jULIANT: Mathematics

Mathematical and numerical tools. More...

Modules
	Random Number Distributions
	Module contains the classes implementing random variable distribution.

	Interpolation methods
	Interpolation techniques.

	Numerical Algorithms
	Numerical algorithms: root-finders, minimizers, integral calculators etc.

	Regression
	Regression methods.

	Pseudo-Random Numbers
	Implementations of random number generators.

	Statistics
	Set of statistical tools.

	Stochastic Processes
	Classes implementing stochastic processes.

Enumerations
enum	julian::NumDiffScheme { julian::NumDiffScheme::CNTR, julian::NumDiffScheme::FWD, julian::NumDiffScheme::BWD }
	collection of enumerations, simple classes and small functions used in mathematical computations More...

Detailed Description

Mathematical and numerical tools.

Module contains the numerical and mathematical tools such as:

interpolations
numerical algorithm (adapters to GNU Scientific Library functions)
statistic calculators
probability distribution
regressions
stochastic processes
random number generators

Enumeration Type Documentation

enum julian::NumDiffScheme

strong

collection of enumerations, simple classes and small functions used in mathematical computations

Enumeration list types defining the computation of numerical derivatives by finite differencing

Enumerator

CNTR

Central differencing:

first order $\frac{df}{dx}(x) = \frac{f(x+h)-f(x-h)}{2h}$
second order $\frac{d^2f}{dx^2}(x) = \frac{f(x+h)-2f(x) + f(x-h)}{h^2}$

FWD

Forward differencing:

first order $\frac{df}{dx}(x) = \frac{f(x+h)-f(x)}{h}$
second order $\frac{d^2f}{dx^2}(x) = \frac{f(x+2h)-2f(x+h)+f(x)}{h^2}$

BWD

Backward differencing:

first order $\frac{df}{dx}(x) = \frac{f(x)-f(x-h)}{h}$
second order $\frac{df}{dx}(x) = \frac{f(x)-2f(x-h) + f(x-2h)}{h^2}$