Browse Source

examples: added Andriy's examples and bug fixes

pull/36/head
Marcus Cuda 16 years ago
parent
commit
d0e926f1d9
  1. 109
      src/Examples/ConsoleHelper.cs
  2. 165
      src/Examples/ContinuousDistributions/BetaDistribution.cs
  3. 108
      src/Examples/ContinuousDistributions/CauchyDistribution.cs
  4. 151
      src/Examples/ContinuousDistributions/ChiDistribution.cs
  5. 154
      src/Examples/ContinuousDistributions/ChiSquareDistribution.cs
  6. 144
      src/Examples/ContinuousDistributions/ContinuousUniformDistribution.cs
  7. 152
      src/Examples/ContinuousDistributions/ErlangDistribution.cs
  8. 154
      src/Examples/ContinuousDistributions/ExponentialDistribution.cs
  9. 150
      src/Examples/ContinuousDistributions/FisherSnedecorDistribution.cs
  10. 141
      src/Examples/ContinuousDistributions/GammaDistribution.cs
  11. 151
      src/Examples/ContinuousDistributions/InverseGammaDistribution.cs
  12. 155
      src/Examples/ContinuousDistributions/LaplaceDistribution.cs
  13. 155
      src/Examples/ContinuousDistributions/LogNormalDistribution.cs
  14. 144
      src/Examples/ContinuousDistributions/NormalDistribution.cs
  15. 155
      src/Examples/ContinuousDistributions/ParetoDistribution.cs
  16. 154
      src/Examples/ContinuousDistributions/RayleighDistribution.cs
  17. 154
      src/Examples/ContinuousDistributions/StableDistribution.cs
  18. 149
      src/Examples/ContinuousDistributions/StudentTDistribution.cs
  19. 154
      src/Examples/ContinuousDistributions/WeibullDistribution.cs
  20. 151
      src/Examples/DiscreteDistributions/BernoulliDistribution.cs
  21. 155
      src/Examples/DiscreteDistributions/BinomialDistribution.cs
  22. 135
      src/Examples/DiscreteDistributions/CategoricalDistribution.cs
  23. 139
      src/Examples/DiscreteDistributions/ConwayMaxwellPoissonDistribution.cs
  24. 156
      src/Examples/DiscreteDistributions/DiscreteUniformDistribution.cs
  25. 154
      src/Examples/DiscreteDistributions/GeometricDistribution.cs
  26. 139
      src/Examples/DiscreteDistributions/HypergeometricDistribution.cs
  27. 149
      src/Examples/DiscreteDistributions/NegativeBinomialDistribution.cs
  28. 154
      src/Examples/DiscreteDistributions/PoissonDistribution.cs
  29. 152
      src/Examples/DiscreteDistributions/ZipfDistribution.cs
  30. 52
      src/Examples/Examples.csproj
  31. 105
      src/Examples/Integration.cs
  32. 119
      src/Examples/Interpolation/AkimaSpline.cs
  33. 118
      src/Examples/Interpolation/LinearBetweenPoints.cs
  34. 109
      src/Examples/Interpolation/RationalWithPoles.cs
  35. 111
      src/Examples/Interpolation/RationalWithoutPoles.cs
  36. 141
      src/Examples/LinearAlgebra/IterativeSolvers/BiCgStabSolver.cs
  37. 208
      src/Examples/LinearAlgebra/IterativeSolvers/CompositeSolverExample.cs
  38. 139
      src/Examples/LinearAlgebra/IterativeSolvers/GpBiCgSolver.cs
  39. 140
      src/Examples/LinearAlgebra/IterativeSolvers/MlkBiCgStabSolver.cs
  40. 140
      src/Examples/LinearAlgebra/IterativeSolvers/TFQMRSolver.cs
  41. 117
      src/Examples/NumberTheory.cs
  42. 191
      src/Examples/RandomNumberGeneration.cs
  43. 96
      src/Examples/Sampling/Chebyshev.cs
  44. 127
      src/Examples/Sampling/Equidistant.cs
  45. 131
      src/Examples/Sampling/Random.cs
  46. 96
      src/Examples/SpecialFunctions/Beta.cs
  47. 101
      src/Examples/SpecialFunctions/Common.cs
  48. 129
      src/Examples/SpecialFunctions/ErrorFunction.cs
  49. 95
      src/Examples/SpecialFunctions/Factorial.cs
  50. 116
      src/Examples/SpecialFunctions/Gamma.cs
  51. 80
      src/Examples/SpecialFunctions/Stability.cs
  52. 133
      src/Examples/Statistics.cs
  53. 2
      src/Numerics/Distributions/Continuous/Chi.cs
  54. 2
      src/Numerics/Distributions/Continuous/ChiSquare.cs
  55. 3
      src/Numerics/Distributions/Discrete/Hypergeometric.cs
  56. 2
      src/Numerics/Interpolation/Algorithms/BulirschStoerRationalInterpolation.cs
  57. 4
      src/Numerics/LinearAlgebra/Complex/Solvers/Iterative/CompositeSolver.cs
  58. 4
      src/Numerics/LinearAlgebra/Complex32/Solvers/Iterative/CompositeSolver.cs
  59. 4
      src/Numerics/LinearAlgebra/Double/Solvers/Iterative/CompositeSolver.cs
  60. 4
      src/Numerics/LinearAlgebra/Single/Solvers/Iterative/CompositeSolver.cs
  61. 4
      src/Numerics/NumberTheory/IntegerTheory.cs

109
src/Examples/ConsoleHelper.cs

@ -0,0 +1,109 @@
// <copyright file="ConsoleHelper.cs" company="Math.NET">
// Math.NET Numerics, part of the Math.NET Project
// http://numerics.mathdotnet.com
// http://github.com/mathnet/mathnet-numerics
// http://mathnetnumerics.codeplex.com
// Copyright (c) 2009-2010 Math.NET
// Permission is hereby granted, free of charge, to any person
// obtaining a copy of this software and associated documentation
// files (the "Software"), to deal in the Software without
// restriction, including without limitation the rights to use,
// copy, modify, merge, publish, distribute, sublicense, and/or sell
// copies of the Software, and to permit persons to whom the
// Software is furnished to do so, subject to the following
// conditions:
// The above copyright notice and this permission notice shall be
// included in all copies or substantial portions of the Software.
// THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
// EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES
// OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
// NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT
// HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY,
// WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING
// FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR
// OTHER DEALINGS IN THE SOFTWARE.
// </copyright>
namespace Examples
{
using System;
using MathNet.Numerics.Statistics;
/// <summary>
/// Helper fucntions to output into Console window
/// </summary>
public static class ConsoleHelper
{
/// <summary>
/// Disoplay histogram from the array
/// </summary>
/// <param name="data">Source array</param>
public static void DisplayHistogram(double[] data)
{
var blockSymbol = Convert.ToChar(9608);
var rowMaxLength = Console.WindowWidth - 1;
rowMaxLength = (rowMaxLength / 10) * 10;
var rowCount = rowMaxLength / 3;
var histogram = new Histogram(data, rowMaxLength);
// Find the absolute peak
var maxBucketCount = 0.0;
for (var i = 0; i < histogram.BucketCount; i++)
{
if (histogram[i].Count > maxBucketCount)
{
maxBucketCount = histogram[i].Count;
}
}
// Number of bucket counts between rows
var rowStep = maxBucketCount / rowCount;
// Draw histogram line-by-line
Console.WriteLine();
for (var row = 0; row < rowCount; row++)
{
for (var col = 0; col < histogram.BucketCount; col++)
{
if (histogram[col].Count >= maxBucketCount)
{
Console.Write(blockSymbol);
}
else
{
Console.Write(@" ");
}
}
Console.SetCursorPosition(0, Console.CursorTop + 1);
maxBucketCount -= rowStep;
}
// Calculate distanse between label in X axis
var axisStep = histogram.BucketCount / 2;
var leftLabel = histogram.LowerBound.ToString("N");
var middleLabel = ((histogram.UpperBound + histogram.LowerBound) / 2.0).ToString("N");
var rightLabel = histogram.UpperBound.ToString("N");
Console.Write(leftLabel);
for (var j = 0; j < axisStep - leftLabel.Length; j++)
{
Console.Write(@" ");
}
Console.Write(middleLabel);
for (var j = 0; j < axisStep - middleLabel.Length; j++)
{
Console.Write(@" ");
}
Console.Write(rightLabel);
Console.WriteLine();
}
}
}

