Numeric.RootFinding.RiddersStep instance GHC.Show.Show Numeric.RootFinding.RiddersStep instance GHC.Read.Read Numeric.RootFinding.RiddersStep instance GHC.Classes.Eq Numeric.RootFinding.RiddersStep instance GHC.Generics.Generic Numeric.RootFinding.NewtonParam instance Data.Data.Data Numeric.RootFinding.NewtonParam instance GHC.Show.Show Numeric.RootFinding.NewtonParam instance GHC.Read.Read Numeric.RootFinding.NewtonParam instance GHC.Classes.Eq Numeric.RootFinding.NewtonParam instance GHC.Generics.Generic Numeric.RootFinding.NewtonStep instance Data.Data.Data Numeric.RootFinding.NewtonStep instance GHC.Show.Show Numeric.RootFinding.NewtonStep instance GHC.Read.Read Numeric.RootFinding.NewtonStep instance GHC.Classes.Eq Numeric.RootFinding.NewtonStep instance Control.DeepSeq.NFData Numeric.RootFinding.NewtonStep instance Numeric.RootFinding.IterationStep Numeric.RootFinding.NewtonStep instance Data.Default.Class.Default Numeric.RootFinding.NewtonParam instance Control.DeepSeq.NFData Numeric.RootFinding.RiddersStep instance Numeric.RootFinding.IterationStep Numeric.RootFinding.RiddersStep instance Data.Default.Class.Default Numeric.RootFinding.RiddersParam instance Control.DeepSeq.NFData a => Control.DeepSeq.NFData (Numeric.RootFinding.Root a) instance GHC.Base.Functor Numeric.RootFinding.Root instance GHC.Base.Applicative Numeric.RootFinding.Root instance GHC.Base.Monad Numeric.RootFinding.Root instance GHC.Base.MonadPlus Numeric.RootFinding.Root instance GHC.Base.Alternative Numeric.RootFinding.Root -- | Functions for working with infinite sequences. In particular summation -- of series and evaluation of continued fractions. module Numeric.Series -- | Infinite series. It's represented as opaque state and step function. data Sequence a Sequence :: s -> (s -> (a, s)) -> Sequence a -- | enumSequenceFrom x generate sequence: -- -- <math> enumSequenceFrom :: Num a => a -> Sequence a -- | enumSequenceFromStep x d generate sequence: -- -- <math> enumSequenceFromStep :: Num a => a -> a -> Sequence a -- | Analog of scanl for sequence. scanSequence :: (b -> a -> b) -> b -> Sequence a -> Sequence b -- | Calculate sum of series -- -- <math> -- -- Summation is stopped when -- -- <math> -- -- where ε is machine precision (m_epsilon) sumSeries :: Sequence Double -> Double -- | Calculate sum of series -- -- <math> -- -- Calculation is stopped when next value in series is less than ε·sum. sumPowerSeries :: Double -> Sequence Double -> Double -- | Convert series to infinite list sequenceToList :: Sequence a -> [a] -- | Evaluate continued fraction using modified Lentz algorithm. Sequence -- contain pairs (a[i],b[i]) which form following expression: -- -- <math> -- -- Modified Lentz algorithm is described in Numerical recipes 5.2 -- "Evaluation of Continued Fractions" evalContFractionB :: Sequence (Double, Double) -> Double instance GHC.Base.Functor Numeric.Series.Sequence instance GHC.Base.Applicative Numeric.Series.Sequence instance GHC.Num.Num a => GHC.Num.Num (Numeric.Series.Sequence a) instance GHC.Real.Fractional a => GHC.Real.Fractional (Numeric.Series.Sequence a) -- | Less common mathematical functions. module Numeric.SpecFunctions.Extra -- | Evaluate the deviance term x log(x/np) + np - x. bd0 :: Double -> Double -> Double -- | Calculate binomial coefficient using exact formula chooseExact :: Int -> Int -> Double -- | Quickly compute the natural logarithm of n -- choose k, with no checking. -- -- Less numerically stable: -- --
--   exp $ lg (n+1) - lg (k+1) - lg (n-k+1)
--     where lg = logGamma . fromIntegral
--   
