FinMath User Guide

VectorMath

VectorMath section describes basic mathematical functions applied to elements of an array or elements of a vector:

VMElem

Each operation is available in three implementations:

For vector elements
For array elements
For a specified number of array elements starting from the specified offset:
In case of out-of-place implementation user may also set the offset in the resulting data set to place the result elements:
Example: Consider two vectors:
Consider we apply the following method:
C#
Copy
```
1Sqr(a,1,b,3,2);
```
The resulting vector will be:

Operations

Operation

Description

Performance

VM 1

Computes second degree of vector(array) elements.

Static SqrInPlace(Vector)

Static SqrInPlace(Double)

Static SqrInPlace(Double, Int32, Int32)

Static Sqr(Vector, Vector)

Static Sqr(Double, Double)

Static Sqr(Double, Int32, Double, Int32, Int32)

Result returning:

Static Sqr(Vector)

Static Sqr(Double)

Static Sqr(Double, Int32, Int32)

VM 2

Computes inverse of vector(array) elements.

Static InvInPlace(Vector)

Static InvInPlace(Double)

Static InvInPlace(Double, Int32, Int32)

Static Inv(Vector, Vector)

Static Inv(Double, Double)

Static Inv(Double, Int32, Double, Int32, Int32)

Result returning:

Static Inv(Vector)

Static Inv(Double)

Static Inv(Double, Int32, Int32)

VM 3

Computes square root of vector(array) elements.

Static SqrtInPlace(Vector)

Static SqrtInPlace(Double)

Static SqrtInPlace(Double, Int32, Int32)

Static Sqrt(Vector, Vector)

Static Sqrt(Double, Double)

Static Sqrt(Double, Int32, Double, Int32, Int32)

Result returning:

Static Sqrt(Vector)

Static Sqrt(Double)

Static Sqrt(Double, Int32, Int32)

VM 4

Computes inverse square root of vector(array) elements.

Static InvSqrtInPlace(Vector)

Static InvSqrtInPlace(Double)

Static InvSqrtInPlace(Double, Int32, Int32)

Static InvSqrt(Vector, Vector)

Static InvSqrt(Double, Double)

Static InvSqrt(Double, Int32, Double, Int32, Int32)

Result returning:

Static InvSqrt(Vector)

Static InvSqrt(Double)

Static InvSqrt(Double, Int32, Int32)

VM 5

Computes cubic root of vector(array) elements.

Static CbrtInPlace(Vector)

Static CbrtInPlace(Double)

Static CbrtInPlace(Double, Int32, Int32)

Static Cbrt(Vector, Vector)

Static Cbrt(Double, Double)

Static Cbrt(Double, Int32, Double, Int32, Int32)

Result returning:

Static Cbrt(Vector)

Static Cbrt(Double)

Static Cbrt(Double, Int32, Int32)

VM 6

Computes inverse cubic root of vector(array) elements.

Static InvCbrtInPlace(Vector)

Static InvCbrtInPlace(Double)

Static InvCbrtInPlace(Double, Int32, Int32)

Static InvCbrt(Vector, Vector)

Static InvCbrt(Double, Double)

Static InvCbrt(Double, Int32, Double, Int32, Int32)

Result returning:

Static InvCbrt(Vector)

Static InvCbrt(Double)

Static InvCbrt(Double, Int32, Int32)

VM 7

Computes exponential of vector(array) elements.

Static ExpInPlace(Vector)

Static ExpInPlace(Double)

Static ExpInPlace(Double, Int32, Int32)

Static Exp(Vector, Vector)

Static Exp(Double, Double)

Static Exp(Double, Int32, Double, Int32, Int32)

Result returning:

Static Exp(Vector)

Static Exp(Double)

Static Exp(Double, Int32, Int32)

VM 8

Computes natural logarithm of vector(array) elements.