165
src/Examples/ContinuousDistributions/BetaDistribution.cs

@ -0,0 +1,165 @@
// <copyright file="BetaDistribution.cs" company="Math.NET">
// Math.NET Numerics, part of the Math.NET Project
// http://numerics.mathdotnet.com
// http://github.com/mathnet/mathnet-numerics
// http://mathnetnumerics.codeplex.com
// Copyright (c) 2009-2010 Math.NET
// Permission is hereby granted, free of charge, to any person
// obtaining a copy of this software and associated documentation
// files (the "Software"), to deal in the Software without
// restriction, including without limitation the rights to use,
// copy, modify, merge, publish, distribute, sublicense, and/or sell
// copies of the Software, and to permit persons to whom the
// Software is furnished to do so, subject to the following
// conditions:
// The above copyright notice and this permission notice shall be
// included in all copies or substantial portions of the Software.
// THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
// EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES
// OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
// NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT
// HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY,
// WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING
// FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR
// OTHER DEALINGS IN THE SOFTWARE.
// </copyright>
namespace Examples.ContinuousDistributions
{
using System;
using MathNet.Numerics.Distributions;
/// <summary>
/// Beta distribution example
/// </summary>
public class BetaDistribution : IExample
{
/// <summary>
/// Gets the name of this example
/// </summary>
/// <seealso cref="http://reference.wolfram.com/mathematica/ref/BetaDistribution.html"/>
public string Name
{
get
{
return "Beta distribution";
}
}
/// <summary>
/// Gets the description of this example
/// </summary>
public string Description
{
get
{
return "Beta distribution properties and samples generating examples";
}
}
/// <summary>
/// Run example
/// </summary>
/// <a href="http://en.wikipedia.org/wiki/Beta_distribution">Beta distribution</a>
public void Run()
{
// 1. Initialize the new instance of the Beta distribution class with parameters a = 5 and b = 1.
var beta = new Beta(5, 1);
Console.WriteLine(@"1. Initialize the new instance of the Beta distribution class with parameters a = {0} and b = {1}", beta.A, beta.B);
Console.WriteLine();
// 2. Distributuion properties:
Console.WriteLine(@"2. {0} distributuion properties:", beta);
// Cumulative distribution function
Console.WriteLine(@"{0} - Сumulative distribution at location '0.3'", beta.CumulativeDistribution(0.3).ToString(" #0.00000;-#0.00000"));
// Probability density
Console.WriteLine(@"{0} - Probability density at location '0.3'", beta.Density(0.3).ToString(" #0.00000;-#0.00000"));
// Log probability density
Console.WriteLine(@"{0} - Log probability density at location '0.3'", beta.DensityLn(0.3).ToString(" #0.00000;-#0.00000"));
// Entropy
Console.WriteLine(@"{0} - Entropy", beta.Entropy.ToString(" #0.00000;-#0.00000"));
// Largest element in the domain
Console.WriteLine(@"{0} - Largest element in the domain", beta.Maximum.ToString(" #0.00000;-#0.00000"));
// Smallest element in the domain
Console.WriteLine(@"{0} - Smallest element in the domain", beta.Minimum.ToString(" #0.00000;-#0.00000"));
// Mean
Console.WriteLine(@"{0} - Mean", beta.Mean.ToString(" #0.00000;-#0.00000"));
// Mode
Console.WriteLine(@"{0} - Mode", beta.Mode.ToString(" #0.00000;-#0.00000"));
// Variance
Console.WriteLine(@"{0} - Variance", beta.Variance.ToString(" #0.00000;-#0.00000"));
// Standard deviation
Console.WriteLine(@"{0} - Standard deviation", beta.StdDev.ToString(" #0.00000;-#0.00000"));
// Skewness
Console.WriteLine(@"{0} - Skewness", beta.Skewness.ToString(" #0.00000;-#0.00000"));
Console.WriteLine();
// 3. Generate 10 samples of the Beta distribution
Console.WriteLine(@"3. Generate 10 samples of the Beta distribution");
for (var i = 0; i < 10; i++)
{
Console.Write(beta.Sample().ToString("N05") + @" ");
}
Console.WriteLine();
Console.WriteLine();
// 4. Generate 100000 samples of the Beta(5, 1) distribution and display histogram
Console.WriteLine(@"4. Generate 100000 samples of the Beta(5, 1) distribution and display histogram");
var data = new double[100000];
for (var i = 0; i < data.Length; i++)
{
data[i] = beta.Sample();
}
ConsoleHelper.DisplayHistogram(data);
Console.WriteLine();
// 5. Generate 100000 samples of the Beta(2, 5) distribution and display histogram
Console.WriteLine(@"5. Generate 100000 samples of the Beta(2, 5) distribution and display histogram");
beta.A = 2;
beta.B = 5;
for (var i = 0; i < data.Length; i++)
{
data[i] = beta.Sample();
}
ConsoleHelper.DisplayHistogram(data);
Console.WriteLine();
// 6. Generate 100000 samples of the Beta distribution and display histogram
Console.WriteLine(@"6. Generate 100000 samples of the Beta(0.5, 0.5) distribution and display histogram");
beta.A = 0.5;
beta.B = 0.5;
for (var i = 0; i < data.Length; i++)
{
data[i] = beta.Sample();
}
ConsoleHelper.DisplayHistogram(data);
Console.WriteLine();
// 7. Generate 100000 samples of the Beta distribution and display histogram
Console.WriteLine(@"7. Generate 100000 samples of the Beta(2, 2) distribution and display histogram");
beta.A = 2;
beta.B = 2;
for (var i = 0; i < data.Length; i++)
{
data[i] = beta.Sample();
}
ConsoleHelper.DisplayHistogram(data);
}
}
}

108
src/Examples/ContinuousDistributions/CauchyDistribution.cs

@ -0,0 +1,108 @@
// <copyright file="CauchyDistribution.cs" company="Math.NET">
// Math.NET Numerics, part of the Math.NET Project
// http://numerics.mathdotnet.com
// http://github.com/mathnet/mathnet-numerics
// http://mathnetnumerics.codeplex.com
// Copyright (c) 2009-2010 Math.NET
// Permission is hereby granted, free of charge, to any person
// obtaining a copy of this software and associated documentation
// files (the "Software"), to deal in the Software without
// restriction, including without limitation the rights to use,
// copy, modify, merge, publish, distribute, sublicense, and/or sell
// copies of the Software, and to permit persons to whom the
// Software is furnished to do so, subject to the following
// conditions:
// The above copyright notice and this permission notice shall be
// included in all copies or substantial portions of the Software.
// THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
// EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES
// OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
// NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT
// HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY,
// WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING
// FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR
// OTHER DEALINGS IN THE SOFTWARE.
// </copyright>
namespace Examples.ContinuousDistributions
{
using System;
using MathNet.Numerics.Distributions;
/// <summary>
/// Cauchy distribution example
/// </summary>
public class CauchyDistribution : IExample
{
/// <summary>
/// Gets the name of this example
/// </summary>
/// <seealso cref="http://reference.wolfram.com/mathematica/ref/CauchyDistribution.html"/>
public string Name
{
get
{
return "Cauchy distribution";
}
}
/// <summary>
/// Gets the description of this example
/// </summary>
public string Description
{
get
{
return "Cauchy distribution properties and samples generating examples";
}
}
/// <summary>
/// Run example
/// </summary>
/// <a href="http://en.wikipedia.org/wiki/Cauchy_distribution">Cauchy distribution</a>
public void Run()
{
// 1. Initialize the new instance of the Cauchy distribution class with parameters Location = 1 and Scale = 2.
var cauchy = new Cauchy(1, 2);
Console.WriteLine(@"1. Initialize the new instance of the Cauchy distribution class with parameters Location = {0} and Scale = {1}", cauchy.Location, cauchy.Scale);
Console.WriteLine();
// 2. Distributuion properties:
Console.WriteLine(@"2. {0} distributuion properties:", cauchy);
// Cumulative distribution function
Console.WriteLine(@"{0} - Сumulative distribution at location '0.3'", cauchy.CumulativeDistribution(0.3).ToString(" #0.00000;-#0.00000"));
// Probability density
Console.WriteLine(@"{0} - Probability density at location '0.3'", cauchy.Density(0.3).ToString(" #0.00000;-#0.00000"));
// Log probability density
Console.WriteLine(@"{0} - Log probability density at location '0.3'", cauchy.DensityLn(0.3).ToString(" #0.00000;-#0.00000"));
// Entropy
Console.WriteLine(@"{0} - Entropy", cauchy.Entropy.ToString(" #0.00000;-#0.00000"));
// Largest element in the domain
Console.WriteLine(@"{0} - Largest element in the domain", cauchy.Maximum.ToString(" #0.00000;-#0.00000"));
// Smallest element in the domain
Console.WriteLine(@"{0} - Smallest element in the domain", cauchy.Minimum.ToString(" #0.00000;-#0.00000"));
// Median
Console.WriteLine(@"{0} - Median", cauchy.Median.ToString(" #0.00000;-#0.00000"));
// Mode
Console.WriteLine(@"{0} - Mode", cauchy.Mode.ToString(" #0.00000;-#0.00000"));
// 3. Generate 10 samples of the Cauchy distribution
Console.WriteLine(@"3. Generate 10 samples of the Cauchy distribution");
for (var i = 0; i < 10; i++)
{
Console.Write(cauchy.Sample().ToString("N05") + @" ");
}
Console.WriteLine();
}
}
}

