NumCalcJs

Simple Numerical Calculus in JavaScript! A bunch of utility function I made that I decided to compile into a library.

Install

Head over to the NumCalcJS directory and grab the minified or the regular version and add it to your project.

Usage

Maximum and Minimum

NumCalc.maximum(f,a,b,error)

Return the x value of the maximum of a function f over a given interval a,b with an optional error argument using the Golden Section Search. Default error 1e-4

NumCalc.minimum(f,a,b,error)

Return the x value of the minimum of a function f over a given interval a,b with an optional error argument using the Golden Section Search. Default error 1e-4

function f(x){
  return Math.sin(x)
}
console.log(NumCalc.maximum(f,1.3,5.6),NumCalc.minimum(f,1.3,5.6)) //1.57079... 4.71239...

FDerivative

NumCalc.FDerivative(f,n)

Returns the nth derivative of f as a callable function. High order derivatives will lose precision due to floating point roud off. This is countered by using Machine Epsilon but is not 100% perfect.

function f(x){
  return Math.sin(x) * Math.sqrt(1+x**2)
}
let derivative = NumCalc.FDerivative(f,4) //4th derivative of f
console.log(derivative(3.53)) //2.27...

NIntegrate

NumCalc.NIntegrate(f,a,b,error)

Computes the definite integral of f over a given interval a,b using Simpson's Rule and the 4th derivative of f to choose the number of partitions used using error. It can handle improper integrals too using bounds of Infinity or -Infinity Default error 1e-4. Likely to fail if the bounds contain an asymptote

function f(x){
  return Math.exp(-(x**2)) // Gaussian bump
}

console.log(NumCalc.NIntegrate(f,0,Infinity)) //0.88622...
console.log(NumCalc.NIntegrate(f,-Infinity,Infinity)) //1.77245...
console.log(NumCalc.NIntegrate(f,-Infinity,0)) //0.88622...
console.log(NumCalc.NIntegrate(f,-2.2,0.2)) //1.081941...

Notes

This library is not meant to be perfect or super efficient so expect bugs. You can make an issue and I'll try to fix it in a later release.