/NumericalAnalysis

Numerical Analysis library and function

Primary LanguageRustMIT LicenseMIT

Numerical Analysis Function and Method

This repo contains numerical analysis function implements by Rust and C#.

Polynomial

  1. Polynomial Value Evaluates Evaluates a polynomial function with given coefficients and input values. The polynomial is evaluated using the following formula: y = c[0] + (x - b[0]) * (c[1] + (x - b[1]) * (c[2] + ...))

    where c is the coefficients, b is the bias and x in the input values. x can be an array contains as many as values.

    PloyEval implements both in C# and Rust in platform X86_64and aarch64. If platform supports SIMD (in aarch64is neonand x86_64is sse2or avx2or avx512) then using SIMD when numbers of x is larger than 8.

Equation Solving Function

  1. Bisect Using the bisection method to find the root of a function within a given interval.
  2. Newton method Using the Newton's method for finding the root of a function or improved Newton's method for finding m order multiple root.
  3. fpi Using fixed-point iteration to find the root of a function.

Vector

Matrix