151
src/Examples/ContinuousDistributions/ChiDistribution.cs

@ -0,0 +1,151 @@
// <copyright file="ChiDistribution.cs" company="Math.NET">
// Math.NET Numerics, part of the Math.NET Project
// http://numerics.mathdotnet.com
// http://github.com/mathnet/mathnet-numerics
// http://mathnetnumerics.codeplex.com
// Copyright (c) 2009-2010 Math.NET
// Permission is hereby granted, free of charge, to any person
// obtaining a copy of this software and associated documentation
// files (the "Software"), to deal in the Software without
// restriction, including without limitation the rights to use,
// copy, modify, merge, publish, distribute, sublicense, and/or sell
// copies of the Software, and to permit persons to whom the
// Software is furnished to do so, subject to the following
// conditions:
// The above copyright notice and this permission notice shall be
// included in all copies or substantial portions of the Software.
// THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
// EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES
// OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
// NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT
// HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY,
// WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING
// FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR
// OTHER DEALINGS IN THE SOFTWARE.
// </copyright>
namespace Examples.ContinuousDistributions
{
using System;
using MathNet.Numerics.Distributions;
/// <summary>
/// Chi distribution example
/// </summary>
public class ChiDistribution : IExample
{
/// <summary>
/// Gets the name of this example
/// </summary>
/// <seealso cref="http://reference.wolfram.com/mathematica/ref/ChiDistribution.html"/>
public string Name
{
get
{
return "Chi distribution";
}
}
/// <summary>
/// Gets the description of this example
/// </summary>
public string Description
{
get
{
return "Chi distribution properties and samples generating examples";
}
}
/// <summary>
/// Run example
/// </summary>
/// <a href="http://en.wikipedia.org/wiki/Chi_distribution">Chi distribution</a>
public void Run()
{
// 1. Initialize the new instance of the Chi distribution class with parameter dof = 1.
var chi = new Chi(1);
Console.WriteLine(@"1. Initialize the new instance of the Chi distribution class with parameter DegreesOfFreedom = {0}", chi.DegreesOfFreedom);
Console.WriteLine();
// 2. Distributuion properties:
Console.WriteLine(@"2. {0} distributuion properties:", chi);
// Cumulative distribution function
Console.WriteLine(@"{0} - Сumulative distribution at location '0.3'", chi.CumulativeDistribution(0.3).ToString(" #0.00000;-#0.00000"));
// Probability density
Console.WriteLine(@"{0} - Probability density at location '0.3'", chi.Density(0.3).ToString(" #0.00000;-#0.00000"));
// Log probability density
Console.WriteLine(@"{0} - Log probability density at location '0.3'", chi.DensityLn(0.3).ToString(" #0.00000;-#0.00000"));
// Entropy
Console.WriteLine(@"{0} - Entropy", chi.Entropy.ToString(" #0.00000;-#0.00000"));
// Largest element in the domain
Console.WriteLine(@"{0} - Largest element in the domain", chi.Maximum.ToString(" #0.00000;-#0.00000"));
// Smallest element in the domain
Console.WriteLine(@"{0} - Smallest element in the domain", chi.Minimum.ToString(" #0.00000;-#0.00000"));
// Mean
Console.WriteLine(@"{0} - Mean", chi.Mean.ToString(" #0.00000;-#0.00000"));
// Mode
Console.WriteLine(@"{0} - Mode", chi.Mode.ToString(" #0.00000;-#0.00000"));
// Variance
Console.WriteLine(@"{0} - Variance", chi.Variance.ToString(" #0.00000;-#0.00000"));
// Standard deviation
Console.WriteLine(@"{0} - Standard deviation", chi.StdDev.ToString(" #0.00000;-#0.00000"));
// Skewness
Console.WriteLine(@"{0} - Skewness", chi.Skewness.ToString(" #0.00000;-#0.00000"));
Console.WriteLine();
// 3. Generate 10 samples of the Chi distribution
Console.WriteLine(@"3. Generate 10 samples of the Chi distribution");
for (var i = 0; i < 10; i++)
{
Console.Write(chi.Sample().ToString("N05") + @" ");
}
Console.WriteLine();
Console.WriteLine();
// 4. Generate 100000 samples of the Chi(1) distribution and display histogram
Console.WriteLine(@"4. Generate 100000 samples of the Chi(1) distribution and display histogram");
var data = new double[100000];
for (var i = 0; i < data.Length; i++)
{
data[i] = chi.Sample();
}
ConsoleHelper.DisplayHistogram(data);
Console.WriteLine();
// 5. Generate 100000 samples of the Chi(2) distribution and display histogram
Console.WriteLine(@"5. Generate 100000 samples of the Chi(2) distribution and display histogram");
chi.DegreesOfFreedom = 2;
for (var i = 0; i < data.Length; i++)
{
data[i] = chi.Sample();
}
ConsoleHelper.DisplayHistogram(data);
Console.WriteLine();
// 6. Generate 100000 samples of the Chi(5) distribution and display histogram
Console.WriteLine(@"6. Generate 100000 samples of the Chi(5) distribution and display histogram");
chi.DegreesOfFreedom = 5;
for (var i = 0; i < data.Length; i++)
{
data[i] = chi.Sample();
}
ConsoleHelper.DisplayHistogram(data);
}
}
}

154
src/Examples/ContinuousDistributions/ChiSquareDistribution.cs

@ -0,0 +1,154 @@
// <copyright file="ChiSquareDistribution.cs" company="Math.NET">
// Math.NET Numerics, part of the Math.NET Project
// http://numerics.mathdotnet.com
// http://github.com/mathnet/mathnet-numerics
// http://mathnetnumerics.codeplex.com
// Copyright (c) 2009-2010 Math.NET
// Permission is hereby granted, free of charge, to any person
// obtaining a copy of this software and associated documentation
// files (the "Software"), to deal in the Software without
// restriction, including without limitation the rights to use,
// copy, modify, merge, publish, distribute, sublicense, and/or sell
// copies of the Software, and to permit persons to whom the
// Software is furnished to do so, subject to the following
// conditions:
// The above copyright notice and this permission notice shall be
// included in all copies or substantial portions of the Software.
// THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
// EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES
// OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
// NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT
// HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY,
// WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING
// FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR
// OTHER DEALINGS IN THE SOFTWARE.
// </copyright>
namespace Examples.ContinuousDistributions
{
using System;
using MathNet.Numerics.Distributions;
/// <summary>
/// ChiSquare distribution example
/// </summary>
public class ChiSquareDistribution : IExample
{
/// <summary>
/// Gets the name of this example
/// </summary>
/// <seealso cref="http://reference.wolfram.com/mathematica/ref/ChiSquareDistribution.html"/>
public string Name
{
get
{
return "ChiSquare distribution";
}
}
/// <summary>
/// Gets the description of this example
/// </summary>
public string Description
{
get
{
return "ChiSquare distribution properties and samples generating examples";
}
}
/// <summary>
/// Run example
/// </summary>
/// <a href="http://en.wikipedia.org/wiki/Chi-square_distribution">ChiSquare distribution</a>
public void Run()
{
// 1. Initialize the new instance of the ChiSquare distribution class with parameter dof = 1.
var chiSquare = new ChiSquare(1);
Console.WriteLine(@"1. Initialize the new instance of the ChiSquare distribution class with parameter DegreesOfFreedom = {0}", chiSquare.DegreesOfFreedom);
Console.WriteLine();
// 2. Distributuion properties:
Console.WriteLine(@"2. {0} distributuion properties:", chiSquare);
// Cumulative distribution function
Console.WriteLine(@"{0} - Сumulative distribution at location '0.3'", chiSquare.CumulativeDistribution(0.3).ToString(" #0.00000;-#0.00000"));
// Probability density
Console.WriteLine(@"{0} - Probability density at location '0.3'", chiSquare.Density(0.3).ToString(" #0.00000;-#0.00000"));
// Log probability density
Console.WriteLine(@"{0} - Log probability density at location '0.3'", chiSquare.DensityLn(0.3).ToString(" #0.00000;-#0.00000"));
// Entropy
Console.WriteLine(@"{0} - Entropy", chiSquare.Entropy.ToString(" #0.00000;-#0.00000"));
// Largest element in the domain
Console.WriteLine(@"{0} - Largest element in the domain", chiSquare.Maximum.ToString(" #0.00000;-#0.00000"));
// Smallest element in the domain
Console.WriteLine(@"{0} - Smallest element in the domain", chiSquare.Minimum.ToString(" #0.00000;-#0.00000"));
// Mean
Console.WriteLine(@"{0} - Mean", chiSquare.Mean.ToString(" #0.00000;-#0.00000"));
// Median
Console.WriteLine(@"{0} - Median", chiSquare.Median.ToString(" #0.00000;-#0.00000"));
// Mode
Console.WriteLine(@"{0} - Mode", chiSquare.Mode.ToString(" #0.00000;-#0.00000"));
// Variance
Console.WriteLine(@"{0} - Variance", chiSquare.Variance.ToString(" #0.00000;-#0.00000"));
// Standard deviation
Console.WriteLine(@"{0} - Standard deviation", chiSquare.StdDev.ToString(" #0.00000;-#0.00000"));
// Skewness
Console.WriteLine(@"{0} - Skewness", chiSquare.Skewness.ToString(" #0.00000;-#0.00000"));
Console.WriteLine();
// 3. Generate 10 samples of the ChiSquare distribution
Console.WriteLine(@"3. Generate 10 samples of the ChiSquare distribution");
for (var i = 0; i < 10; i++)
{
Console.Write(chiSquare.Sample().ToString("N05") + @" ");
}
Console.WriteLine();
Console.WriteLine();
// 4. Generate 100000 samples of the ChiSquare(1) distribution and display histogram
Console.WriteLine(@"4. Generate 100000 samples of the ChiSquare(1) distribution and display histogram");
var data = new double[100000];
for (var i = 0; i < data.Length; i++)
{
data[i] = chiSquare.Sample();
}
ConsoleHelper.DisplayHistogram(data);
Console.WriteLine();
// 5. Generate 100000 samples of the ChiSquare(4) distribution and display histogram
Console.WriteLine(@"5. Generate 100000 samples of the ChiSquare(4) distribution and display histogram");
chiSquare.DegreesOfFreedom = 4;
for (var i = 0; i < data.Length; i++)
{
data[i] = chiSquare.Sample();
}
ConsoleHelper.DisplayHistogram(data);
Console.WriteLine();
// 6. Generate 100000 samples of the ChiSquare(8) distribution and display histogram
Console.WriteLine(@"6. Generate 100000 samples of the ChiSquare(8) distribution and display histogram");
chiSquare.DegreesOfFreedom = 8;
for (var i = 0; i < data.Length; i++)
{
data[i] = chiSquare.Sample();
}
ConsoleHelper.DisplayHistogram(data);
}
}
}

