F# for Numerics

All the numerical methods you will ever need in a single beautifully-integrated F# library with an elegant functional interface:

  • Easy to use!
  • Spectral methods including the Fast Fourier Transform (FFT).
  • Interpolation, curve fitting and regression.
  • Local and global function minimization and maximization.
  • Mean, median, mode, variance, standard deviation, Shannon entropy and other statistical quantities.
  • Matrix factorizations including eigenvalues and eigenvectors.
  • Numerical integration and differentiation.

This library leverages the awesome power of Microsoft's F# programming language for technical computing, allowing you to solve your problems quickly and easily.

Beta release scheme

For a limited time only, join our beta release scheme for only £49, get access to development releases of this software, impact its evolution and get a free upgrade to the single-user version 1.0 worth £99!

Only £49

Free registration

If you have any comments or suggestions about our F# for Numerics library or would just like to know about updates, please register your interest.

Special Offers

Subscribe to our beta release schemes for F# for Visualization and F# for Numerics at the same time and get 20% off!

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For a limited time only, buy the F# for Numerics and F# for Visualization libraries and a one year subscription to the F#.NET Journal and get 25% off!

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Full feature list

When complete, this library will implement the following functionality:

General features

  • Automatic parallelization to exploit multicore systems.
  • Custom run-time compilation for the best possible performance on any given problem.
  • Seamless integration with the F# for Visualization library

Functional methods

  • Special functions.
  • Interpolation and extrapolation.
  • Random number generation over many distributions.
  • Numerical integration of one- and multi-dimensional functions.
  • Root finding.
  • Local function minimization or maximization either with or without derivatives.
  • Global function minimization or maximization using Monte-Carlo methods.

Spectral methods

  • Fast Fourier transforms.
  • Easy-to-use frequency interpretations.
  • Convolutions.
  • Newland transform.
  • Short-time and Windowed Fourier transforms.
  • Discrete and continuous wavelet transforms.

Vectors, matrices and linear algebra

  • Determinant.
  • Matrix inversion.
  • Eigenvalues and eigenvectors.
  • Cholesky decomposition.
  • QR decomposition.
  • LU decomposition.
  • Singular value decomposition.

Statistics

  • Mean, median and modal averages.
  • Variance and standard deviation.
  • Skew and Kurtosis.
  • Entropies.
  • Curve fitting and regression.

Current features

The beta release already provides many useful numerical methods:

  • Linear, cubic spline and Lagrange polynomial function interpolation.
  • Physical constants
  • 1D and 2D Fast Fourier transforms: O(n log n) for any n.
  • Mersenne Twister random number generator.
  • Random number generation over six numeric types and over the Normal (Gaussian) distribution.
  • Special functions: sinc, Gamma (both real and complex), error, Gaussian, probit, kronecker and heaviside functions.
  • Numerical derivative of one-dimensional functions, gradient of multidimensional functions.
  • Local function minimization: gradient descent.
  • Cholesky decomposition of single- and double-precision real matrices.
  • Linear solving using LU decomposition with partial pivoting of single- and double-precision real, double-precision complex and arbitrary-precision rational matrices.
  • Inverse of single- and double-precision real, double-precision complex and arbitrary-precision rational matrices.
  • Determinant of single- and double-precision real, double-precision complex and arbitrary-precision rational matrices.
  • Arbitrary-precision Hilbert matrix generator.
  • Numerically stable mean, median, mode, variance and standard deviation.
  • Shannon entropy.

On-line documentation

The HTML documentation for the current beta release of F# for Numerics is now available on-line here.

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