@johnhenry/math 0.0.0

package/dist/Decimal.d.ts

@@ -0,0 +1,45 @@
+/**
+ * Decimal — an arbitrary-precision decimal number `digits × 10^exponent`,
+ * backed by `bigint`. Addition/subtraction/multiplication are exact (unlike
+ * `number`, which drifts on values like `0.1 + 0.2`); division is inherently
+ * approximate and rounds to a configurable number of significant digits — an
+ * honest limitation analogous to floats, just with configurable precision
+ * instead of a fixed 53 bits.
+ *
+ * Unlike {@link Rational}, no canonical/normalized form is maintained —
+ * equality and comparison work by aligning exponents rather than requiring
+ * reduced digits, which keeps arithmetic simple at the cost of `toString()`
+ * not collapsing trailing zeros introduced by intermediate computations.
+ */
+export declare class Decimal {
+    static readonly DEFAULT_PRECISION = 20;
+    readonly digits: bigint;
+    readonly exponent: number;
+    static readonly Zero: Decimal;
+    static readonly One: Decimal;
+    constructor(digits?: bigint, exponent?: number);
+    static fromString(value: string): Decimal;
+    static from(value: Decimal | bigint | number | string): Decimal;
+    /** Rescale `a` and `b` to a shared exponent (the smaller of the two). */
+    private static align;
+    add(other: Decimal): Decimal;
+    subtract(other: Decimal): Decimal;
+    multiply(other: Decimal): Decimal;
+    /** Division is approximate: the result is rounded to `precision` significant digits. */
+    divide(other: Decimal, precision?: number): Decimal;
+    negate(): Decimal;
+    abs(): Decimal;
+    equals(other: Decimal): boolean;
+    /** -1, 0 or 1 depending on ordering against `other`. */
+    compare(other: Decimal): number;
+    lessThan(other: Decimal): boolean;
+    isZero(): boolean;
+    toNumber(): number;
+    /**
+     * Renders in plain decimal notation. Trailing fractional zeros are trimmed
+     * for readability — this is purely presentational; no canonical form is
+     * maintained internally, so `digits`/`exponent` are untouched.
+     */
+    toString(): string;
+}
+//# sourceMappingURL=Decimal.d.ts.map

package/dist/Decimal.d.ts.map

@@ -0,0 +1 @@
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package/dist/Decimal.js

