u-numflow

Domain-agnostic mathematical primitives in Rust

Overview

u-numflow provides foundational mathematical, statistical, and probabilistic building blocks. Entirely domain-agnostic with no external dependencies beyond rand.

Modules

Design Philosophy

• Numerical stability first — Welford's algorithm for variance, Neumaier summation for accumulation
• Reproducibility — Seeded RNG support for deterministic experiments
• Property-based testing — Mathematical invariants verified via proptest

Quick Start

[dependencies]
u-numflow = "0.2"

use u_numflow::distributions::Pert;
use u_numflow::random::{create_rng, shuffle};
use u_numflow::stats::WelfordAccumulator;

// Online statistics with numerical stability (Welford)
let mut stats = WelfordAccumulator::new();
for x in [1.0, 2.0, 3.0, 4.0, 5.0] {
    stats.update(x);
}
assert_eq!(stats.mean(), Some(3.0));

// PERT distribution: moments and quantiles; sample by inverting a uniform draw
let pert = Pert::new(1.0, 4.0, 7.0).unwrap();
assert_eq!(pert.mean(), 4.0);
let p90 = pert.quantile(0.9).unwrap();
assert!(p90 > 4.0 && p90 < 7.0);

// Seeded shuffling for reproducibility
let mut rng = create_rng(42);
let mut items = vec![1, 2, 3, 4, 5];
shuffle(&mut items, &mut rng);

// Box-Cox transformation (non-normal data normalization)
use u_numflow::transforms::{box_cox, estimate_lambda};
let data = [1.0, 2.0, 4.0, 8.0, 16.0];
let fit = estimate_lambda(&data, -2.0, 2.0).unwrap(); // MLE via golden-section
let transformed = box_cox(&data, fit.lambda).unwrap();
assert_eq!(transformed.len(), data.len());

// Discrete Fourier transform of any length
use u_numflow::fourier::rfft;
let signal: Vec<f64> = (0..30).map(|j| (2.0 * std::f64::consts::PI * 3.0 * j as f64 / 30.0).sin()).collect();
let spectrum = rfft(&signal);           // 30 complex bins; bin 3 carries the energy
assert!(spectrum[3].norm() > 14.0);

Build & Test

cargo build
cargo test

Dependencies

• rand 0.9 — Random number generation
• proptest 1.4 — Property-based testing (dev only)

License

MIT License — see LICENSE.

npm (WebAssembly)

npm install @iyulab/u-numflow

The package resolves per environment via a conditional exports map:

A browser without a bundler is not supported: the package loads its .wasm file with an ES module import, which browsers refuse (application/wasm is not a module script type), so <script type="module"> from a CDN fails, and CDN re-bundling services fail on the same import. Use a bundler or Node.

Exported functions: mean, std_dev, variance, normal_cdf, normal_sf (upper tail P(Z > x), computed directly so tail probabilities keep ~15 significant digits), box_cox, estimate_lambda (returns { lambda, at_bound } — at_bound is true when the likelihood was still rising at an end of the search range, so lambda is that limit), and rfft(data) -> Float64Array — the DFT of a real sequence of any length, interleaved as [re0, im0, re1, im1, …] (bins k and n − k are conjugates, so 0..=n/2 describes the spectrum).

Distribution functions for critical values and p-values — each returns a number and throws (an Error naming the argument — see Errors below) when an argument is outside the domain, rather than returning NaN:

p must lie strictly between 0 and 1 and every degrees-of-freedom argument must be a finite number > 0 (fractional values are allowed).

const { t_distribution_quantile } = require("@iyulab/u-numflow");
t_distribution_quantile(0.975, 10); // 2.2281…

Errors. A refusal throws an Error whose message is readable text and which carries a code naming the reason, next to the values behind it:

const { t_distribution_quantile } = require("@iyulab/u-numflow");
try {
  t_distribution_quantile(1.5, 10);
} catch (err) {
  console.log(err.code, err.parameter, err.min, err.max, err.got); // parameter_out_of_range p 0 1 1.5
}

TypeScript

Every exported function declares its parameter and return types, and the declarations are generated from the same structs the binding reads and serialises, so they cannot drift from what it actually accepts and returns:

export function estimate_lambda(data: Float64Array, lambda_min: number, lambda_max: number): LambdaEstimateDto;

An absent optional value is declared T | undefined, which is what the binding sends. Nothing needs an as cast -- and a wrong assumption about a result's shape is a compile error rather than something that fails at run time.

Every parameter is a number or a Float64Array, so there is nothing to declare beyond what wasm-bindgen already does; the publishing workflow keeps it that way. The binding still validates every input at the boundary, and a rejected one says what was wrong.

Related

• u-metaheur — Metaheuristic optimization (GA, SA, ALNS, CP)
• u-geometry — Computational geometry
• u-schedule — Scheduling framework
• u-nesting — 2D/3D nesting and bin packing