The F# for Numerics library for Microsoft's F# programming language has just been updated. New features include:
- FFTs now 2× faster.
- 1D FFTs over both arrays and vectors.
- 2D FFTs over F# matrices with parallelism to exploit multicores.
- Linear, cubic spline and Lagrange polynomial interpolation.
- More special functions including sinc, the error function and the probit function.
- Faster Mersenne Twister random number generation, particularly over the Normal distribution.
- Physical constants.
- More worked examples.
- The binomial function for combinatorics.