144
src/Examples/ContinuousDistributions/ContinuousUniformDistribution.cs

@ -0,0 +1,144 @@
// <copyright file="ContinuousUniformDistribution.cs" company="Math.NET">
// Math.NET Numerics, part of the Math.NET Project
// http://numerics.mathdotnet.com
// http://github.com/mathnet/mathnet-numerics
// http://mathnetnumerics.codeplex.com
// Copyright (c) 2009-2010 Math.NET
// Permission is hereby granted, free of charge, to any person
// obtaining a copy of this software and associated documentation
// files (the "Software"), to deal in the Software without
// restriction, including without limitation the rights to use,
// copy, modify, merge, publish, distribute, sublicense, and/or sell
// copies of the Software, and to permit persons to whom the
// Software is furnished to do so, subject to the following
// conditions:
// The above copyright notice and this permission notice shall be
// included in all copies or substantial portions of the Software.
// THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
// EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES
// OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
// NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT
// HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY,
// WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING
// FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR
// OTHER DEALINGS IN THE SOFTWARE.
// </copyright>
namespace Examples.ContinuousDistributions
{
using System;
using MathNet.Numerics.Distributions;
/// <summary>
/// ContinuousUniform distribution example
/// </summary>
public class ContinuousUniformDistribution : IExample
{
/// <summary>
/// Gets the name of this example
/// </summary>
/// <seealso cref="http://reference.wolfram.com/mathematica/ref/UniformDistribution.html"/>
public string Name
{
get
{
return "ContinuousUniform distribution";
}
}
/// <summary>
/// Gets the description of this example
/// </summary>
public string Description
{
get
{
return "ContinuousUniform distribution properties and samples generating examples";
}
}
/// <summary>
/// Run example
/// </summary>
/// <a href="http://en.wikipedia.org/wiki/Uniform_distribution_%28continuous%29">ContinuousUniform distribution</a>
public void Run()
{
// 1. Initialize the new instance of the ContinuousUniform distribution class with default parameters.
var continuousUniform = new ContinuousUniform();
Console.WriteLine(@"1. Initialize the new instance of the ContinuousUniform distribution class with parameters Lower = {0}, Upper = {1}", continuousUniform.Lower, continuousUniform.Upper);
Console.WriteLine();
// 2. Distributuion properties:
Console.WriteLine(@"2. {0} distributuion properties:", continuousUniform);
// Cumulative distribution function
Console.WriteLine(@"{0} - Сumulative distribution at location '0.3'", continuousUniform.CumulativeDistribution(0.3).ToString(" #0.00000;-#0.00000"));
// Probability density
Console.WriteLine(@"{0} - Probability density at location '0.3'", continuousUniform.Density(0.3).ToString(" #0.00000;-#0.00000"));
// Log probability density
Console.WriteLine(@"{0} - Log probability density at location '0.3'", continuousUniform.DensityLn(0.3).ToString(" #0.00000;-#0.00000"));
// Entropy
Console.WriteLine(@"{0} - Entropy", continuousUniform.Entropy.ToString(" #0.00000;-#0.00000"));
// Largest element in the domain
Console.WriteLine(@"{0} - Largest element in the domain", continuousUniform.Maximum.ToString(" #0.00000;-#0.00000"));
// Smallest element in the domain
Console.WriteLine(@"{0} - Smallest element in the domain", continuousUniform.Minimum.ToString(" #0.00000;-#0.00000"));
// Mean
Console.WriteLine(@"{0} - Mean", continuousUniform.Mean.ToString(" #0.00000;-#0.00000"));
// Median
Console.WriteLine(@"{0} - Median", continuousUniform.Median.ToString(" #0.00000;-#0.00000"));
// Mode
Console.WriteLine(@"{0} - Mode", continuousUniform.Mode.ToString(" #0.00000;-#0.00000"));
// Variance
Console.WriteLine(@"{0} - Variance", continuousUniform.Variance.ToString(" #0.00000;-#0.00000"));
// Standard deviation
Console.WriteLine(@"{0} - Standard deviation", continuousUniform.StdDev.ToString(" #0.00000;-#0.00000"));
// Skewness
Console.WriteLine(@"{0} - Skewness", continuousUniform.Skewness.ToString(" #0.00000;-#0.00000"));
Console.WriteLine();
// 3. Generate 10 samples of the ContinuousUniform distribution
Console.WriteLine(@"3. Generate 10 samples of the ContinuousUniform distribution");
for (var i = 0; i < 10; i++)
{
Console.Write(continuousUniform.Sample().ToString("N05") + @" ");
}
Console.WriteLine();
Console.WriteLine();
// 4. Generate 100000 samples of the ContinuousUniform(0, 1) distribution and display histogram
Console.WriteLine(@"4. Generate 100000 samples of the ContinuousUniform(0, 1) distribution and display histogram");
var data = new double[100000];
for (var i = 0; i < data.Length; i++)
{
data[i] = continuousUniform.Sample();
}
ConsoleHelper.DisplayHistogram(data);
Console.WriteLine();
// 5. Generate 100000 samples of the ContinuousUniform(2, 10) distribution and display histogram
Console.WriteLine(@"5. Generate 100000 samples of the ContinuousUniform(2, 10) distribution and display histogram");
continuousUniform.Upper = 10;
continuousUniform.Lower = 2;
for (var i = 0; i < data.Length; i++)
{
data[i] = continuousUniform.Sample();
}
ConsoleHelper.DisplayHistogram(data);
}
}
}

152
src/Examples/ContinuousDistributions/ErlangDistribution.cs

@ -0,0 +1,152 @@
// <copyright file="ErlangDistribution.cs" company="Math.NET">
// Math.NET Numerics, part of the Math.NET Project
// http://numerics.mathdotnet.com
// http://github.com/mathnet/mathnet-numerics
// http://mathnetnumerics.codeplex.com
// Copyright (c) 2009-2010 Math.NET
// Permission is hereby granted, free of charge, to any person
// obtaining a copy of this software and associated documentation
// files (the "Software"), to deal in the Software without
// restriction, including without limitation the rights to use,
// copy, modify, merge, publish, distribute, sublicense, and/or sell
// copies of the Software, and to permit persons to whom the
// Software is furnished to do so, subject to the following
// conditions:
// The above copyright notice and this permission notice shall be
// included in all copies or substantial portions of the Software.
// THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
// EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES
// OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
// NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT
// HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY,
// WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING
// FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR
// OTHER DEALINGS IN THE SOFTWARE.
// </copyright>
namespace Examples.ContinuousDistributions
{
using System;
using MathNet.Numerics.Distributions;
/// <summary>
/// Erlang distribution example
/// </summary>
public class ErlangDistribution : IExample
{
/// <summary>
/// Gets the name of this example
/// </summary>
/// <seealso cref="http://reference.wolfram.com/mathematica/ref/ErlangDistribution.html"/>
public string Name
{
get
{
return "Erlang distribution";
}
}
/// <summary>
/// Gets the description of this example
/// </summary>
public string Description
{
get
{
return "Erlang distribution properties and samples generating examples";
}
}
/// <summary>
/// Run example
/// </summary>
/// <a href="http://en.wikipedia.org/wiki/Erlang_distribution">Erlang distribution</a>
public void Run()
{
// 1. Initialize the new instance of the Erlang distribution class with parameters Shape = 1, Scale = 2.
var erlang = new Erlang(1, 2.0);
Console.WriteLine(@"1. Initialize the new instance of the Erlang distribution class with parameters Shape = {0}, Scale = {1}", erlang.Shape, erlang.Scale);
Console.WriteLine();
// 2. Distributuion properties:
Console.WriteLine(@"2. {0} distributuion properties:", erlang);
// Cumulative distribution function
Console.WriteLine(@"{0} - Сumulative distribution at location '0.3'", erlang.CumulativeDistribution(0.3).ToString(" #0.00000;-#0.00000"));
// Probability density
Console.WriteLine(@"{0} - Probability density at location '0.3'", erlang.Density(0.3).ToString(" #0.00000;-#0.00000"));
// Log probability density
Console.WriteLine(@"{0} - Log probability density at location '0.3'", erlang.DensityLn(0.3).ToString(" #0.00000;-#0.00000"));
// Entropy
Console.WriteLine(@"{0} - Entropy", erlang.Entropy.ToString(" #0.00000;-#0.00000"));
// Largest element in the domain
Console.WriteLine(@"{0} - Largest element in the domain", erlang.Maximum.ToString(" #0.00000;-#0.00000"));
// Smallest element in the domain
Console.WriteLine(@"{0} - Smallest element in the domain", erlang.Minimum.ToString(" #0.00000;-#0.00000"));
// Mean
Console.WriteLine(@"{0} - Mean", erlang.Mean.ToString(" #0.00000;-#0.00000"));
// Mode
Console.WriteLine(@"{0} - Mode", erlang.Mode.ToString(" #0.00000;-#0.00000"));
// Variance
Console.WriteLine(@"{0} - Variance", erlang.Variance.ToString(" #0.00000;-#0.00000"));
// Standard deviation
Console.WriteLine(@"{0} - Standard deviation", erlang.StdDev.ToString(" #0.00000;-#0.00000"));
// Skewness
Console.WriteLine(@"{0} - Skewness", erlang.Skewness.ToString(" #0.00000;-#0.00000"));
Console.WriteLine();
// 3. Generate 10 samples of the Erlang distribution
Console.WriteLine(@"3. Generate 10 samples of the Erlang distribution");
for (var i = 0; i < 10; i++)
{
Console.Write(erlang.Sample().ToString("N05") + @" ");
}
Console.WriteLine();
Console.WriteLine();
// 4. Generate 100000 samples of the Erlang(1, 2.0) distribution and display histogram
Console.WriteLine(@"4. Generate 100000 samples of the Erlang(1, 2.0) distribution and display histogram");
var data = new double[100000];
for (var i = 0; i < data.Length; i++)
{
data[i] = erlang.Sample();
}
ConsoleHelper.DisplayHistogram(data);
Console.WriteLine();
// 5. Generate 100000 samples of the Erlang(3, 2.0) distribution and display histogram
Console.WriteLine(@"5. Generate 100000 samples of the Erlang(3, 2.0) distribution and display histogram");
erlang.Shape = 3;
for (var i = 0; i < data.Length; i++)
{
data[i] = erlang.Sample();
}
ConsoleHelper.DisplayHistogram(data);
Console.WriteLine();
// 6. Generate 100000 samples of the Erlang(9, 0.5) distribution and display histogram
Console.WriteLine(@"6. Generate 100000 samples of the Erlang(9, 0.5) distribution and display histogram");
erlang.Shape = 9;
erlang.Scale = 0.5;
for (var i = 0; i < data.Length; i++)
{
data[i] = erlang.Sample();
}
ConsoleHelper.DisplayHistogram(data);
}
}
}

