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Algorithms.md

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Algorithms

The list of algorithms currently implemented is as follows. List was last updated at 20/05/2021.

Module Functions/Subroutines/Types Description See Also
Assert
assertEquals Asserts that two real numbers are equal.
assertEqualsWith Asserts that two real numbers up to n decimals.
Commons
erfun Approximation to Error function. https://www.wikiwand.com/en/Error_function
erfunInv Approximation to Inverse Error function. https://www.wikiwand.com/en/Error_function
ccdf Approximation to standard normal distribution. Abramowitz and Stegun, Formula 26.2.23
roundNearN Round a real number to nearest up to n digits.
Constants Frequently used math constants.
Distributions rbeta, rbinom, rcauchy,
rexp, rf, rgamma, rgeom,
rlognormal, rnorm, rpois,
rt, runif
Random number generation for statistical distributions. 1. Devroye's book: Chapter 9 & 10

http://luc.devroye.org/chapter_nine.pdf, http://luc.devroye.org/chapter_ten.pdf

2. Kneusel's Random Numbers and Computers book.
IO
printMatrix Subroutine for print two-dim. arrays to console.
writeCsv Subroutine for print two-dim. arrays to comma-seperated file.
Linear Algebra
cholesky Cholesky decomposition.
cofactor Cofactor matrix.
determinant Determinant of a matrix.
gauss Gaussian elimination for solving system of linear equations.
gramschmidt QR Decomposition with Gram-Schmidt method.
inverse Inverse of a matrix.
ludcmp LU decomposition.
minorMatrix Minor matrix.
transpose Transpose of a matrix.
Plots plot2d XY line plot with gnuplot. Install gnuplot.
Random lcg Linear congruential generator for pseudo-random number generation.
RootFinding
secantMethod 1D root finding.
broydenMethod N-dim. root finding [NOT IMPLEMENTED YET].
Testing Tests Minimal unit testing type.