@@ -0,0 +1,135 @@
+/**
+ * Decimal — an arbitrary-precision decimal number `digits × 10^exponent`,
+ * backed by `bigint`. Addition/subtraction/multiplication are exact (unlike
+ * `number`, which drifts on values like `0.1 + 0.2`); division is inherently
+ * approximate and rounds to a configurable number of significant digits — an
+ * honest limitation analogous to floats, just with configurable precision
+ * instead of a fixed 53 bits.
+ *
+ * Unlike {@link Rational}, no canonical/normalized form is maintained —
+ * equality and comparison work by aligning exponents rather than requiring
+ * reduced digits, which keeps arithmetic simple at the cost of `toString()`
+ * not collapsing trailing zeros introduced by intermediate computations.
+ */
+const digitCount = (n) => (n < 0n ? -n : n).toString().length;
+/** Round `num / den` to the nearest integer (half away from zero), for any sign combination. */
+function divRound(num, den) {
+    const q = num / den;
+    const r = num % den;
+    if (r === 0n)
+        return q;
+    const doubledR = (r < 0n ? -r : r) * 2n;
+    const absDen = den < 0n ? -den : den;
+    if (doubledR >= absDen) {
+        const sameSign = num < 0n === den < 0n;
+        return sameSign ? q + 1n : q - 1n;
+    }
+    return q;
+}
+export class Decimal {
+    static DEFAULT_PRECISION = 20;
+    digits;
+    exponent;
+    static Zero = new Decimal(0n, 0);
+    static One = new Decimal(1n, 0);
+    constructor(digits = 0n, exponent = 0) {
+        this.digits = digits;
+        this.exponent = exponent;
+    }
+    static fromString(value) {
+        const match = /^\s*([+-]?)(\d+)(?:\.(\d+))?(?:[eE]([+-]?\d+))?\s*$/.exec(value);
+        if (!match)
+            throw new Error(`Invalid Decimal string: ${value}`);
+        const [, sign, intPart, fracPart = "", expPart] = match;
+        const digits = BigInt((sign === "-" ? "-" : "") + intPart + fracPart);
+        const exponent = -fracPart.length + (expPart ? Number(expPart) : 0);
+        return new Decimal(digits, exponent);
+    }
+    static from(value) {
+        if (value instanceof Decimal)
+            return value;
+        if (typeof value === "bigint")
+            return new Decimal(value, 0);
+        if (typeof value === "number") {
+            if (!Number.isFinite(value))
+                throw new Error("Cannot make a Decimal from a non-finite number.");
+            return Decimal.fromString(value.toString());
+        }
+        return Decimal.fromString(value);
+    }
+    /** Rescale `a` and `b` to a shared exponent (the smaller of the two). */
+    static align(a, b) {
+        const exponent = Math.min(a.exponent, b.exponent);
+        const ad = a.digits * 10n ** BigInt(a.exponent - exponent);
+        const bd = b.digits * 10n ** BigInt(b.exponent - exponent);
+        return { ad, bd, exponent };
+    }
+    add(other) {
+        const { ad, bd, exponent } = Decimal.align(this, other);
+        return new Decimal(ad + bd, exponent);
+    }
+    subtract(other) {
+        const { ad, bd, exponent } = Decimal.align(this, other);
+        return new Decimal(ad - bd, exponent);
+    }
+    multiply(other) {
+        return new Decimal(this.digits * other.digits, this.exponent + other.exponent);
+    }
+    /** Division is approximate: the result is rounded to `precision` significant digits. */
+    divide(other, precision = Decimal.DEFAULT_PRECISION) {
+        if (other.digits === 0n)
+            throw new Error("Division by zero Decimal.");
+        if (this.digits === 0n)
+            return Decimal.Zero;
+        const shift = Math.max(0, precision - digitCount(this.digits) + digitCount(other.digits));
+        const scaledNumerator = this.digits * 10n ** BigInt(shift);
+        const quotient = divRound(scaledNumerator, other.digits);
+        return new Decimal(quotient, this.exponent - other.exponent - shift);
+    }
+    negate() {
+        return new Decimal(-this.digits, this.exponent);
+    }
+    abs() {
+        return this.digits < 0n ? this.negate() : this;
+    }
+    equals(other) {
+        const { ad, bd } = Decimal.align(this, other);
+        return ad === bd;
+    }
+    /** -1, 0 or 1 depending on ordering against `other`. */
+    compare(other) {
+        const { ad, bd } = Decimal.align(this, other);
+        return ad < bd ? -1 : ad > bd ? 1 : 0;
+    }
+    lessThan(other) {
+        return this.compare(other) < 0;
+    }
+    isZero() {
+        return this.digits === 0n;
+    }
+    toNumber() {
+        return Number(this.digits) * 10 ** this.exponent;
+    }
+    /**
+     * Renders in plain decimal notation. Trailing fractional zeros are trimmed
+     * for readability — this is purely presentational; no canonical form is
+     * maintained internally, so `digits`/`exponent` are untouched.
+     */
+    toString() {
+        if (this.digits === 0n)
+            return "0";
+        const negative = this.digits < 0n;
+        let s = (negative ? -this.digits : this.digits).toString();
+        if (this.exponent >= 0) {
+            s = s + "0".repeat(this.exponent);
+        }
+        else {
+            const pointPos = s.length + this.exponent;
+            s = pointPos <= 0 ? `0.${"0".repeat(-pointPos)}${s}` : `${s.slice(0, pointPos)}.${s.slice(pointPos)}`;
+            if (s.includes("."))
+                s = s.replace(/0+$/, "").replace(/\.$/, "");
+        }
+        return negative ? `-${s}` : s;
+    }
+}
+//# sourceMappingURL=Decimal.js.map

package/dist/Decimal.js.map

@@ -0,0 +1 @@
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package/dist/Distributions.d.ts