logChooseFast :: Double -> Double -> Double -- | Compute the logarithm of the gamma function Γ(x). Uses -- Algorithm AS 245 by Macleod. -- -- Gives an accuracy of 10-12 significant decimal digits, except for -- small regions around x = 1 and x = 2, where the function -- goes to zero. For greater accuracy, use logGammaL. -- -- Returns ∞ if the input is outside of the range (0 < x ≤ -- 1e305). logGammaAS245 :: Double -> Double -- | Compute the log gamma correction factor for Stirling approximation for -- x ≥ 10. This correction factor is suitable for an alternate -- (but less numerically accurate) definition of logGamma: -- -- <math> logGammaCorrection :: Double -> Double -- | Special functions and factorials. module Numeric.SpecFunctions -- | Error function. -- -- <math> -- -- Function limits are: -- -- <math> erf :: Double -> Double -- | Complementary error function. -- -- <math> -- -- Function limits are: -- -- <math> erfc :: Double -> Double -- | Inverse of erf. invErf :: Double -> Double -- | Inverse of erfc. invErfc :: Double -> Double -- | Compute the logarithm of the gamma function, Γ(x). -- -- <math> -- -- This implementation uses Lanczos approximation. It gives 14 or more -- significant decimal digits, except around x = 1 and x = -- 2, where the function goes to zero. -- -- Returns ∞ if the input is outside of the range (0 < x ≤ -- 1e305). logGamma :: Double -> Double -- | Synonym for logGamma. Retained for compatibility -- | Deprecated: Use logGamma instead logGammaL :: Double -> Double -- | Compute the normalized lower incomplete gamma function -- γ(z,x). Normalization means that γ(z,∞)=1 -- -- <math> -- -- Uses Algorithm AS 239 by Shea. incompleteGamma :: Double -> Double -> Double -- | Inverse incomplete gamma function. It's approximately inverse of -- incompleteGamma for the same z. So following equality -- approximately holds: -- --
--   invIncompleteGamma z . incompleteGamma z ≈ id
--   
invIncompleteGamma :: Double -> Double -> Double -- | Compute ψ(x), the first logarithmic derivative of the gamma -- function. -- -- <math> -- -- Uses Algorithm AS 103 by Bernardo, based on Minka's C implementation. digamma :: Double -> Double -- | Compute the natural logarithm of the beta function. -- -- <math> logBeta :: Double -> Double -> Double -- | Regularized incomplete beta function. -- -- <math> -- -- Uses algorithm AS63 by Majumder and Bhattachrjee and quadrature -- approximation for large p and q. incompleteBeta :: Double -> Double -> Double -> Double -- | Regularized incomplete beta function. Same as incompleteBeta -- but also takes logarithm of beta function as parameter. incompleteBeta_ :: Double -> Double -> Double -> Double -> Double -- | Compute inverse of regularized incomplete beta function. Uses initial -- approximation from AS109, AS64 and Halley method to solve equation. invIncompleteBeta :: Double -> Double -> Double -> Double -- | Compute sinc function sin(x)/x sinc :: Double -> Double -- | log1p x computes log (1 + x), but -- provides more precise results for small (absolute) values of -- x if possible. log1p :: Floating a => a -> a -- | Compute log(1+x)-x: log1pmx :: Double -> Double -- | O(log n) Compute the logarithm in base 2 of the given value. log2 :: Int -> Int -- | expm1 x computes exp x - 1, but -- provides more precise results for small (absolute) values of -- x if possible. expm1 :: Floating a => a -> a -- | Compute the factorial function n!. Returns +∞ if the input is -- above 170 (above which the result cannot be represented by a 64-bit -- Double). factorial :: Int -> Double -- | Compute the natural logarithm of the factorial function. Gives 16 -- decimal digits of precision. logFactorial :: Integral a => a -> Double -- | Calculate the error term of the Stirling approximation. This is only -- defined for non-negative values. -- -- <math> stirlingError :: Double -> Double -- | Compute the binomial coefficient n `choose` -- k. For values of k > 50, this uses an approximation -- for performance reasons. The approximation is accurate to 12 decimal -- places in the worst case -- -- Example: -- --
--   7 `choose` 3 == 35
--   
