multicalc

multicalc is a Rust library for single- and multi-variable calculus: derivatives, integrals, Jacobians and Hessians, vector-field operators, and Taylor approximation in a no-std environment.

Why use it

• Pure, safe Rust.
• no_std, with no heap allocation and no panics — it runs on bare-metal and embedded targets.
• Generic over the scalar type — use f32 or f64, defaulting to f64.
• Transcendental functions come from libm, so the math works without std.
• Every fallible call returns a typed CalcError; convenience wrappers fill in sensible defaults.
• A runnable example for every module, and a test suite covering each error path.

What it does

• Differentiation of any order, total and partial — exact via forward-mode autodiff by default, with finite differences available for black-box functions.
• Integration of any order:
  • Iterative rules — Boole, Simpson, Trapezoidal — over finite, semi-infinite, and infinite limits.
  • Gaussian quadrature — Gauss-Legendre, Gauss-Hermite, Gauss-Laguerre.
• Jacobian and Hessian matrices.
• Vector calculus — line and flux integrals, curl, and divergence.
• Approximation — linear and quadratic (Taylor) models, with goodness-of-fit metrics.
• Least-squares optimization — Levenberg-Marquardt and Gauss-Newton solvers for nonlinear curve fitting.
• Root finding — bracketed bisection and Newton solvers for scalar equations and square systems, with exact derivatives by default and an optional damped (backtracking) line search.

Install

cargo add multicalc

Enable the alloc feature if you want the heap-based methods (see Heap allocation).

A note on no_std

Methods like f64::sin are only available with std. In a no_std crate, call the libm versions instead — for example libm::sin(x) in place of x.sin(). multicalc re-exports libm, so you can reach it as multicalc::libm. The examples below use x.sin() because they assume std.

At a glance

Derivatives

use multicalc::numerical_derivative::autodiff::AutoDiffSingle;
use multicalc::numerical_derivative::derivator::DerivatorSingleVariable;
use multicalc::scalar_fn;

let f = scalar_fn!(|x| x * x * x);           // f(x) = x^3
let d = AutoDiffSingle::default();           // forward-mode autodiff, exact

let first = d.get(1, &f, 2.0).unwrap();      // 12.0
let third = d.get(3, &f, 2.0).unwrap();      //  6.0
// get_single / get_double are wrappers for orders 1 and 2

For several variables, the derivative order is just the number of indices you pass:

use multicalc::numerical_derivative::autodiff::AutoDiffMulti;
use multicalc::numerical_derivative::derivator::DerivatorMultiVariable;
use multicalc::scalar_fn;

// g(x, y, z) = y*sin(x) + x*cos(y) + x*y*e^z
let g = scalar_fn!(|v: &[f64; 3]| v[1] * v[0].sin() + v[0] * v[1].cos() + v[0] * v[1] * v[2].exp());
let d = AutoDiffMulti::default();
let point = [1.0, 2.0, 3.0];

let dx    = d.get_single_partial(&g, 0, &point).unwrap();  // dg/dx
let mixed = d.get(&g, &[0, 1], &point).unwrap();           // d(dg/dx)/dy
let third = d.get(&g, &[0, 0, 1], &point).unwrap();        // d^3 g / dx^2 dy

Pass a finite-difference derivator (FiniteDifferenceSingle / FiniteDifferenceMulti) instead when the function is a black box you cannot author with scalar_fn!.

Integration

use multicalc::numerical_integration::integrator::IntegratorSingleVariable;
use multicalc::numerical_integration::iterative_integration::IterativeSingle;

let f = |x: f64| 2.0 * x;
let integrator = IterativeSingle::default();   // Boole's rule, 120 intervals

let area = integrator.get_single(&f, &[0.0, 2.0]).unwrap();   // 4.0

// infinite and semi-infinite limits are supported for decaying integrands
let bell = integrator
    .get_single(&|x| (-x * x).exp(), &[f64::NEG_INFINITY, f64::INFINITY])
    .unwrap();                                                // sqrt(pi)

Choose the rule and interval count with from_parameters:

use multicalc::numerical_integration::mode::IterativeMethod;
let integrator = IterativeSingle::from_parameters(120, IterativeMethod::Simpsons);

Gaussian quadrature

Each Gaussian rule integrates over a fixed domain. Pass the bare integrand f(x) — the weights already carry the weighting factor.

use multicalc::numerical_integration::integrator::IntegratorSingleVariable;
use multicalc::numerical_integration::gaussian_integration::GaussianSingle;
use multicalc::numerical_integration::mode::GaussianQuadratureMethod;

// Gauss-Hermite integrates f(x) * e^(-x^2) over the whole real line.
let hermite = GaussianSingle::from_parameters(5, GaussianQuadratureMethod::GaussHermite);
let val = hermite
    .get_single(&|x| x * x, &[f64::NEG_INFINITY, f64::INFINITY])
    .unwrap();                                                // sqrt(pi)/2