@@ -0,0 +1,55 @@
+/**
+ * Distributions — common probability distributions (continuous and discrete),
+ * each exposing `pdf`/`pmf`, `cdf`, `mean`, `variance` and a random `sample`,
+ * plus a small suite of {@link HypothesisTests}. CDFs use the exact incomplete
+ * gamma/beta functions from {@link SpecialFunctions} rather than numeric
+ * integration, so they are accurate in the tails.
+ *
+ * Every factory takes an optional trailing `rng: () => number` (default
+ * `Math.random`), threaded through to every nested distribution it samples
+ * from — pass a seeded generator to make `sample()` deterministic in tests.
+ */
+export interface ContinuousDistribution {
+    pdf(x: number): number;
+    cdf(x: number): number;
+    mean(): number;
+    variance(): number;
+    sample(): number;
+}
+export interface DiscreteDistribution {
+    pmf(k: number): number;
+    cdf(k: number): number;
+    mean(): number;
+    variance(): number;
+    sample(): number;
+}
+export declare class Distributions {
+    /** The inverse standard-normal CDF (quantile / probit function). */
+    static normalQuantile(p: number, mean?: number, sd?: number): number;
+    static normal(mean?: number, sd?: number, rng?: () => number): ContinuousDistribution;
+    static exponential(rate?: number, rng?: () => number): ContinuousDistribution;
+    static uniform(a?: number, b?: number, rng?: () => number): ContinuousDistribution;
+    static gamma(shape: number, scale?: number, rng?: () => number): ContinuousDistribution;
+    static chiSquare(df: number, rng?: () => number): ContinuousDistribution;
+    static studentT(df: number, rng?: () => number): ContinuousDistribution;
+    static binomial(n: number, p: number, rng?: () => number): DiscreteDistribution;
+    static poisson(lambda: number, rng?: () => number): DiscreteDistribution;
+    /** Marsaglia-Tsang gamma sampler (shape ≥ 0). */
+    private static sampleGamma;
+}
+export interface TestResult {
+    statistic: number;
+    df: number;
+    pValue: number;
+}
+export declare class HypothesisTests {
+    /** One-sample two-tailed Student t-test against a hypothesised mean `mu0`. */
+    static tTestOneSample(sample: number[], mu0?: number): TestResult;
+    /** Welch's two-sample t-test (unequal variances). */
+    static tTestTwoSample(a: number[], b: number[]): TestResult;
+    /** Pearson chi-square goodness-of-fit test. */
+    static chiSquareGoodnessOfFit(observed: number[], expected: number[]): TestResult;
+    /** Confidence interval for the mean of a sample at the given level (t-based). */
+    static confidenceIntervalMean(sample: number[], level?: number): [number, number];
+}
+//# sourceMappingURL=Distributions.d.ts.map

package/dist/Distributions.d.ts.map

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package/dist/Distributions.js

