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pracma (version 1.1.0)

Practical Numerical Math Functions

Description

Implementations of functions in numerical analysis as R scripts, with a special view on on optimization and time series routines. Uses Matlab/Octave function names where appropriate to simplify porting.

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Version

Install

install.packages('pracma')

Monthly Downloads

88,346

Version

1.1.0

License

GPL (>= 3)

Maintainer

HwB

Last Published

June 6th, 2012

Functions in pracma (1.1.0)

aitken

Aitken' Method
bvp

Solve Boundary Value Problem
agm

Arithmetic-geometric Mean
chebPoly

Chebyshev Polynomials
deg2rad

Degrees to Radians
deval

Evaluate ODE Solution
fsolve

Solve System of Nonlinear Equations
fornberg

Finite Difference Approximation (Fornberg's Method)
givens

Givens Rotation
interp2

Two-dimensional Data Interpolation
gammaz

Complex Gamma Function
lebesgue

Lebesgue Constant
lambertWp

Lambert's W Function
modpower

Power Function modulo m
kmeanspp

K-means++ Clustering
mode

Mode function (Matlab style)
newtonRaphson

Rootfinding through Newton-Raphson or Secant.
numderiv

Richardson's Numerical Derivative
pade

Pade Approximation
mrank

Matrix Rank
muller

Muller's Method
polyfit

Fitting by Polynomial
polymul

Multiplying Polynomials
rkf54

Runge-Kutta-Fehlberg
trigApprox

Trigonometric Approximation
toeplitz

Toeplitz Matrix
chebApprox

Chebyshev Approximation
brentDekker

Brent-Dekker Root Finding Method
circlefit

Fitting a Circle
clenshaw_curtis

Clenshaw-Curtis Quadrature Formula
complexstep

Complex Step Derivation
cutpoints

Find Cutting Points
figure

Control Plot Devices (Matlab Style)
gaussLegendre

Gauss-Legendre Quadrature Formula
horner

Horner's Rule
hessian

Hessian Matrix
householder

Householder Reflections
humps

Matlab Test Functions
gaussLaguerre

Gauss-Laguerre Quadrature Formula
isempty

isempty Property
invlap

Inverse Laplacian
hypot

Hypotenuse Function
movavg

Moving Average Filters
ndims

Number of Dimensions
nullspace

Kernel or Nullspace
polyint

Anti-derivative of Polynomial
pow2

Base 2 Power
polyadd

Adding Polynomials
primroot

Primitive Root
quadinf

Infinite Integrals
repmat

Replicate Matrix
sigma

Divisor Functions
strjust

Justify character vector
GCD, LCM

GCD and LCM Integer Functions
angle

Basic Complex Functions
blanks

String of Blank Carakters
dot

Scalar Product
cross

Vector Cross Product
eta

Dirichlet Eta Function
erf

Error Functions and Inverses (Matlab Style)
eig

Eigenvalue Function (Matlab Style)
factorize

Prime Factors
interp1

One-dimensional Interpolation
linspace

Linearly Spaced Sequences
invperm

Inverse Permutation
mdiag

Matrix Diagonal
modlin

Modular Linear Equation Solver
ode23

Runge-Kutta
numel

Number of Elements
mldivide

Matlab backslash operator
pltcross

Plotting Crosses
polyarea

Area of a Polygon
polypow

Polynomial Powers
polyval

Evaluating a Polynomial
reshape

Reshape Matrix
regexp

Match regular expression
strcmp

String Comparison
barylag

Barycentric Lagrange Interpolation
fibsearch

Fibonacci Search
blkdiag

Block Diagonal Matrix
findzeros

Find All Roots
mtrace

Matrix trace
hampel

Hampel Filter
golden_ratio

Golden Ratio Search
pascal

Pascal Triangle
pchip

Hermitean Interpolation Polynomials
modinv

Modular Inverse
polyder

Derivative of Polynomial
quad

Adaptive Simpson Quadrature
rosser

Rosser Matrix
broyden

Broyden's Method
brown72

Brownian Motion
charpoly

Characteristic Polynomial
combs

Generate Combinations
deeve

Event Detection in ODE solution
deconv

Deconvolution
droplet_e

Droplet for e
cranknic

Crank-Nicolson Method
findmins

Find All Minima
gauss_kronrod

Gauss-Kronrod Quadrature
ifft

Inverse Fast Fourier Transformation
kron

Kronecker product (Matlab Style)
jacobian

Jacobian Matrix
lsqnonlin

Nonlinear Least-Squares Fitting
normest

Estimated Matrix Norm
nthroot

Real nth Root
nextpow2

Next Power of 2
quad2d

2-d Gaussian Quadrature
pracma-package

Practical Numerical Math Routines
quiver

Quiver or Velocity Plot
ridders

Ridders' Method
runge

Runge Function
rot90

Matrix Rotation
rortho

Generate Random Orthogogonal Matrix
sigmoid

Sigmoid Function
randperm

Random Permutation
strfind

Find Substrings
triquad

