`utl.math`

[dninemfive]

A large number of utilities i need are intended to simplify and ensure the correctness of mathematical expressions.

In particular, common topics include the following:

• Statistical expressions:
  • measurements of uncertainty (i.e. Add Uncertain<T> from liv #40)
  • distributions
  • statistical operators
    • standard deviations
    • the choose operator
  • markov (and non-markov) stochastic processes
• algebra
  • expressions and simplification thereof
  • linear algebra

Some of this i have written in other projects, and would therefore fall under #14 as well. i should check whether good libraries for each item exist before working on them.

i have looked extensively for e.g. linear algebra libraries but haven't found any which seemed to work well, but i'll check again. this is particularly important for linear algebra as i know from experience that implementing it is a pain in the ass and it would be particularly so if i wanted to optimize it to use the GPU, which would be very important.