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+import { SpecialFunctions as SF } from "./SpecialFunctions.js";
+/** The inverse standard-normal CDF (Acklam's rational approximation). */
+function normInv(p) {
+    if (p <= 0)
+        return Number.NEGATIVE_INFINITY;
+    if (p >= 1)
+        return Number.POSITIVE_INFINITY;
+    const a = [
+        -3.969683028665376e1, 2.209460984245205e2, -2.759285104469687e2, 1.38357751867269e2, -3.066479806614716e1,
+        2.506628277459239,
+    ];
+    const b = [
+        -5.447609879822406e1, 1.615858368580409e2, -1.556989798598866e2, 6.680131188771972e1, -1.328068155288572e1,
+    ];
+    const c = [
+        -7.784894002430293e-3, -3.223964580411365e-1, -2.400758277161838, -2.549732539343734, 4.374664141464968,
+        2.938163982698783,
+    ];
+    const d = [7.784695709041462e-3, 3.224671290700398e-1, 2.445134137142996, 3.754408661907416];
+    const plow = 0.02425;
+    const phigh = 1 - plow;
+    if (p < plow) {
+        const q = Math.sqrt(-2 * Math.log(p));
+        return ((((((c[0] * q + c[1]) * q + c[2]) * q + c[3]) * q + c[4]) * q + c[5]) /
+            ((((d[0] * q + d[1]) * q + d[2]) * q + d[3]) * q + 1));
+    }
+    if (p <= phigh) {
+        const q = p - 0.5;
+        const r = q * q;
+        return (((((((a[0] * r + a[1]) * r + a[2]) * r + a[3]) * r + a[4]) * r + a[5]) * q) /
+            (((((b[0] * r + b[1]) * r + b[2]) * r + b[3]) * r + b[4]) * r + 1));
+    }
+    const q = Math.sqrt(-2 * Math.log(1 - p));
+    return (-(((((c[0] * q + c[1]) * q + c[2]) * q + c[3]) * q + c[4]) * q + c[5]) /
+        ((((d[0] * q + d[1]) * q + d[2]) * q + d[3]) * q + 1));
+}
+export class Distributions {
+    /** The inverse standard-normal CDF (quantile / probit function). */
+    static normalQuantile(p, mean = 0, sd = 1) {
+        return mean + sd * normInv(p);
+    }
+    static normal(mean = 0, sd = 1, rng = Math.random) {
+        return {
+            pdf: (x) => Math.exp(-0.5 * ((x - mean) / sd) ** 2) / (sd * Math.sqrt(2 * Math.PI)),
+            cdf: (x) => 0.5 * SF.erfc(-(x - mean) / (sd * Math.SQRT2)),
+            mean: () => mean,
+            variance: () => sd * sd,
+            sample: () => mean + sd * Math.sqrt(-2 * Math.log(1 - rng())) * Math.cos(2 * Math.PI * rng()),
+        };
+    }
+    static exponential(rate = 1, rng = Math.random) {
+        return {
+            pdf: (x) => (x < 0 ? 0 : rate * Math.exp(-rate * x)),
+            cdf: (x) => (x < 0 ? 0 : 1 - Math.exp(-rate * x)),
+            mean: () => 1 / rate,
+            variance: () => 1 / (rate * rate),
+            sample: () => -Math.log(1 - rng()) / rate,
+        };
+    }
+    static uniform(a = 0, b = 1, rng = Math.random) {
+        return {
+            pdf: (x) => (x >= a && x <= b ? 1 / (b - a) : 0),
+            cdf: (x) => (x < a ? 0 : x > b ? 1 : (x - a) / (b - a)),
+            mean: () => (a + b) / 2,
+            variance: () => (b - a) ** 2 / 12,
+            sample: () => a + rng() * (b - a),
+        };
+    }
+    static gamma(shape, scale = 1, rng = Math.random) {
+        return {
+            pdf: (x) => (x <= 0 ? 0 : (x ** (shape - 1) * Math.exp(-x / scale)) / (SF.gamma(shape) * scale ** shape)),
+            cdf: (x) => (x <= 0 ? 0 : SF.regularizedGammaP(shape, x / scale)),
+            mean: () => shape * scale,
+            variance: () => shape * scale * scale,
+            sample: () => Distributions.sampleGamma(shape, rng) * scale,
+        };
+    }
+    static chiSquare(df, rng = Math.random) {
+        const g = Distributions.gamma(df / 2, 2, rng);
+        return { ...g, mean: () => df, variance: () => 2 * df };
+    }
+    static studentT(df, rng = Math.random) {
+        const c = SF.gamma((df + 1) / 2) / (Math.sqrt(df * Math.PI) * SF.gamma(df / 2));
+        return {
+            pdf: (x) => c * (1 + (x * x) / df) ** (-(df + 1) / 2),
+            cdf: (x) => {
+                const ib = SF.regularizedIncompleteBeta(df / (df + x * x), df / 2, 0.5);
+                return x >= 0 ? 1 - 0.5 * ib : 0.5 * ib;
+            },
+            mean: () => (df > 1 ? 0 : Number.NaN),
+            variance: () => (df > 2 ? df / (df - 2) : Number.POSITIVE_INFINITY),
+            sample: () => {
+                const z = Distributions.normal(0, 1, rng).sample();
+                const chi = Distributions.chiSquare(df, rng).sample();
+                return z / Math.sqrt(chi / df);
+            },
+        };
+    }
+    static binomial(n, p, rng = Math.random) {
+        const logChoose = (k) => SF.lnGamma(n + 1) - SF.lnGamma(k + 1) - SF.lnGamma(n - k + 1);
+        const pmf = (k) => k < 0 || k > n || !Number.isInteger(k) ? 0 : Math.exp(logChoose(k) + k * Math.log(p) + (n - k) * Math.log(1 - p));
+        return {
+            pmf,
