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[Note: This is work in progress] The code has been mostly written for instructive value and will fail any boundary condition with high probability. Numerical coverage is based on the following books: - Numerical Methods, Algorithms and Tools in C# by Passos - Numerical Recipes: The Art of Scientific Computing by Press, Teukolsky, Vetterling and Flannery Other books skimmed for algorithms and programming techniques: - Real-World Functional Programming by Petricek and Skeet - F# for Scientists by Harrop - Introduction to Probability Models by Ross - The Analysis of Time Series: An Introduction by Chatfield - 3D Game Programming with DirectX: Shader Approach by [NAME] Functions: Vectors: - Euclidean dot product - Euclidean normal - Normalization - Cross product Matrices: - Vector decomposition - Determinant - Inverse Complex Numbers: - Common operations - Polar conversion Sorting: - Bubble - Quick - Insertion - Merge Search: - Linear - Binary Bits and Bytes: - Number base conversion Interpolation: - Linear - Bilinear - Lagrange - Barycentric - Newton's Divided Difference - Natural Spline - Clamped Spline Linear Equations: - Gauss Jordan Nonlinear Equations: - Linear increment - Bisection - Secant - False positioning - Fixed point - Newton-Raphson Statistics - Arithmetic mean - Geometric mean - Harmonic mean - Truncated mean - Root mean square - Range - Midrange - Mean deviation - Median deviation of mean - Median deviation of median - Central moment - Variance - Standard Deviation - Skewness - Kurtosis - Covariance - Correlation - Percentile - Percentile Rank
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Various numerical algorithms
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