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pracma (version 0.5-3)

pracma-package: Practical Numerical Math Routines

Description

This package provides R implementations of more advanced math functions from Matlab and Octave (and the Euler Math Toolbox) with a special view on optimization and time series routines.

Some of these realizations are the result of courses on Scientific Computing (``Wissenschaftliches Rechnen'') and are mostly intended to demonstrate how to implement certain algorithms in R/S.

Arguments

Details

Several implementations of root finding routines and numerical sorting are provided as examples.

References

Abramowitz, M., and I. A. Stegun (1972). Handbook of Mathematical Functions (with Formulas, Graphs, and Mathematical Tables). Dover, New York. http://www.nr.com/aands/.

Arndt, J. (2010). Matters Computational: Ideas, Algorithms, Source Code. Springer-Verlag, Berlin Heidelberg Dordrecht. FXT: a library of algorithms: http://www.jjj.de/fxt/.

Cormen, Th. H., Ch. E. Leiserson, and R. L. Rivest (2009). Introduction to Algorithms. Third Edition, The MIT Press, Cambridge, MA.

Gentle, J. E. (2009). Computational Statistics. Springer Science+Business Media LCC, New York.

Hazewinkel, M., Editor (2002). Encyclopaedia of Mathematics. Springer-Verlag, Berlin Heidelberg New York. http://eom.springer.de/.

MathWorld.com (2011). Matlab Central: http://www.mathworks.com/matlabcentral/. Mathtools.net: http://www.mathtools.net/.

NIST: National Institute of Standards and Technology. Olver, F. W. J., et al. (2010). NIST Handbook of Mathematical Functions. Cambridge University Press. Internet: NIST Digital Library of Mathematical Functions, http://dlmf.nist.gov/; Dictionary of Algorithms and Data Structures, http://xlinux.nist.gov/dads/; Guide to Available Mathematical Software, http://gams.nist.gov/

Press, W. H., S. A. Teukolsky, W. T Vetterling, and B. P. Flannery (2007). Numerical Recipes: The Art of Numerical Computing. Third Edition, incl. Numerical Recipes Software, Cambridge University Press, New York. http://www.nrbook.com/a/bookcpdf.php [chapters], or http://apps.nrbook.com/c/index.html [pages].

Quarteroni, A., and F. Saleri (2006). Scientific Computing with Matlab and Octave. Second Edition, Springer-Verlag, Berlin Heidelberg.

Quarteroni, A., R. Sacco, and F. Saleri (2007). Numerical Mathematics. Second Edition, Springer-Verlag, Berlin Heidelberg.

Skiena, St. S. (2008). The Algorithm Design Manual. Second Edition, Springer-Verlag, London. The Stony Brook Algorithm Repository: http://www.cs.sunysb.edu/~algorith/.

Stoer, J., and R. Bulirsch (2002). Introduction to Numerical Analysis. Third Edition, Springer-Verlag, New York.

Strang, G. (2007). Computational Science and Engineering. Wellesley-Cambridge Press. Matlab Codes: http://www-math.mit.edu/cse/

Weisstein, E. W. (2003). CRC Concise Encyclopedia of Mathematics. Second Edition, Chapman & Hall/CRC Press. Wolfram MathWorld: http://mathworld.wolfram.com/.

See Also

The R package `matlab' contains some of the basic routines from Matlab, but unfortunately not any of the higher math routines.

Examples

Run this code
tail(primes(1e7))  # the last 5 prime numbers below 10,000,000 .

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