Static LogInPlace(Vector)

Static LogInPlace(Double)

Static LogInPlace(Double, Int32, Int32)

Static Log(Vector, Vector)

Static Log(Double, Double)

Static Log(Double, Int32, Double, Int32, Int32)

Result returning:

Static Log(Vector)

Static Log(Double)

Static Log(Double, Int32, Int32)

VM 9

Computes sine of vector(array) elements.

Static SinInPlace(Vector)

Static SinInPlace(Double)

Static SinInPlace(Double, Int32, Int32)

Static Sin(Vector, Vector)

Static Sin(Double, Double)

Static Sin(Double, Int32, Double, Int32, Int32)

Result returning:

Static Sin(Vector)

Static Sin(Double)

Static Sin(Double, Int32, Int32)

VM 10

Computes cosine of vector(array) elements.

Static CosInPlace(Vector)

Static CosInPlace(Double)

Static CosInPlace(Double, Int32, Int32)

Static Cos(Vector, Vector)

Static Cos(Double, Double)

Static Cos(Double, Int32, Double, Int32, Int32)

Result returning:

Static Cos(Vector)

Static Cos(Double)

Static Cos(Double, Int32, Int32)

VM 11

Computes tangent of vector(array) elements.

Static TanInPlace(Vector)

Static TanInPlace(Double)

Static TanInPlace(Double, Int32, Int32)

Static Tan(Vector, Vector)

Static Tan(Double, Double)

Static Tan(Double, Int32, Double, Int32, Int32)

Result returning:

Static Tan(Vector)

Static Tan(Double)

Static Tan(Double, Int32, Int32)

VM 12

Computes arcsine of vector(array) elements.

Static ArcSinInPlace(Vector)

Static ArcSinInPlace(Double)

Static ArcSinInPlace(Double, Int32, Int32)

Static ArcSin(Vector, Vector)

Static ArcSin(Double, Double)

Static ArcSin(Double, Int32, Double, Int32, Int32)

Result returning:

Static ArcSin(Vector)

Static ArcSin(Double)

Static ArcSin(Double, Int32, Int32)

VM 13

Computes arccosine of vector(array) elements.

Static ArcCosInPlace(Vector)

Static ArcCosInPlace(Double)

Static ArcCosInPlace(Double, Int32, Int32)

Static ArcCos(Vector, Vector)

Static ArcCos(Double, Double)

Static ArcCos(Double, Int32, Double, Int32, Int32)

Result returning:

Static ArcCos(Vector)

Static ArcCos(Double)

Static ArcCos(Double, Int32, Int32)

VM 14

Computes arctangent of vector(array) elements.

Static ArcTanInPlace(Vector)

Static ArcTanInPlace(Double)

Static ArcTanInPlace(Double, Int32, Int32)

Static ArcTan(Vector, Vector)

Static ArcTan(Double, Double)

Static ArcTan(Double, Int32, Double, Int32, Int32)

Result returning:

Static ArcTan(Vector)

Static ArcTan(Double)

Static ArcTan(Double, Int32, Int32)

VM 15

Computes hyperbolic sine of vector(array) elements.

Static SinhInPlace(Vector)

Static SinhInPlace(Double)

Static SinhInPlace(Double, Int32, Int32)

Static Sinh(Vector, Vector)

Static Sinh(Double, Double)

Static Sinh(Double, Int32, Double, Int32, Int32)

Result returning:

Static Sinh(Vector)

Static Sinh(Double)

Static Sinh(Double, Int32, Int32)

VM 16

Computes hyperbolic cosine of vector(array) elements.

Static CoshInPlace(Vector)

Static CoshInPlace(Double)

Static CoshInPlace(Double, Int32, Int32)

Static Cosh(Vector, Vector)

Static Cosh(Double, Double)

Static Cosh(Double, Int32, Double, Int32, Int32)

Result returning:

Static Cosh(Vector)

Static Cosh(Double)

Static Cosh(Double, Int32, Int32)

VM 17

Computes hyperbolic tangent of vector(array) elements.