+            cdf: (k) => {
+                // Reuse the single pmf closure above instead of rebuilding a whole new
+                // binomial distribution (and its logChoose closure) on every step.
+                let s = 0;
+                for (let i = 0; i <= Math.floor(k); i++)
+                    s += pmf(i);
+                return Math.min(1, s);
+            },
+            mean: () => n * p,
+            variance: () => n * p * (1 - p),
+            sample: () => {
+                let count = 0;
+                for (let i = 0; i < n; i++)
+                    if (rng() < p)
+                        count++;
+                return count;
+            },
+        };
+    }
+    static poisson(lambda, rng = Math.random) {
+        return {
+            pmf: (k) => (k < 0 || !Number.isInteger(k) ? 0 : Math.exp(k * Math.log(lambda) - lambda - SF.lnGamma(k + 1))),
+            cdf: (k) => (k < 0 ? 0 : SF.regularizedGammaQ(Math.floor(k) + 1, lambda)),
+            mean: () => lambda,
+            variance: () => lambda,
+            sample: () => {
+                const L = Math.exp(-lambda);
+                let k = 0;
+                let prod = 1;
+                do {
+                    k++;
+                    prod *= rng();
+                } while (prod > L);
+                return k - 1;
+            },
+        };
+    }
+    /** Marsaglia-Tsang gamma sampler (shape ≥ 0). */
+    static sampleGamma(shape, rng = Math.random) {
+        if (shape < 1)
+            return Distributions.sampleGamma(shape + 1, rng) * rng() ** (1 / shape);
+        const d = shape - 1 / 3;
+        const c = 1 / Math.sqrt(9 * d);
+        for (;;) {
+            let x;
+            let v;
+            do {
+                x = Distributions.normal(0, 1, rng).sample();
+                v = 1 + c * x;
+            } while (v <= 0);
+            v = v * v * v;
+            const u = rng();
+            if (u < 1 - 0.0331 * x ** 4)
+                return d * v;
+            if (Math.log(u) < 0.5 * x * x + d * (1 - v + Math.log(v)))
+                return d * v;
+        }
+    }
+}
+export class HypothesisTests {
+    /** One-sample two-tailed Student t-test against a hypothesised mean `mu0`. */
+    static tTestOneSample(sample, mu0 = 0) {
+        const n = sample.length;
+        const mean = sample.reduce((a, b) => a + b, 0) / n;
+        const variance = sample.reduce((acc, x) => acc + (x - mean) ** 2, 0) / (n - 1);
+        const se = Math.sqrt(variance / n);
+        const t = (mean - mu0) / se;
+        const df = n - 1;
+        const p = 2 * (1 - Distributions.studentT(df).cdf(Math.abs(t)));
+        return { statistic: t, df, pValue: p };
+    }
+    /** Welch's two-sample t-test (unequal variances). */
+    static tTestTwoSample(a, b) {
+        const na = a.length;
+        const nb = b.length;
+        const ma = a.reduce((s, x) => s + x, 0) / na;
+        const mb = b.reduce((s, x) => s + x, 0) / nb;
+        const va = a.reduce((s, x) => s + (x - ma) ** 2, 0) / (na - 1);
+        const vb = b.reduce((s, x) => s + (x - mb) ** 2, 0) / (nb - 1);
+        const se = Math.sqrt(va / na + vb / nb);
+        const t = (ma - mb) / se;
+        const df = (va / na + vb / nb) ** 2 / ((va / na) ** 2 / (na - 1) + (vb / nb) ** 2 / (nb - 1));
+        const p = 2 * (1 - Distributions.studentT(df).cdf(Math.abs(t)));
+        return { statistic: t, df, pValue: p };
+    }
+    /** Pearson chi-square goodness-of-fit test. */
+    static chiSquareGoodnessOfFit(observed, expected) {
+        const chi2 = observed.reduce((s, o, i) => s + (o - expected[i]) ** 2 / expected[i], 0);
+        const df = observed.length - 1;
+        const p = 1 - Distributions.chiSquare(df).cdf(chi2);
+        return { statistic: chi2, df, pValue: p };
+    }
+    /** Confidence interval for the mean of a sample at the given level (t-based). */
+    static confidenceIntervalMean(sample, level = 0.95) {
+        const n = sample.length;
+        const m = sample.reduce((a, b) => a + b, 0) / n;
+        const variance = sample.reduce((acc, x) => acc + (x - m) ** 2, 0) / (n - 1);
+        const se = Math.sqrt(variance / n);
+        const alpha = 1 - level;
+        const tCrit = tQuantile(1 - alpha / 2, n - 1);
+        return [m - tCrit * se, m + tCrit * se];
+    }
+}
+// -- small internal helpers -------------------------------------------------
+/** Quantile of Student-t via bisection on its CDF. */
+function tQuantile(p, df) {
+    const dist = Distributions.studentT(df);
+    let lo = -100;
+    let hi = 100;
+    for (let i = 0; i < 200; i++) {
+        const mid = (lo + hi) / 2;
+        if (dist.cdf(mid) < p)
+            lo = mid;
+        else
+            hi = mid;
+    }
+    return (lo + hi) / 2;
+}
+//# sourceMappingURL=Distributions.js.map