Jacobian and Hessian

A vector-valued function is authored with scalar_fn_vec!, so its rows differentiate under autodiff:

use multicalc::numerical_derivative::jacobian::Jacobian;
use multicalc::numerical_derivative::hessian::Hessian;
use multicalc::scalar::c;
use multicalc::{scalar_fn, scalar_fn_vec};

// the vector function (x*y*z, x^2 + y^2)
let f = scalar_fn_vec!(|v: &[f64; 3]| [v[0] * v[1] * v[2], v[0] * v[0] + v[1] * v[1]]);
let jacobian: Jacobian = Jacobian::default();
let j = jacobian.get(&f, &[1.0, 2.0, 3.0]).unwrap();   // [[6, 3, 2], [2, 4, 0]]

// g(x, y) = y*sin(x) + 2*x*e^y
let g = scalar_fn!(|v: &[f64; 2]| v[1] * v[0].sin() + c(2.0) * v[0] * v[1].exp());
let hessian: Hessian = Hessian::default();
let h = hessian.get(&g, &[1.0, 2.0]).unwrap();

Vector calculus

Curl and divergence take an explicit derivator; pass AutoDiffMulti::default() for exact results. Line and flux integrals sample the field, so they take plain closures.

use multicalc::numerical_derivative::autodiff::AutoDiffMulti;
use multicalc::scalar::c;
use multicalc::scalar_fn_vec;
use multicalc::vector_field::{curl, divergence, line_integral, flux_integral};

// field (2xy, 3cos y)
let field = scalar_fn_vec!(|v: &[f64; 2]| [c(2.0) * v[0] * v[1], c(3.0) * v[1].cos()]);
let curl_2d = curl::get_2d(AutoDiffMulti::default(), &field, &[1.0, 3.14]).unwrap();
let div_2d = divergence::get_2d(AutoDiffMulti::default(), &field, &[1.0, 3.14]).unwrap();

// field (y, -x) along the unit circle (cos t, sin t)
let g: [&dyn Fn(&[f64; 2]) -> f64; 2] = [&(|v: &[f64; 2]| v[1]), &(|v: &[f64; 2]| -v[0])];
let curve: [&dyn Fn(f64) -> f64; 2] = [&(|t: f64| t.cos()), &(|t: f64| t.sin())];
let limit = [0.0, 2.0 * std::f64::consts::PI];
let line = line_integral::get_2d(&g, &curve, &limit).unwrap();   // -2*pi
let flux = flux_integral::get_2d(&g, &curve, &limit).unwrap();   //  0

Approximation

use multicalc::approximation::linear_approximation::LinearApproximator;
use multicalc::scalar_fn;

let f = scalar_fn!(|v: &[f64; 3]| v[0] + v[1] * v[1] + v[2] * v[2] * v[2]);
let linear: LinearApproximator = LinearApproximator::default();
let model = linear.get(&f, &[1.0, 2.0, 3.0]).unwrap();

let y = model.predict(&[1.1, 2.1, 3.1]);
// model.get_prediction_metrics(&samples, &f) returns RMSE, R^2, and more

QuadraticApproximator works the same way and captures curvature as well.

Least-squares fitting

Author the residuals model - data with scalar_fn_vec!; the solver differentiates them under autodiff. LevenbergMarquardt is the robust default; GaussNewton is the faster undamped variant for well-conditioned problems.

use multicalc::optimization::LevenbergMarquardt;
use multicalc::numerical_derivative::autodiff::AutoDiffMulti;
use multicalc::scalar::c;
use multicalc::scalar_fn_vec;

// Fit a*e^(b*t) to (0, 100), (1, 50), (2, 25): the minimum is a = 100, b = -ln 2.
let residuals = scalar_fn_vec!(|v: &[f64; 2]| [
    c(-100.0) + v[0],
    c(-50.0) + v[0] * v[1].exp(),
    c(-25.0) + v[0] * (c(2.0) * v[1]).exp(),
]);
let report = LevenbergMarquardt::<AutoDiffMulti>::default()
    .minimize(&residuals, &[80.0, -0.3])
    .unwrap();
// report.solution ~ [100.0, -0.693]; report.termination says which test converged

For a plain linear least-squares or linear solve, use the QR factorization directly:

use multicalc::linear_algebra::{Matrix, PivotedQr, Vector};

// Least-squares fit of y = a + b*t through (0, 1), (1, 3), (2, 5): a = 1, b = 2.
let a = Matrix::<3, 2>::new([[1.0, 0.0], [1.0, 1.0], [1.0, 2.0]]);
let b = Vector::new([1.0, 3.0, 5.0]);
let x = PivotedQr::decompose(a).unwrap().solve_least_squares(b).unwrap();