Static TanhInPlace(Vector)

Static TanhInPlace(Double)

Static TanhInPlace(Double, Int32, Int32)

Static Tanh(Vector, Vector)

Static Tanh(Double, Double)

Static Tanh(Double, Int32, Double, Int32, Int32)

Result returning:

Static Tanh(Vector)

Static Tanh(Double)

Static Tanh(Double, Int32, Int32)

VM 18

Computes hyperbolic arcsine of vector(array) elements.

Static ArcSinhInPlace(Vector)

Static ArcSinhInPlace(Double)

Static ArcSinhInPlace(Double, Int32, Int32)

Static ArcSinh(Vector, Vector)

Static ArcSinh(Double, Double)

Static ArcSinh(Double, Int32, Double, Int32, Int32)

Result returning:

Static ArcSinh(Vector)

Static ArcSinh(Double)

Static ArcSinh(Double, Int32, Int32)

VM 19

Computes hyperbolic arccosine of vector(array) elements.

Static ArcCoshInPlace(Vector)

Static ArcCoshInPlace(Double)

Static ArcCoshInPlace(Double, Int32, Int32)

Static ArcCosh(Vector, Vector)

Static ArcCosh(Double, Double)

Static ArcCosh(Double, Int32, Double, Int32, Int32)

Result returning:

Static ArcCosh(Vector)

Static ArcCosh(Double)

Static ArcCosh(Double, Int32, Int32)

VM 20

Computes hyperbolic arctangent of vector(array) elements.

Static ArcTanhInPlace(Vector)

Static ArcTanhInPlace(Double)

Static ArcTanhInPlace(Double, Int32, Int32)

Static ArcTanh(Vector, Vector)

Static ArcTanh(Double, Double)

Static ArcTanh(Double, Int32, Double, Int32, Int32)

Result returning:

Static ArcTanh(Vector)

Static ArcTanh(Double)

Static ArcTanh(Double, Int32, Int32)

VM 21

Computes rounding-up of vector(array) elements.

Static CeilingInPlace(Vector)

Static CeilingInPlace(Double)

Static CeilingInPlace(Double, Int32, Int32)

Static Ceiling(Vector, Vector)

Static Ceiling(Double, Double)

Static Ceiling(Double, Int32, Double, Int32, Int32)

Result returning:

Static Ceiling(Vector)

Static Ceiling(Double)

Static Ceiling(Double, Int32, Int32)

VM 22

Computes rounding-down of vector(array) elements.

Static FloorInPlace(Vector)

Static FloorInPlace(Double)

Static FloorInPlace(Double, Int32, Int32)

Static Floor(Vector, Vector)

Static Floor(Double, Double)

Static Floor(Double, Int32, Double, Int32, Int32)

Result returning:

Static Floor(Vector)

Static Floor(Double)

Static Floor(Double, Int32, Int32)

VM 23

Computes rounding nearest integer of vector(array) elements.

Static RoundInPlace(Vector)

Static RoundInPlace(Double)

Static RoundInPlace(Double, Int32, Int32)

Static Round(Vector, Vector)

Static Round(Double, Double)

Static Round(Double, Int32, Double, Int32, Int32)

Result returning:

Static Round(Vector)

Static Round(Double)

Static Round(Double, Int32, Int32)

VM 24

Computes truncating of fractional part of vector(array) elements.

Static TruncateInPlace(Vector)

Static TruncateInPlace(Double)

Static TruncateInPlace(Double, Int32, Int32)

Static Truncate(Vector, Vector)

Static Truncate(Double, Double)

Static Truncate(Double, Int32, Double, Int32, Int32)

Result returning:

Static Truncate(Vector)

Static Truncate(Double)

Static Truncate(Double, Int32, Int32)

VM 25

Computes error function of vector(array) elements.

VMErf

Static ErfInPlace(Vector)

Static ErfInPlace(Double)

Static ErfInPlace(Double, Int32, Int32)

Static Erf(Vector, Vector)

Static Erf(Double, Double)

Static Erf(Double, Int32, Double, Int32, Int32)

Result returning:

Static Erf(Vector)

Static Erf(Double)

Static Erf(Double, Int32, Int32)

VM 26

Computes complementary error function of vector(array) elements.