154
src/Examples/ContinuousDistributions/ExponentialDistribution.cs

@ -0,0 +1,154 @@
// <copyright file="ExponentialDistribution.cs" company="Math.NET">
// Math.NET Numerics, part of the Math.NET Project
// http://numerics.mathdotnet.com
// http://github.com/mathnet/mathnet-numerics
// http://mathnetnumerics.codeplex.com
// Copyright (c) 2009-2010 Math.NET
// Permission is hereby granted, free of charge, to any person
// obtaining a copy of this software and associated documentation
// files (the "Software"), to deal in the Software without
// restriction, including without limitation the rights to use,
// copy, modify, merge, publish, distribute, sublicense, and/or sell
// copies of the Software, and to permit persons to whom the
// Software is furnished to do so, subject to the following
// conditions:
// The above copyright notice and this permission notice shall be
// included in all copies or substantial portions of the Software.
// THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
// EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES
// OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
// NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT
// HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY,
// WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING
// FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR
// OTHER DEALINGS IN THE SOFTWARE.
// </copyright>
namespace Examples.ContinuousDistributions
{
using System;
using MathNet.Numerics.Distributions;
/// <summary>
/// Exponential distribution example
/// </summary>
public class ExponentialDistribution : IExample
{
/// <summary>
/// Gets the name of this example
/// </summary>
/// <seealso cref="http://reference.wolfram.com/mathematica/ref/ExponentialDistribution.html"/>
public string Name
{
get
{
return "Exponential distribution";
}
}
/// <summary>
/// Gets the description of this example
/// </summary>
public string Description
{
get
{
return "Exponential distribution properties and samples generating examples";
}
}
/// <summary>
/// Run example
/// </summary>
/// <a href="http://en.wikipedia.org/wiki/Exponential_distribution">Exponential distribution</a>
public void Run()
{
// 1. Initialize the new instance of the Exponential distribution class with parameter Lambda = 1.
var exponential = new Exponential(1);
Console.WriteLine(@"1. Initialize the new instance of the Exponential distribution class with parameter Lambda = {0}", exponential.Lambda);
Console.WriteLine();
// 2. Distributuion properties:
Console.WriteLine(@"2. {0} distributuion properties:", exponential);
// Cumulative distribution function
Console.WriteLine(@"{0} - Сumulative distribution at location '0.3'", exponential.CumulativeDistribution(0.3).ToString(" #0.00000;-#0.00000"));
// Probability density
Console.WriteLine(@"{0} - Probability density at location '0.3'", exponential.Density(0.3).ToString(" #0.00000;-#0.00000"));
// Log probability density
Console.WriteLine(@"{0} - Log probability density at location '0.3'", exponential.DensityLn(0.3).ToString(" #0.00000;-#0.00000"));
// Entropy
Console.WriteLine(@"{0} - Entropy", exponential.Entropy.ToString(" #0.00000;-#0.00000"));
// Largest element in the domain
Console.WriteLine(@"{0} - Largest element in the domain", exponential.Maximum.ToString(" #0.00000;-#0.00000"));
// Smallest element in the domain
Console.WriteLine(@"{0} - Smallest element in the domain", exponential.Minimum.ToString(" #0.00000;-#0.00000"));
// Mean
Console.WriteLine(@"{0} - Mean", exponential.Mean.ToString(" #0.00000;-#0.00000"));
// Median
Console.WriteLine(@"{0} - Median", exponential.Median.ToString(" #0.00000;-#0.00000"));
// Mode
Console.WriteLine(@"{0} - Mode", exponential.Mode.ToString(" #0.00000;-#0.00000"));
// Variance
Console.WriteLine(@"{0} - Variance", exponential.Variance.ToString(" #0.00000;-#0.00000"));
// Standard deviation
Console.WriteLine(@"{0} - Standard deviation", exponential.StdDev.ToString(" #0.00000;-#0.00000"));
// Skewness
Console.WriteLine(@"{0} - Skewness", exponential.Skewness.ToString(" #0.00000;-#0.00000"));
Console.WriteLine();
// 3. Generate 10 samples of the Exponential distribution
Console.WriteLine(@"3. Generate 10 samples of the Exponential distribution");
for (var i = 0; i < 10; i++)
{
Console.Write(exponential.Sample().ToString("N05") + @" ");
}
Console.WriteLine();
Console.WriteLine();
// 4. Generate 100000 samples of the Exponential(1) distribution and display histogram
Console.WriteLine(@"4. Generate 100000 samples of the Exponential(1) distribution and display histogram");
var data = new double[100000];
for (var i = 0; i < data.Length; i++)
{
data[i] = exponential.Sample();
}
ConsoleHelper.DisplayHistogram(data);
Console.WriteLine();
// 5. Generate 100000 samples of the Exponential(9) distribution and display histogram
Console.WriteLine(@"5. Generate 100000 samples of the Exponential(9) distribution and display histogram");
exponential.Lambda = 9;
for (var i = 0; i < data.Length; i++)
{
data[i] = exponential.Sample();
}
ConsoleHelper.DisplayHistogram(data);
Console.WriteLine();
// 6. Generate 100000 samples of the Exponential(0.01) distribution and display histogram
Console.WriteLine(@"6. Generate 100000 samples of the Exponential(0.01) distribution and display histogram");
exponential.Lambda = 0.01;
for (var i = 0; i < data.Length; i++)
{
data[i] = exponential.Sample();
}
ConsoleHelper.DisplayHistogram(data);
}
}
}

150
src/Examples/ContinuousDistributions/FisherSnedecorDistribution.cs

@ -0,0 +1,150 @@
// <copyright file="FisherSnedecorDistribution.cs" company="Math.NET">
// Math.NET Numerics, part of the Math.NET Project
// http://numerics.mathdotnet.com
// http://github.com/mathnet/mathnet-numerics
// http://mathnetnumerics.codeplex.com
// Copyright (c) 2009-2010 Math.NET
// Permission is hereby granted, free of charge, to any person
// obtaining a copy of this software and associated documentation
// files (the "Software"), to deal in the Software without
// restriction, including without limitation the rights to use,
// copy, modify, merge, publish, distribute, sublicense, and/or sell
// copies of the Software, and to permit persons to whom the
// Software is furnished to do so, subject to the following
// conditions:
// The above copyright notice and this permission notice shall be
// included in all copies or substantial portions of the Software.
// THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
// EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES
// OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
// NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT
// HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY,
// WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING
// FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR
// OTHER DEALINGS IN THE SOFTWARE.
// </copyright>
namespace Examples.ContinuousDistributions
{
using System;
using MathNet.Numerics.Distributions;
/// <summary>
/// FisherSnedecor distribution example
/// </summary>
public class FisherSnedecorDistribution : IExample
{
/// <summary>
/// Gets the name of this example
/// </summary>
/// <seealso cref="http://reference.wolfram.com/mathematica/ref/FisherZDistribution.html"/>
public string Name
{
get
{
return "FisherSnedecor distribution";
}
}
/// <summary>
/// Gets the description of this example
/// </summary>
public string Description
{
get
{
return "FisherSnedecor distribution properties and samples generating examples";
}
}
/// <summary>
/// Run example
/// </summary>
/// <a href="http://en.wikipedia.org/wiki/F-distribution">FisherSnedecor distribution</a>
public void Run()
{
// 1. Initialize the new instance of the FisherSnedecor distribution class with parameter DegreeOfFreedom1 = 50, DegreeOfFreedom2 = 20.
var fisherSnedecor = new FisherSnedecor(50, 20);
Console.WriteLine(@"1. Initialize the new instance of the FisherSnedecor distribution class with parameters DegreeOfFreedom1 = {0}, DegreeOfFreedom2 = {1}", fisherSnedecor.DegreeOfFreedom1, fisherSnedecor.DegreeOfFreedom2);
Console.WriteLine();
// 2. Distributuion properties:
Console.WriteLine(@"2. {0} distributuion properties:", fisherSnedecor);
// Cumulative distribution function
Console.WriteLine(@"{0} - Сumulative distribution at location '0.3'", fisherSnedecor.CumulativeDistribution(0.3).ToString(" #0.00000;-#0.00000"));
// Probability density
Console.WriteLine(@"{0} - Probability density at location '0.3'", fisherSnedecor.Density(0.3).ToString(" #0.00000;-#0.00000"));
// Log probability density
Console.WriteLine(@"{0} - Log probability density at location '0.3'", fisherSnedecor.DensityLn(0.3).ToString(" #0.00000;-#0.00000"));
// Largest element in the domain
Console.WriteLine(@"{0} - Largest element in the domain", fisherSnedecor.Maximum.ToString(" #0.00000;-#0.00000"));
// Smallest element in the domain
Console.WriteLine(@"{0} - Smallest element in the domain", fisherSnedecor.Minimum.ToString(" #0.00000;-#0.00000"));
// Mean
Console.WriteLine(@"{0} - Mean", fisherSnedecor.Mean.ToString(" #0.00000;-#0.00000"));
// Mode
Console.WriteLine(@"{0} - Mode", fisherSnedecor.Mode.ToString(" #0.00000;-#0.00000"));
// Variance
Console.WriteLine(@"{0} - Variance", fisherSnedecor.Variance.ToString(" #0.00000;-#0.00000"));
// Standard deviation
Console.WriteLine(@"{0} - Standard deviation", fisherSnedecor.StdDev.ToString(" #0.00000;-#0.00000"));
// Skewness
Console.WriteLine(@"{0} - Skewness", fisherSnedecor.Skewness.ToString(" #0.00000;-#0.00000"));
Console.WriteLine();
// 3. Generate 10 samples of the FisherSnedecor distribution
Console.WriteLine(@"3. Generate 10 samples of the FisherSnedecor distribution");
for (var i = 0; i < 10; i++)
{
Console.Write(fisherSnedecor.Sample().ToString("N05") + @" ");
}
Console.WriteLine();
Console.WriteLine();
// 4. Generate 100000 samples of the FisherSnedecor(50, 20) distribution and display histogram
Console.WriteLine(@"4. Generate 100000 samples of the FisherSnedecor(50, 20) distribution and display histogram");
var data = new double[100000];
for (var i = 0; i < data.Length; i++)
{
data[i] = fisherSnedecor.Sample();
}
ConsoleHelper.DisplayHistogram(data);
Console.WriteLine();
// 5. Generate 100000 samples of the FisherSnedecor(20, 10) distribution and display histogram
Console.WriteLine(@"5. Generate 100000 samples of the FisherSnedecor(20, 10) distribution and display histogram");
fisherSnedecor.DegreeOfFreedom1 = 20;
fisherSnedecor.DegreeOfFreedom2 = 10;
for (var i = 0; i < data.Length; i++)
{
data[i] = fisherSnedecor.Sample();
}
ConsoleHelper.DisplayHistogram(data);
Console.WriteLine();
// 6. Generate 100000 samples of the FisherSnedecor(100, 100) distribution and display histogram
Console.WriteLine(@"6. Generate 100000 samples of the FisherSnedecor(100, 100) distribution and display histogram");
fisherSnedecor.DegreeOfFreedom1 = 100;
fisherSnedecor.DegreeOfFreedom2 = 100;
for (var i = 0; i < data.Length; i++)
{
data[i] = fisherSnedecor.Sample();
}
ConsoleHelper.DisplayHistogram(data);
}
}
}

