Differentiation

diff( f, x ) — numerical derivative of a real or complex function at x

diff( f, x, n )nth-order numerical derivative of a real or complex function at x

D( f, x ) — numerical derivative of a real or complex function at x

D( f, x, n )nth-order numerical derivative of a real or complex function at x

taylorSeries( f, x0 ) — numerical Taylor series of five terms of a real or complex function around x0 returned as a function

taylorSeries( f, x0, terms ) — numerical Taylor series of an arbitrary number of terms of a real or complex function around x0 returned as a function

gradient( f, point ) — numerical gradient of a real or complex function of multiple variables at the correspondingly dimensioned point

findExtremum( f, point ) — numerical minimum of a real function of multiple variables by gradient descent at the correspondingly dimensioned point

findExtremum( f, point, { findMaximum: true } ) — numerical maximum of a real function of multiple variables by gradient ascent at the correspondingly dimensioned point


Integration

integrate( f, [a,b] ) — numerical integral of a real or complex function on the interval [a,b] by an adaptive Simpson algorithm

integrate( f, [a,b], options ) — numerical integral of a real or complex function on the interval [a,b]; options include

methodone of 'euler-maclaurin', 'romberg', 'adaptive-simpson', 'tanh-sinh' or 'gaussian'; default 'adaptive-simpson'
tolerancedefault 10−10
avoidEndpointsset to true to displace endpoints by tolerance

discreteIntegral( values, step ) — numerical integral over discrete real values separated by step using Euler-Maclaurin summation

summation( f, [a,b] ) — discrete summation of real or complex function values from a to b inclusive in integer steps


Interpolation

polynomial( x, coefficients ) — value of polynomial with real or complex coefficients at x by Horner’s rule with the coefficient of the highest power first

polynomial( x, coefficients, true ) — value of polynomial with real or complex coefficients and its derivative at x by Horner’s rule returned as { polynomial: value, derivative: value }

partialBell( n, k, arguments ) — partial Bell polynomial with integer indices n and k and an array of length nk+1 of real arguments

findRoot( f, [a,b] ) — numerical root of a real function on the interval [a,b] by bisection

findRoot( f, a ) — numerical root of a real or complex function starting from a by Newton’s method

findRoot( functions, point ) — simultaneous numerical root of an array of real functions starting from the correspondingly dimensioned point by Newton’s method

spline( points ) — interpolating cubic spline over the array of two-dimensional points returned as a function

spline( points, value ) — interpolating cubic spline over the array of two-dimensional points with a value of 'function', 'derivative' or 'integral' returned as a function


Differential Equations

ode( f, y0, [x0,x1] ) — numerical solution of the real or complex system dy/dx = f(x,y), y(x0) = y0 on the specified interval.

ode( f, y0, [x0,x1], step, method ) — numerical solution of the real or complex system dy/dx = f(x,y), y(x0) = y0 on the specified interval with specified step size and a method of 'euler' or 'runge-kutta'.

For higher-order systems, the function and initial conditions should be vectorized, i.e. the function should return an array of values the same length as the intial conditions array. The solution is returned as an array of arrays of data points, with the independent variable as the first item in each data point array.


Transformation

fourierSinCoefficient( f, n ) — Fourier sine coefficient of index n of a continuous real function on the interval [0,2π]

fourierSinCoefficient( f, n, period ) — Fourier sine coefficient of index n of a continuous real function on the interval [0,period]

fourierSinCoefficient( points, n ) — Fourier sine coefficient of index n of an array of discrete two-dimensional points

fourierCosCoefficient( f, n ) — Fourier cosine coefficient of index n of a continuous real function on the interval [0,2π]

fourierCosCoefficient( f, n, period ) — Fourier cosine coefficient of index n of a continuous real function on the interval [0,period]

fourierCosCoefficient( points, n ) — Fourier cosine coefficient of index n of an array of discrete two-dimensional points