package/dist/Distributions.js.map

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package/dist/DualNumber.d.ts

@@ -0,0 +1,42 @@
+/**
+ * DualNumber — a number of the form `value + deriv·ε` where `ε² = 0`. Evaluating
+ * a function on a dual number carries its derivative along automatically (the
+ * `ε` component), giving exact forward-mode automatic differentiation — more
+ * accurate than the finite differences in {@link RealMath.differentiateN}.
+ *
+ * It is also a commutative ring (a valid {@link Structure}).
+ */
+export declare class DualNumber {
+    readonly value: number;
+    readonly deriv: number;
+    constructor(value?: number, deriv?: number);
+    /** A constant (zero derivative). */
+    static constant(x: number): DualNumber;
+    /** An independent variable at `x` (unit derivative). */
+    static variable(x: number): DualNumber;
+    private static lift;
+    add(o: DualNumber | number): DualNumber;
+    subtract(o: DualNumber | number): DualNumber;
+    multiply(o: DualNumber | number): DualNumber;
+    divide(o: DualNumber | number): DualNumber;
+    negate(): DualNumber;
+    /** Raise to a constant power (chain rule). */
+    pow(n: number): DualNumber;
+    static sin(x: DualNumber): DualNumber;
+    static cos(x: DualNumber): DualNumber;
+    static tan(x: DualNumber): DualNumber;
+    static exp(x: DualNumber): DualNumber;
+    static log(x: DualNumber): DualNumber;
+    static sqrt(x: DualNumber): DualNumber;
+    /** The derivative of `f` at `x`, evaluated exactly via dual numbers. */
+    static derivative(f: (x: DualNumber) => DualNumber, x: number): number;
+    /** The value and derivative of `f` at `x` together. */
+    static valueAndDerivative(f: (x: DualNumber) => DualNumber, x: number): {
+        value: number;
+        derivative: number;
+    };
+    /** The gradient of a multivariate `f` at `point` (one dual seed per coordinate). */
+    static gradient(f: (xs: DualNumber[]) => DualNumber, point: number[]): number[];
+    toString(): string;
+}
+//# sourceMappingURL=DualNumber.d.ts.map

package/dist/DualNumber.d.ts.map

@@ -0,0 +1 @@
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package/dist/DualNumber.js