141
src/Examples/ContinuousDistributions/GammaDistribution.cs

@ -0,0 +1,141 @@
// <copyright file="GammaDistribution.cs" company="Math.NET">
// Math.NET Numerics, part of the Math.NET Project
// http://numerics.mathdotnet.com
// http://github.com/mathnet/mathnet-numerics
// http://mathnetnumerics.codeplex.com
// Copyright (c) 2009-2010 Math.NET
// Permission is hereby granted, free of charge, to any person
// obtaining a copy of this software and associated documentation
// files (the "Software"), to deal in the Software without
// restriction, including without limitation the rights to use,
// copy, modify, merge, publish, distribute, sublicense, and/or sell
// copies of the Software, and to permit persons to whom the
// Software is furnished to do so, subject to the following
// conditions:
// The above copyright notice and this permission notice shall be
// included in all copies or substantial portions of the Software.
// THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
// EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES
// OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
// NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT
// HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY,
// WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING
// FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR
// OTHER DEALINGS IN THE SOFTWARE.
// </copyright>
namespace Examples.ContinuousDistributions
{
using System;
using MathNet.Numerics.Distributions;
/// <summary>
/// Gamma distribution example
/// </summary>
public class GammaDistribution : IExample
{
/// <summary>
/// Gets the name of this example
/// </summary>
/// <seealso cref="http://reference.wolfram.com/mathematica/ref/GammaDistribution.html"/>
public string Name
{
get
{
return "Gamma distribution";
}
}
/// <summary>
/// Gets the description of this example
/// </summary>
public string Description
{
get
{
return "Gamma distribution properties and samples generating examples";
}
}
/// <summary>
/// Run example
/// </summary>
/// <a href="http://en.wikipedia.org/wiki/Gamma_distribution">Gamma distribution</a>
public void Run()
{
// 1. Initialize the new instance of the Gamma distribution class with parameter Shape = 1, Scale = 0.5.
var gamma = new Gamma(1, 2.0);
Console.WriteLine(@"1. Initialize the new instance of the Gamma distribution class with parameters Shape = {0}, Scale = {1}", gamma.Shape, gamma.Scale);
Console.WriteLine();
// 2. Distributuion properties:
Console.WriteLine(@"2. {0} distributuion properties:", gamma);
// Cumulative distribution function
Console.WriteLine(@"{0} - Сumulative distribution at location '0.3'", gamma.CumulativeDistribution(0.3).ToString(" #0.00000;-#0.00000"));
// Probability density
Console.WriteLine(@"{0} - Probability density at location '0.3'", gamma.Density(0.3).ToString(" #0.00000;-#0.00000"));
// Log probability density
Console.WriteLine(@"{0} - Log probability density at location '0.3'", gamma.DensityLn(0.3).ToString(" #0.00000;-#0.00000"));
// Entropy
Console.WriteLine(@"{0} - Entropy", gamma.Entropy.ToString(" #0.00000;-#0.00000"));
// Largest element in the domain
Console.WriteLine(@"{0} - Largest element in the domain", gamma.Maximum.ToString(" #0.00000;-#0.00000"));
// Smallest element in the domain
Console.WriteLine(@"{0} - Smallest element in the domain", gamma.Minimum.ToString(" #0.00000;-#0.00000"));
// Mean
Console.WriteLine(@"{0} - Mean", gamma.Mean.ToString(" #0.00000;-#0.00000"));
// Mode
Console.WriteLine(@"{0} - Mode", gamma.Mode.ToString(" #0.00000;-#0.00000"));
// Variance
Console.WriteLine(@"{0} - Variance", gamma.Variance.ToString(" #0.00000;-#0.00000"));
// Standard deviation
Console.WriteLine(@"{0} - Standard deviation", gamma.StdDev.ToString(" #0.00000;-#0.00000"));
// Skewness
Console.WriteLine(@"{0} - Skewness", gamma.Skewness.ToString(" #0.00000;-#0.00000"));
Console.WriteLine();
// 3. Generate 10 samples of the Gamma distribution
Console.WriteLine(@"3. Generate 10 samples of the Gamma distribution");
for (var i = 0; i < 10; i++)
{
Console.Write(gamma.Sample().ToString("N05") + @" ");
}
Console.WriteLine();
Console.WriteLine();
// 4. Generate 100000 samples of the Gamma(1, 2) distribution and display histogram
Console.WriteLine(@"4. Generate 100000 samples of the Gamma(1, 2) distribution and display histogram");
var data = new double[100000];
for (var i = 0; i < data.Length; i++)
{
data[i] = gamma.Sample();
}
ConsoleHelper.DisplayHistogram(data);
Console.WriteLine();
// 5. Generate 100000 samples of the Gamma(8) distribution and display histogram
Console.WriteLine(@"5. Generate 100000 samples of the Gamma(5, 1) distribution and display histogram");
gamma.Shape = 5;
gamma.Scale = 1;
for (var i = 0; i < data.Length; i++)
{
data[i] = gamma.Sample();
}
ConsoleHelper.DisplayHistogram(data);
}
}
}