Gaussian Triangle Quadrature
zeta

Riemann Zeta Function
std_err

Standard Error
barylag2d

2-D Barycentric Lagrange Interpolation
chebCoeff

Chebyshev Polynomials
clear

Clear function (Matlab style)
dblquad

Double Integration
errorbar

Plot Error Bars
eulersPhi

Eulers's Phi Function
Fresnel Integrals

Fresnel Integrals
findintervals

Find Interval Indices
gaussHermite

Gauss-Hermite Quadrature Formula
gramSchmidt

Gram-Schmidt
hausdorff_dist

Hausdorff Distance
hankel

Hankel Matrix
isprime

isprime Property
laplacian

Laplacian Operator
hilb

Hilbert Matrix
nnz

Nonzero Elements
newtonInterp

Lagrange and Newtons Interpolation
primes

Prime Numbers
rand

Create Random Matrices
moebiusFun

Moebius Function
pinv

Pseudoinverse or Generalized Inverse
randcomb

Random Combination
quadgr

Gaussian Quadrature with Richardson Extrapolation
quadgk

Adaptive Gauss-Kronrod Quadrature
rk4, rk4sys

Classical Runge-Kutta
savgol

Savitzky-Golay Smoothing
trapz

Trapezoidal Integration
wilkinson

Wilkinson Matrix
vnorm

Vector Norm
and, or

Logical AND, OR (Matlab Style)
andrewsplot

Andrews' Curves
ceil

Integer Functions (Matlab Style)
cond

Matrix Condition
conv

Polynomial Convolution
cubicspline

Interpolating Cubic Spline
eye

Some Basic Matrices
fminbnd

Minimum Finding
grad

Numerical Gradient
hadamard

Hadamard Matrix
hurst

Hurst Exponent
meshgrid

Generate a Mesh Grid
magic

Magic Square
nchoosek

Binomial Coefficients
newtonsys

Newton Method for Nonlinear Systems
newtonHorner

Newton's Root Finding Method for Polynomials.
peaks

Peaks Function (Matlab Style)
plotyy

Plotting Two y-Axes
segm_intersect

Segment Intersection
strrep

Find and replace substring
strtrim

Remove leading and trailing white space.
bisect

Rootfinding Through Bisection
crossn

n-dimensional Vector Cross Product
cart2sph

Coordinate Transformations
direct1d

Univariate Global Optimization
fact

Factorial Function
distmat

Distance Matrix
fderiv

Numerical Differentiation
fminsearch

Minimum Finding
fzero

Root Finding
logspace

Log-linearly Spaced Sequences
omega

Number of Prime Factors
newmark

Newmark Method
neville

Neville's Method
poly2str

Print Polynomial
polar

Polar Coordinate Plot (Matlab Style)
rationalfit

Rational Function Approximation
polyApprox

Polynomial Approximation
romberg

Romberg Integration
simpson2d

Double Simpson Integration
whittaker

Whittaker Smoothing
strcat

String Concatenation
titanium

Titanium Test Data
taylor

Taylor Series Approximation
abm3pc

Adams-Bashford-Moulton
accumarray

Accumulate Vector Elements
beep

Beep function (Matlab style)
compan

Companion Matrix
cotes

Newton-Cotes Formulas
coprime

Coprimality
contfrac

Continous Fractions
ApEn

Approximate Entropy
detrend

Remove Linear Trends
einsteinF

Einstein Functions
expm

Matrix Exponential
gaussNewton

Gauss-Newton Function Minimization
gradient

Discrete Gradient (Matlab Style)
inpolygon

Polygon Region
fnorm

Function Norm
fplot

Plot Multivariate Function
inv

Matrix Inverse (Matlab Style)
ezplot

Easy Function Plot
find

Find function (Matlab Style)
laguerre

Laguerre's Method
extGCD

Extended Euclidean Algorithm
findpeaks

Find Peaks
flipdim

Matrix Flipping (Matlab Style)
qrSolve

LSE Solution
size

Size of Matrix
sqrtm,rootm

Matrix Square and p-th Roots
fzsolve

Complex Root Finding
mod, rem

Integer Division
piecewise

Piecewise Linear Function
orth

Range Space
perms

Generate Permutations
poly

Define Polynomial by Roots
polytrans

Polynomial Transformation
ppfit

Piecewise Polynomial Fit
regexprep

Replace string using regular expression
ppval

Piecewise Polynomial Structures
ratinterp

Rational Interpolation
refindall

Find overlapping regular expression matches.
rat

Continuous Fractions (Matlab Style)
quadl

Adaptive Lobatto Quadrature
rref

Reduced Row Echelon Form
roots

Polynomial Roots
segm_distance

Segment Distance
sorting

Sorting Routines
tictoc

MATLAB timer functions
subspace

Angle between two subspaces
softline

Soft (Inexact) Line Search
vectorfield

Vector Field Plotting
vander

Vandermonde matrix
rmserr

Accuracy Measures
tri

Triangular Matrices (Matlab Style)
simpadpt

Adaptive Simpson Quadrature
std

Standard Deviation (Matlab Style)
trigPoly

Trigonometric Polynomial
spinterp

Monotone (Shape-Preserving) Interpolation