C# Class SharpMath.Functions

A bunch of utility functions stolen from http://www.johndcook.com

Afficher le fichier Open project: Patapom/GodComplex

Méthodes publiques

Méthode	Description
Gamma ( double x ) : double	The gamma function Note that the functions Gamma and LogGamma are mutually dependent.
LogFactorial ( int n ) : double
LogGamma ( double x ) : double	The log-gamma function Note that the functions Gamma and LogGamma are mutually dependent.
LogOnePlusX ( double x ) : double	Compute log(1+x) without losing precision for small values of x
NormalCDFInverse ( double p ) : double	Phi-inverse
Phi ( double x ) : double	Related to the error function
RationalApproximation ( double t ) : double
SolveCubic ( double a, double b, double c, double d ) : double[]
SolveLinear ( double a, double b ) : double[]
SolvePolynomial ( double a, double b, double c, double d, double e ) : double[]
SolveQuadratic ( double a, double b, double c ) : double[]
SolveQuartic ( double a, double b, double c, double d, double e ) : double[]
beta ( double m, double n ) : double	The beta function
erf ( double x ) : double	Error Function Implementation from formula 7.1.26 from "1964 Abramowitz, Stegun - Handbook of Mathematical Functions"
erfinv ( double x ) : double	Inverse error function from "Mike Giles - Approximating the erfinv function" (http://people.maths.ox.ac.uk/gilesm/files/gems_erfinv.pdf)
gamma ( double x ) : double	The gamma function to compute real value factorials https://en.wikipedia.org/wiki/Gamma_function

Private Methods

Méthode	Description
abgamma ( double x ) : double
expm1 ( double x ) : double	Computes exp(x)-1 without losing precision for small values of x

Method Details

Gamma() public static méthode

The gamma function

Note that the functions Gamma and LogGamma are mutually dependent.

public static Gamma ( double x ) : double
x	double	We require x > 0
Résultat	double

LogFactorial() public static méthode

public static LogFactorial ( int n ) : double
n	int
Résultat	double

LogGamma() public static méthode

The log-gamma function

Note that the functions Gamma and LogGamma are mutually dependent.

public static LogGamma ( double x ) : double
x	double	We require x > 0
Résultat	double

LogOnePlusX() public static méthode

Compute log(1+x) without losing precision for small values of x

public static LogOnePlusX ( double x ) : double
x	double
Résultat	double

NormalCDFInverse() public static méthode

Phi-inverse

public static NormalCDFInverse ( double p ) : double
p	double
Résultat	double

Phi() public static méthode

Related to the error function

public static Phi ( double x ) : double
x	double
Résultat	double

RationalApproximation() public static méthode

public static RationalApproximation ( double t ) : double
t	double
Résultat	double

SolveCubic() public static méthode

public static SolveCubic ( double a, double b, double c, double d ) : double[]
a	double
b	double
c	double
d	double
Résultat	double[]

SolveLinear() public static méthode

public static SolveLinear ( double a, double b ) : double[]
a	double
b	double
Résultat	double[]

SolvePolynomial() public static méthode

public static SolvePolynomial ( double a, double b, double c, double d, double e ) : double[]
a	double
b	double
c	double
d	double
e	double
Résultat	double[]

SolveQuadratic() public static méthode

public static SolveQuadratic ( double a, double b, double c ) : double[]
a	double
b	double
c	double
Résultat	double[]

SolveQuartic() public static méthode

public static SolveQuartic ( double a, double b, double c, double d, double e ) : double[]
a	double
b	double
c	double
d	double
e	double
Résultat	double[]

beta() public static méthode

The beta function

public static beta ( double m, double n ) : double
m	double
n	double
Résultat	double

erf() public static méthode

Error Function Implementation from formula 7.1.26 from "1964 Abramowitz, Stegun - Handbook of Mathematical Functions"

public static erf ( double x ) : double
x	double
Résultat	double

erfinv() public static méthode

Inverse error function from "Mike Giles - Approximating the erfinv function" (http://people.maths.ox.ac.uk/gilesm/files/gems_erfinv.pdf)

public static erfinv ( double x ) : double
x	double
Résultat	double

gamma() public static méthode

The gamma function to compute real value factorials https://en.wikipedia.org/wiki/Gamma_function

public static gamma ( double x ) : double
x	double
Résultat	double