Meta.Numerics.Analysis Namespace

Contains types used to solve, maximize, integrate, and otherwise perform analysis on user-supplied functions.

Remarks

This namespace contains types for the numerical analysis of user-supplied functions. Examples of such analysis include:

  • evaluating a definite integral
  • solving transcendental equations (i.e. finding roots)
  • finding an optimum (minimum or maximum)
  • solving a differential equation

The central types in the namespace are the static classes FunctionMath, which contains methods for the analysis of functions of a single variable, and MultiFunctionMath, which contains methods for the analysis of functions with multidimensional arguments or outputs.

The termination criteria for most analysis methods can be controlled by providing an appropriate EvaluationSettings object. These settings objects allow the caller to specify the maximum number of function evaluations, the termination criteria for returning a result, and other evaluation settings.

Classes

EvaluationResult Represents the result of a function analysis.
EvaluationSettings Contains settings governing the evaluation of a function by a solver.
Extremum Represents a maximum or minimum of a function of one variable.
ExtremumSettings Contains settings used to control optimization.
FunctionMath Contains methods for the analysis of functions.
IntegrationResult Represents the result of a numerical integration.
IntegrationSettings Contains settings used to control the evaluation of integrals.
MultiExtremum Represents a minimum or maximum of a multidimensional function.
MultiExtremumSettings Contains settings used to control multi-dimensional optimization.
MultiFunctionMath Contains methods for the analysis of multi-dimensional functions.
MultiOdeResult Represents the result of the integration of a set of couple ordinary differential equations.
MultiOdeSettings Contains settings used to solve a set of coupled ordinary differential equations.
OdeResult Represents the result of the integration of an ordinary differential equation.
OdeSettings Contains settings controlling the integration of an ordinary differential equation.