151
src/Examples/ContinuousDistributions/InverseGammaDistribution.cs

@ -0,0 +1,151 @@
// <copyright file="InverseGammaDistribution.cs" company="Math.NET">
// Math.NET Numerics, part of the Math.NET Project
// http://numerics.mathdotnet.com
// http://github.com/mathnet/mathnet-numerics
// http://mathnetnumerics.codeplex.com
// Copyright (c) 2009-2010 Math.NET
// Permission is hereby granted, free of charge, to any person
// obtaining a copy of this software and associated documentation
// files (the "Software"), to deal in the Software without
// restriction, including without limitation the rights to use,
// copy, modify, merge, publish, distribute, sublicense, and/or sell
// copies of the Software, and to permit persons to whom the
// Software is furnished to do so, subject to the following
// conditions:
// The above copyright notice and this permission notice shall be
// included in all copies or substantial portions of the Software.
// THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
// EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES
// OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
// NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT
// HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY,
// WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING
// FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR
// OTHER DEALINGS IN THE SOFTWARE.
// </copyright>
namespace Examples.ContinuousDistributions
{
using System;
using MathNet.Numerics.Distributions;
/// <summary>
/// InverseGamma distribution example
/// </summary>
public class InverseGammaDistribution : IExample
{
/// <summary>
/// Gets the name of this example
/// </summary>
/// <seealso cref="http://reference.wolfram.com/mathematica/ref/InverseGammaDistribution.html"/>
public string Name
{
get
{
return "InverseGamma distribution";
}
}
/// <summary>
/// Gets the description of this example
/// </summary>
public string Description
{
get
{
return "InverseGamma distribution properties and samples generating examples";
}
}
/// <summary>
/// Run example
/// </summary>
/// <a href="http://en.wikipedia.org/wiki/Inverse-gamma_distribution">InverseGamma distribution</a>
public void Run()
{
// 1. Initialize the new instance of the InverseGamma distribution class with parameters shape = 4, scale = 0.5
var inverseGamma = new InverseGamma(4, 0.5);
Console.WriteLine(@"1. Initialize the new instance of the InverseGamma distribution class with parameters Shape = {0}, Scale = {1}", inverseGamma.Shape, inverseGamma.Scale);
Console.WriteLine();
// 2. Distributuion properties:
Console.WriteLine(@"2. {0} distributuion properties:", inverseGamma);
// Cumulative distribution function
Console.WriteLine(@"{0} - Сumulative distribution at location '0.3'", inverseGamma.CumulativeDistribution(0.3).ToString(" #0.00000;-#0.00000"));
// Probability density
Console.WriteLine(@"{0} - Probability density at location '0.3'", inverseGamma.Density(0.3).ToString(" #0.00000;-#0.00000"));
// Log probability density
Console.WriteLine(@"{0} - Log probability density at location '0.3'", inverseGamma.DensityLn(0.3).ToString(" #0.00000;-#0.00000"));
// Entropy
Console.WriteLine(@"{0} - Entropy", inverseGamma.Entropy.ToString(" #0.00000;-#0.00000"));
// Largest element in the domain
Console.WriteLine(@"{0} - Largest element in the domain", inverseGamma.Maximum.ToString(" #0.00000;-#0.00000"));
// Smallest element in the domain
Console.WriteLine(@"{0} - Smallest element in the domain", inverseGamma.Minimum.ToString(" #0.00000;-#0.00000"));
// Mean
Console.WriteLine(@"{0} - Mean", inverseGamma.Mean.ToString(" #0.00000;-#0.00000"));
// Mode
Console.WriteLine(@"{0} - Mode", inverseGamma.Mode.ToString(" #0.00000;-#0.00000"));
// Variance
Console.WriteLine(@"{0} - Variance", inverseGamma.Variance.ToString(" #0.00000;-#0.00000"));
// Standard deviation
Console.WriteLine(@"{0} - Standard deviation", inverseGamma.StdDev.ToString(" #0.00000;-#0.00000"));
// Skewness
Console.WriteLine(@"{0} - Skewness", inverseGamma.Skewness.ToString(" #0.00000;-#0.00000"));
Console.WriteLine();
// 3. Generate 10 samples of the InverseGamma distribution
Console.WriteLine(@"3. Generate 10 samples of the InverseGamma distribution");
for (var i = 0; i < 10; i++)
{
Console.Write(inverseGamma.Sample().ToString("N05") + @" ");
}
Console.WriteLine();
Console.WriteLine();
// 4. Generate 100000 samples of the InverseGamma(4, 0.5) distribution and display histogram
Console.WriteLine(@"4. Generate 100000 samples of the InverseGamma(4, 0.5) distribution and display histogram");
var data = new double[100000];
for (var i = 0; i < data.Length; i++)
{
data[i] = inverseGamma.Sample();
}
ConsoleHelper.DisplayHistogram(data);
Console.WriteLine();
// 5. Generate 100000 samples of the InverseGamma(8, 0.5) distribution and display histogram
Console.WriteLine(@"5. Generate 100000 samples of the InverseGamma(8, 0.5) distribution and display histogram");
inverseGamma.Shape = 8;
for (var i = 0; i < data.Length; i++)
{
data[i] = inverseGamma.Sample();
}
ConsoleHelper.DisplayHistogram(data);
Console.WriteLine();
// 6. Generate 100000 samples of the InverseGamma(2, 1) distribution and display histogram
Console.WriteLine(@"6. Generate 100000 samples of the InverseGamma(8, 2) distribution and display histogram");
inverseGamma.Scale = 2;
for (var i = 0; i < data.Length; i++)
{
data[i] = inverseGamma.Sample();
}
ConsoleHelper.DisplayHistogram(data);
}
}
}

155
src/Examples/ContinuousDistributions/LaplaceDistribution.cs

@ -0,0 +1,155 @@
// <copyright file="LaplaceDistribution.cs" company="Math.NET">
// Math.NET Numerics, part of the Math.NET Project
// http://numerics.mathdotnet.com
// http://github.com/mathnet/mathnet-numerics
// http://mathnetnumerics.codeplex.com
// Copyright (c) 2009-2010 Math.NET
// Permission is hereby granted, free of charge, to any person
// obtaining a copy of this software and associated documentation
// files (the "Software"), to deal in the Software without
// restriction, including without limitation the rights to use,
// copy, modify, merge, publish, distribute, sublicense, and/or sell
// copies of the Software, and to permit persons to whom the
// Software is furnished to do so, subject to the following
// conditions:
// The above copyright notice and this permission notice shall be
// included in all copies or substantial portions of the Software.
// THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
// EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES
// OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
// NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT
// HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY,
// WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING
// FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR
// OTHER DEALINGS IN THE SOFTWARE.
// </copyright>
namespace Examples.ContinuousDistributions
{
using System;
using MathNet.Numerics.Distributions;
/// <summary>
/// Laplace distribution example
/// </summary>
public class LaplaceDistribution : IExample
{
/// <summary>
/// Gets the name of this example
/// </summary>
/// <seealso cref="http://reference.wolfram.com/mathematica/ref/LaplaceDistribution.html"/>
public string Name
{
get
{
return "Laplace distribution";
}
}
/// <summary>
/// Gets the description of this example
/// </summary>
public string Description
{
get
{
return "Laplace distribution properties and samples generating examples";
}
}
/// <summary>
/// Run example
/// </summary>
/// <a href="http://en.wikipedia.org/wiki/Laplace_distribution">Laplace distribution</a>
public void Run()
{
// 1. Initialize the new instance of the Laplace distribution class with parameters Location = {0}, Scale = {1}
var laplace = new Laplace(0, 1);
Console.WriteLine(@"1. Initialize the new instance of the Laplace distribution class with parameters Location = {0}, Scale = {1}", laplace.Location, laplace.Scale);
Console.WriteLine();
// 2. Distributuion properties:
Console.WriteLine(@"2. {0} distributuion properties:", laplace);
// Cumulative distribution function
Console.WriteLine(@"{0} - Сumulative distribution at location '0.3'", laplace.CumulativeDistribution(0.3).ToString(" #0.00000;-#0.00000"));
// Probability density
Console.WriteLine(@"{0} - Probability density at location '0.3'", laplace.Density(0.3).ToString(" #0.00000;-#0.00000"));
// Log probability density
Console.WriteLine(@"{0} - Log probability density at location '0.3'", laplace.DensityLn(0.3).ToString(" #0.00000;-#0.00000"));
// Entropy
Console.WriteLine(@"{0} - Entropy", laplace.Entropy.ToString(" #0.00000;-#0.00000"));
// Largest element in the domain
Console.WriteLine(@"{0} - Largest element in the domain", laplace.Maximum.ToString(" #0.00000;-#0.00000"));
// Smallest element in the domain
Console.WriteLine(@"{0} - Smallest element in the domain", laplace.Minimum.ToString(" #0.00000;-#0.00000"));
// Mean
Console.WriteLine(@"{0} - Mean", laplace.Mean.ToString(" #0.00000;-#0.00000"));
// Median
Console.WriteLine(@"{0} - Median", laplace.Median.ToString(" #0.00000;-#0.00000"));
// Mode
Console.WriteLine(@"{0} - Mode", laplace.Mode.ToString(" #0.00000;-#0.00000"));
// Variance
Console.WriteLine(@"{0} - Variance", laplace.Variance.ToString(" #0.00000;-#0.00000"));
// Standard deviation
Console.WriteLine(@"{0} - Standard deviation", laplace.StdDev.ToString(" #0.00000;-#0.00000"));
// Skewness
Console.WriteLine(@"{0} - Skewness", laplace.Skewness.ToString(" #0.00000;-#0.00000"));
Console.WriteLine();
// 3. Generate 10 samples of the Laplace distribution
Console.WriteLine(@"3. Generate 10 samples of the Laplace distribution");
for (var i = 0; i < 10; i++)
{
Console.Write(laplace.Sample().ToString("N05") + @" ");
}
Console.WriteLine();
Console.WriteLine();
// 4. Generate 100000 samples of the Laplace(0, 1) distribution and display histogram
Console.WriteLine(@"4. Generate 100000 samples of the Laplace(0, 1) distribution and display histogram");
var data = new double[100000];
for (var i = 0; i < data.Length; i++)
{
data[i] = laplace.Sample();
}
ConsoleHelper.DisplayHistogram(data);
Console.WriteLine();
// 5. Generate 100000 samples of the Laplace(0, 4) distribution and display histogram
Console.WriteLine(@"5. Generate 100000 samples of the Laplace(0, 4) distribution and display histogram");
data = new double[100000];
laplace.Scale = 4;
for (var i = 0; i < data.Length; i++)
{
data[i] = laplace.Sample();
}
ConsoleHelper.DisplayHistogram(data);
Console.WriteLine();
// 6. Generate 100000 samples of the Laplace(-10, 4) distribution and display histogram
Console.WriteLine(@"6. Generate 100000 samples of the Laplace(-10 4) distribution and display histogram");
laplace.Location = -10;
for (var i = 0; i < data.Length; i++)
{
data[i] = laplace.Sample();
}
ConsoleHelper.DisplayHistogram(data);
}
}
}