VMErfc

Static ErfcInPlace(Vector)

Static ErfcInPlace(Double)

Static ErfcInPlace(Double, Int32, Int32)

Static Erfc(Vector, Vector)

Static Erfc(Double, Double)

Static Erfc(Double, Int32, Double, Int32, Int32)

Result returning:

Static Erfc(Vector)

Static Erfc(Double)

Static Erfc(Double, Int32, Int32)

VM 27

Computes inverse error function of vector(array) elements.

Static ErfInvInPlace(Vector)

Static ErfInvInPlace(Double)

Static ErfInvInPlace(Double, Int32, Int32)

Static ErfInv(Vector, Vector)

Static ErfInv(Double, Double)

Static ErfInv(Double, Int32, Double, Int32, Int32)

Result returning:

Static ErfInv(Vector)

Static ErfInv(Double)

Static ErfInv(Double, Int32, Int32)

VM 28

Computes inverse complementary error function of vector(array) elements.

Static ErfcInvInPlace(Vector)

Static ErfcInvInPlace(Double)

Static ErfcInvInPlace(Double, Int32, Int32)

Static ErfcInv(Vector, Vector)

Static ErfcInv(Double, Double)

Static ErfcInv(Double, Int32, Double, Int32, Int32)

Result returning:

Static ErfcInv(Vector)

Static ErfcInv(Double)

Static ErfcInv(Double, Int32, Int32)

VM 29

Computes normal cummulative distribution function of vector(array) elements.

VMNormal Cdf

Static NormalCdfInPlace(Vector)

Static NormalCdfInPlace(Double)

Static NormalCdfInPlace(Double, Int32, Int32)

Static NormalCdf(Vector, Vector)

Static NormalCdf(Double, Double)

Static NormalCdf(Double, Int32, Double, Int32, Int32)

Result returning:

Static NormalCdf(Vector)

Static NormalCdf(Double)

Static NormalCdf(Double, Int32, Int32)

VM 30

Computes inverse normal cummulative distribution function of vector(array) elements.

Static NormalCdfInvInPlace(Vector)

Static NormalCdfInvInPlace(Double)

Static NormalCdfInvInPlace(Double, Int32, Int32)

Static NormalCdfInv(Vector, Vector)

Static NormalCdfInv(Double, Double)

Static NormalCdfInv(Double, Int32, Double, Int32, Int32)

Result returning:

Static NormalCdfInv(Vector)

Static NormalCdfInv(Double)

Static NormalCdfInv(Double, Int32, Int32)

VM 31

Computes gamma function of vector(array) elements.

VMGamma

Static GammaInPlace(Vector)

Static GammaInPlace(Double)

Static GammaInPlace(Double, Int32, Int32)

Static Gamma(Vector, Vector)

Static Gamma(Double, Double)

Static Gamma(Double, Int32, Double, Int32, Int32)

Result returning:

Static Gamma(Vector)

Static Gamma(Double)

Static Gamma(Double, Int32, Int32)

VM 32

Computes log gamma function of vector(array) elements.

VMGamma Ln

Static GammaLnInPlace(Vector)

Static GammaLnInPlace(Double)

Static GammaLnInPlace(Double, Int32, Int32)

Static GammaLn(Vector, Vector)

Static GammaLn(Double, Double)

Static GammaLn(Double, Int32, Double, Int32, Int32)

Result returning:

Static GammaLn(Vector)

Static GammaLn(Double)

Static GammaLn(Double, Int32, Int32)

VM 33

Raises each element of a vector to the constant power.

Static PowInPlace(Vector, Double)

Static PowInPlace(Double, Double)

Static PowInPlace(Double, Int32, Int32, Double)

Static Pow(Vector, Double, Vector)

Static Pow(Double, Double, Double)

Static Pow(Double, Int32, Double, Double, Int32, Int32)

Result returning:

Static Pow(Vector, Double)

Static Pow(Double, Double)

Static Pow(Double, Int32, Int32, Double)

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