choose :: Int -> Int -> Double -- | Compute logarithm of the binomial coefficient. logChoose :: Int -> Int -> Double -- | Functions for summing floating point numbers more accurately than the -- naive sum function and its counterparts in the vector -- package and elsewhere. -- -- When used with floating point numbers, in the worst case, the -- sum function accumulates numeric error at a rate proportional -- to the number of values being summed. The algorithms in this module -- implement different methods of /compensated summation/, which reduce -- the accumulation of numeric error so that it either grows much more -- slowly than the number of inputs (e.g. logarithmically), or remains -- constant. module Numeric.Sum -- | A class for summation of floating point numbers. class Summation s -- | The identity for summation. zero :: Summation s => s -- | Add a value to a sum. add :: Summation s => s -> Double -> s -- | Sum a collection of values. -- -- Example: foo = sum kbn [1,2,3] sum :: (Summation s, Foldable f) => (s -> Double) -> f Double -> Double -- | O(n) Sum a vector of values. sumVector :: (Vector v Double, Summation s) => (s -> Double) -> v Double -> Double -- | Kahan-Babuška-Neumaier summation. This is a little more -- computationally costly than plain Kahan summation, but is -- always at least as accurate. data KBNSum KBNSum :: {-# UNPACK #-} !Double -> {-# UNPACK #-} !Double -> KBNSum -- | Return the result of a Kahan-Babuška-Neumaier sum. kbn :: KBNSum -> Double -- | Second-order Kahan-Babuška summation. This is more computationally -- costly than Kahan-Babuška-Neumaier summation, running at about a third -- the speed. Its advantage is that it can lose less precision (in -- admittedly obscure cases). -- -- This method compensates for error in both the sum and the first-order -- compensation term, hence the use of "second order" in the name. data KB2Sum KB2Sum :: {-# UNPACK #-} !Double -> {-# UNPACK #-} !Double -> {-# UNPACK #-} !Double -> KB2Sum -- | Return the result of an order-2 Kahan-Babuška sum. kb2 :: KB2Sum -> Double -- | Kahan summation. This is the least accurate of the compensated -- summation methods. In practice, it only beats naive summation for -- inputs with large magnitude. Kahan summation can be less -- accurate than naive summation for small-magnitude inputs. -- -- This summation method is included for completeness. Its use is not -- recommended. In practice, KBNSum is both 30% faster and more -- accurate. data KahanSum KahanSum :: {-# UNPACK #-} !Double -> {-# UNPACK #-} !Double -> KahanSum -- | Return the result of a Kahan sum. kahan :: KahanSum -> Double -- | O(n) Sum a vector of values using pairwise summation. -- -- This approach is perhaps 10% faster than KBNSum, but has poorer -- bounds on its error growth. Instead of having roughly constant error -- regardless of the size of the input vector, in the worst case its -- accumulated error grows with O(log n). pairwiseSum :: Vector v Double => v Double -> Double instance Data.Data.Data Numeric.Sum.KahanSum instance GHC.Show.Show Numeric.Sum.KahanSum instance GHC.Classes.Eq Numeric.Sum.KahanSum instance Data.Data.Data Numeric.Sum.KBNSum instance GHC.Show.Show Numeric.Sum.KBNSum instance GHC.Classes.Eq Numeric.Sum.KBNSum instance Data.Data.Data Numeric.Sum.KB2Sum instance GHC.Show.Show Numeric.Sum.KB2Sum instance GHC.Classes.Eq Numeric.Sum.KB2Sum instance Data.Vector.Unboxed.Base.Unbox Numeric.Sum.KB2Sum instance Data.Vector.Generic.Mutable.Base.MVector Data.Vector.Unboxed.Base.MVector Numeric.Sum.KB2Sum instance Data.Vector.Generic.Base.Vector Data.Vector.Unboxed.Base.Vector Numeric.Sum.KB2Sum instance Numeric.Sum.Summation Numeric.Sum.KB2Sum instance Control.DeepSeq.NFData Numeric.Sum.KB2Sum instance GHC.Base.Monoid Numeric.Sum.KB2Sum instance GHC.Base.Semigroup Numeric.Sum.KB2Sum instance Data.Vector.Unboxed.Base.Unbox Numeric.Sum.KBNSum instance Data.Vector.Generic.Mutable.Base.MVector Data.Vector.Unboxed.Base.MVector Numeric.Sum.KBNSum instance Data.Vector.Generic.Base.Vector Data.Vector.Unboxed.Base.Vector Numeric.Sum.KBNSum instance Numeric.Sum.Summation Numeric.Sum.KBNSum instance Control.DeepSeq.NFData Numeric.Sum.KBNSum instance GHC.Base.Monoid Numeric.Sum.KBNSum instance GHC.Base.Semigroup Numeric.Sum.KBNSum instance Data.Vector.Unboxed.Base.Unbox Numeric.Sum.KahanSum instance Data.Vector.Generic.Mutable.Base.MVector Data.Vector.Unboxed.Base.MVector Numeric.Sum.KahanSum instance Data.Vector.Generic.Base.Vector Data.Vector.Unboxed.Base.Vector Numeric.Sum.KahanSum instance Numeric.Sum.Summation Numeric.Sum.KahanSum instance Control.DeepSeq.NFData Numeric.Sum.KahanSum instance GHC.Base.Monoid Numeric.Sum.KahanSum instance GHC.Base.Semigroup Numeric.Sum.KahanSum instance Numeric.Sum.Summation GHC.Types.Double