Root finding

Bisection brackets a scalar root and is guaranteed to converge. Newton takes Newton steps with exact derivatives by default (finite differences on request); with_backtracking(true) adds a damped line search that rescues far starts. NewtonSystem solves square systems F(x) = 0 with the exact Jacobian. Every solver takes an iteration budget and reports why it stopped.

use multicalc::root_finding::{Bisection, Newton, NewtonSystem};
use multicalc::numerical_derivative::autodiff::{AutoDiffMulti, AutoDiffSingle};
use multicalc::scalar::c;
use multicalc::{scalar_fn, scalar_fn_vec};

// Bracket a scalar root: f(x) = x^2 - 2 on [0, 2].
let f = scalar_fn!(|x| c(-2.0) + x * x);
let bracketed = Bisection::default().solve(&f, 0.0, 2.0).unwrap();   // ~ sqrt(2)

// Newton with exact derivatives; damped Newton adds a backtracking line search.
let quadratic = Newton::<AutoDiffSingle>::default().solve(&f, 2.0).unwrap();   // ~ 1.41421356
let damped = Newton::<AutoDiffSingle>::default()
    .with_backtracking(true)
    .solve(&f, 2.0)
    .unwrap();

// Square system: x^2 + y^2 = 4 and x*y = 1.
let system = scalar_fn_vec!(|v: &[f64; 2]| [c(-4.0) + v[0] * v[0] + v[1] * v[1], c(-1.0) + v[0] * v[1]]);
let solved = NewtonSystem::<AutoDiffMulti>::default().solve(&system, &[1.5, 0.8]).unwrap();
// solved.root ~ [1.9319, 0.5176]; solved.termination says which test converged

Linear solves

use multicalc::linear_algebra::{Matrix, Vector};

// Solve A·x = b.
let a = Matrix::<3, 3>::new([[2.0, 1.0, 1.0], [4.0, 3.0, 3.0], [8.0, 7.0, 9.0]]);
let b = Vector::new([7.0, 19.0, 49.0]);
let x = a.solve(b).unwrap();                       // [1, 2, 3]

let lu = a.lu().unwrap();
let det = lu.determinant();
let inv = lu.inverse();

// A symmetric positive-definite matrix has a faster Cholesky path.
let s = Matrix::<2, 2>::new([[4.0, 2.0], [2.0, 3.0]]);
let s_inv = s.cholesky().unwrap().inverse();

Singular values and pseudo-inverse

The singular value decomposition (one-sided Jacobi) gives the pseudo-inverse, minimum-norm least-squares solve, rank, and condition number for any shape.

use multicalc::linear_algebra::{Matrix, Vector};

// Thin SVD of a tall matrix: A = U · diag(σ) · Vᵀ.
let a = Matrix::<3, 2>::new([[1.0, 2.0], [3.0, 4.0], [5.0, 6.0]]);
let svd = a.svd().unwrap();
let sigma = svd.singular_values();          // descending, non-negative
let cond = svd.condition_number();          // σ_max / σ_min

// Moore–Penrose pseudo-inverse — tall, square, or wide (M < N) inputs.
let a_pinv = a.pseudo_inverse().unwrap();

// Minimum-norm least-squares solve of A·x = b, without forming A⁺.
let x = svd.solve(Vector::new([1.0, 2.0, 3.0]));

Error handling

Where a sensible default exists, a "safe" wrapper (such as get_single or get_double) returns the answer directly. Otherwise the call returns Result<T, CalcError> for the working scalar T (f64 by default), so you decide how to handle bad input. All variants are listed in error_codes.rs.

Heap allocation

By default everything uses fixed-size stack arrays. Enable the alloc feature for Vec-based methods that handle inputs too large for the stack. This currently covers the Jacobian's get_on_heap, which returns a Vec<Vec<T>> of the scalar (Vec<Vec<f64>> by default).

Examples

Runnable, self-contained programs for each module live in examples/ — see examples/README.md. Run one with:

cargo run --example <name>

Benchmarks

See benches/README.md for the index, or go straight to calculus, linear_algebra, optimization, or root_finding for accuracy figures and measured latency.

Contributing

See CONTRIBUTIONS.md.

Acknowledgements

The least-squares solvers and QR factorization port the public-domain MINPACK routines lmder, lmpar, qrfac, and qrsolv (Moré, Garbow, Hillstrom; netlib), following Moré (1978), "The Levenberg-Marquardt algorithm: Implementation and theory", and Nocedal & Wright, Numerical Optimization (chapters 4 and 10).

License

multicalc is licensed under the MIT license.

Contact

anmolkathail@gmail.com