@@ -0,0 +1,91 @@
+/**
+ * DualNumber — a number of the form `value + deriv·ε` where `ε² = 0`. Evaluating
+ * a function on a dual number carries its derivative along automatically (the
+ * `ε` component), giving exact forward-mode automatic differentiation — more
+ * accurate than the finite differences in {@link RealMath.differentiateN}.
+ *
+ * It is also a commutative ring (a valid {@link Structure}).
+ */
+export class DualNumber {
+    value;
+    deriv;
+    constructor(value = 0, deriv = 0) {
+        this.value = value;
+        this.deriv = deriv;
+    }
+    /** A constant (zero derivative). */
+    static constant(x) {
+        return new DualNumber(x, 0);
+    }
+    /** An independent variable at `x` (unit derivative). */
+    static variable(x) {
+        return new DualNumber(x, 1);
+    }
+    static lift(x) {
+        return x instanceof DualNumber ? x : new DualNumber(x, 0);
+    }
+    add(o) {
+        const d = DualNumber.lift(o);
+        return new DualNumber(this.value + d.value, this.deriv + d.deriv);
+    }
+    subtract(o) {
+        const d = DualNumber.lift(o);
+        return new DualNumber(this.value - d.value, this.deriv - d.deriv);
+    }
+    multiply(o) {
+        const d = DualNumber.lift(o);
+        return new DualNumber(this.value * d.value, this.value * d.deriv + this.deriv * d.value);
+    }
+    divide(o) {
+        const d = DualNumber.lift(o);
+        return new DualNumber(this.value / d.value, (this.deriv * d.value - this.value * d.deriv) / (d.value * d.value));
+    }
+    negate() {
+        return new DualNumber(-this.value, -this.deriv);
+    }
+    /** Raise to a constant power (chain rule). */
+    pow(n) {
+        return new DualNumber(this.value ** n, n * this.value ** (n - 1) * this.deriv);
+    }
+    static sin(x) {
+        return new DualNumber(Math.sin(x.value), Math.cos(x.value) * x.deriv);
+    }
+    static cos(x) {
+        return new DualNumber(Math.cos(x.value), -Math.sin(x.value) * x.deriv);
+    }
+    static tan(x) {
+        const c = Math.cos(x.value);
+        return new DualNumber(Math.tan(x.value), x.deriv / (c * c));
+    }
+    static exp(x) {
+        const e = Math.exp(x.value);
+        return new DualNumber(e, e * x.deriv);
+    }
+    static log(x) {
+        return new DualNumber(Math.log(x.value), x.deriv / x.value);
+    }
+    static sqrt(x) {
+        const s = Math.sqrt(x.value);
+        return new DualNumber(s, x.deriv / (2 * s));
+    }
+    /** The derivative of `f` at `x`, evaluated exactly via dual numbers. */
+    static derivative(f, x) {
+        return f(DualNumber.variable(x)).deriv;
+    }
+    /** The value and derivative of `f` at `x` together. */
+    static valueAndDerivative(f, x) {
+        const r = f(DualNumber.variable(x));
+        return { value: r.value, derivative: r.deriv };
+    }
+    /** The gradient of a multivariate `f` at `point` (one dual seed per coordinate). */
+    static gradient(f, point) {
+        return point.map((_, i) => {
+            const seeded = point.map((v, j) => new DualNumber(v, i === j ? 1 : 0));
+            return f(seeded).deriv;
+        });
+    }
+    toString() {
+        return `${this.value} + ${this.deriv}ε`;
+    }
+}
+//# sourceMappingURL=DualNumber.js.map