155
src/Examples/ContinuousDistributions/LogNormalDistribution.cs

@ -0,0 +1,155 @@
// <copyright file="LogNormalDistribution.cs" company="Math.NET">
// Math.NET Numerics, part of the Math.NET Project
// http://numerics.mathdotnet.com
// http://github.com/mathnet/mathnet-numerics
// http://mathnetnumerics.codeplex.com
// Copyright (c) 2009-2010 Math.NET
// Permission is hereby granted, free of charge, to any person
// obtaining a copy of this software and associated documentation
// files (the "Software"), to deal in the Software without
// restriction, including without limitation the rights to use,
// copy, modify, merge, publish, distribute, sublicense, and/or sell
// copies of the Software, and to permit persons to whom the
// Software is furnished to do so, subject to the following
// conditions:
// The above copyright notice and this permission notice shall be
// included in all copies or substantial portions of the Software.
// THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
// EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES
// OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
// NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT
// HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY,
// WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING
// FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR
// OTHER DEALINGS IN THE SOFTWARE.
// </copyright>
namespace Examples.ContinuousDistributions
{
using System;
using MathNet.Numerics.Distributions;
/// <summary>
/// LogNormal distribution example
/// </summary>
public class LogNormalDistribution : IExample
{
/// <summary>
/// Gets the name of this example
/// </summary>
/// <seealso cref="http://reference.wolfram.com/mathematica/ref/LogNormalDistribution.html"/>
public string Name
{
get
{
return "LogNormal distribution";
}
}
/// <summary>
/// Gets the description of this example
/// </summary>
public string Description
{
get
{
return "LogNormal distribution properties and samples generating examples";
}
}
/// <summary>
/// Run example
/// </summary>
/// <a href="http://en.wikipedia.org/wiki/Log-normal_distribution">LogNormal distribution</a>
public void Run()
{
// 1. Initialize the new instance of the LogNormal distribution class with parameters Mu = 0, Sigma = 1
var logNormal = new LogNormal(0, 1);
Console.WriteLine(@"1. Initialize the new instance of the LogNormal distribution class with parameters Mu = {0}, Sigma = {1}", logNormal.Mu, logNormal.Sigma);
Console.WriteLine();
// 2. Distributuion properties:
Console.WriteLine(@"2. {0} distributuion properties:", logNormal);
// Cumulative distribution function
Console.WriteLine(@"{0} - Сumulative distribution at location '0.3'", logNormal.CumulativeDistribution(0.3).ToString(" #0.00000;-#0.00000"));
// Probability density
Console.WriteLine(@"{0} - Probability density at location '0.3'", logNormal.Density(0.3).ToString(" #0.00000;-#0.00000"));
// Log probability density
Console.WriteLine(@"{0} - Log probability density at location '0.3'", logNormal.DensityLn(0.3).ToString(" #0.00000;-#0.00000"));
// Entropy
Console.WriteLine(@"{0} - Entropy", logNormal.Entropy.ToString(" #0.00000;-#0.00000"));
// Largest element in the domain
Console.WriteLine(@"{0} - Largest element in the domain", logNormal.Maximum.ToString(" #0.00000;-#0.00000"));
// Smallest element in the domain
Console.WriteLine(@"{0} - Smallest element in the domain", logNormal.Minimum.ToString(" #0.00000;-#0.00000"));
// Mean
Console.WriteLine(@"{0} - Mean", logNormal.Mean.ToString(" #0.00000;-#0.00000"));
// Median
Console.WriteLine(@"{0} - Median", logNormal.Median.ToString(" #0.00000;-#0.00000"));
// Mode
Console.WriteLine(@"{0} - Mode", logNormal.Mode.ToString(" #0.00000;-#0.00000"));
// Variance
Console.WriteLine(@"{0} - Variance", logNormal.Variance.ToString(" #0.00000;-#0.00000"));
// Standard deviation
Console.WriteLine(@"{0} - Standard deviation", logNormal.StdDev.ToString(" #0.00000;-#0.00000"));
// Skewness
Console.WriteLine(@"{0} - Skewness", logNormal.Skewness.ToString(" #0.00000;-#0.00000"));
Console.WriteLine();
// 3. Generate 10 samples
Console.WriteLine(@"3. Generate 10 samples");
for (var i = 0; i < 10; i++)
{
Console.Write(logNormal.Sample().ToString("N05") + @" ");
}
Console.WriteLine();
Console.WriteLine();
// 4. Generate 100000 samples of the LogNormal(0, 1) distribution and display histogram
Console.WriteLine(@"4. Generate 100000 samples of the LogNormal(0, 1) distribution and display histogram");
var data = new double[100000];
for (var i = 0; i < data.Length; i++)
{
data[i] = logNormal.Sample();
}
ConsoleHelper.DisplayHistogram(data);
Console.WriteLine();
// 5. Generate 100000 samples of the LogNormal(0, 0.5) distribution and display histogram
Console.WriteLine(@"5. Generate 100000 samples of the LogNormal(0, 0.5) distribution and display histogram");
logNormal.Sigma = 0.5;
for (var i = 0; i < data.Length; i++)
{
data[i] = logNormal.Sample();
}
ConsoleHelper.DisplayHistogram(data);
Console.WriteLine();
// 6. Generate 100000 samples of the LogNormal(5, 0.25) distribution and display histogram
Console.WriteLine(@"6. Generate 100000 samples of the LogNormal(5, 0.25) distribution and display histogram");
logNormal.Mu = 5;
logNormal.Sigma = 0.25;
for (var i = 0; i < data.Length; i++)
{
data[i] = logNormal.Sample();
}
ConsoleHelper.DisplayHistogram(data);
}
}
}

144
src/Examples/ContinuousDistributions/NormalDistribution.cs

@ -0,0 +1,144 @@
// <copyright file="NormalDistribution.cs" company="Math.NET">
// Math.NET Numerics, part of the Math.NET Project
// http://numerics.mathdotnet.com
// http://github.com/mathnet/mathnet-numerics
// http://mathnetnumerics.codeplex.com
// Copyright (c) 2009-2010 Math.NET
// Permission is hereby granted, free of charge, to any person
// obtaining a copy of this software and associated documentation
// files (the "Software"), to deal in the Software without
// restriction, including without limitation the rights to use,
// copy, modify, merge, publish, distribute, sublicense, and/or sell
// copies of the Software, and to permit persons to whom the
// Software is furnished to do so, subject to the following
// conditions:
// The above copyright notice and this permission notice shall be
// included in all copies or substantial portions of the Software.
// THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
// EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES
// OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
// NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT
// HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY,
// WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING
// FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR
// OTHER DEALINGS IN THE SOFTWARE.
// </copyright>
namespace Examples.ContinuousDistributions
{
using System;
using MathNet.Numerics.Distributions;
/// <summary>
/// Normal distribution example
/// </summary>
public class NormalDistribution : IExample
{
/// <summary>
/// Gets the name of this example
/// </summary>
/// <seealso cref="http://reference.wolfram.com/mathematica/ref/NormalDistribution.html"/>
public string Name
{
get
{
return "Normal distribution";
}
}
/// <summary>
/// Gets the description of this example
/// </summary>
public string Description
{
get
{
return "Normal distribution properties and samples generating examples";
}
}
/// <summary>
/// Run example
/// </summary>
/// <a href="http://en.wikipedia.org/wiki/Normal_distribution">Normal distribution</a>
public void Run()
{
// 1. Initialize the new instance of the Normal distribution class with parameters Mean = 0, StdDev = 1
var normal = new Normal(0, 1);
Console.WriteLine(@"1. Initialize the new instance of the Normal distribution class with parameters Mean = {0}, StdDev = {1}", normal.Mean, normal.StdDev);
Console.WriteLine();
// 2. Distributuion properties:
Console.WriteLine(@"2. {0} distributuion properties:", normal);
// Cumulative distribution function
Console.WriteLine(@"{0} - Сumulative distribution at location '0.3'", normal.CumulativeDistribution(0.3).ToString(" #0.00000;-#0.00000"));
// Probability density
Console.WriteLine(@"{0} - Probability density at location '0.3'", normal.Density(0.3).ToString(" #0.00000;-#0.00000"));
// Log probability density
Console.WriteLine(@"{0} - Log probability density at location '0.3'", normal.DensityLn(0.3).ToString(" #0.00000;-#0.00000"));
// Entropy
Console.WriteLine(@"{0} - Entropy", normal.Entropy.ToString(" #0.00000;-#0.00000"));
// Largest element in the domain
Console.WriteLine(@"{0} - Largest element in the domain", normal.Maximum.ToString(" #0.00000;-#0.00000"));
// Smallest element in the domain
Console.WriteLine(@"{0} - Smallest element in the domain", normal.Minimum.ToString(" #0.00000;-#0.00000"));
// Mean
Console.WriteLine(@"{0} - Mean", normal.Mean.ToString(" #0.00000;-#0.00000"));
// Median
Console.WriteLine(@"{0} - Median", normal.Median.ToString(" #0.00000;-#0.00000"));
// Mode
Console.WriteLine(@"{0} - Mode", normal.Mode.ToString(" #0.00000;-#0.00000"));
// Variance
Console.WriteLine(@"{0} - Variance", normal.Variance.ToString(" #0.00000;-#0.00000"));
// Standard deviation
Console.WriteLine(@"{0} - Standard deviation", normal.StdDev.ToString(" #0.00000;-#0.00000"));
// Skewness
Console.WriteLine(@"{0} - Skewness", normal.Skewness.ToString(" #0.00000;-#0.00000"));
Console.WriteLine();
// 3. Generate 10 samples
Console.WriteLine(@"3. Generate 10 samples");
for (var i = 0; i < 10; i++)
{
Console.Write(normal.Sample().ToString("N05") + @" ");
}
Console.WriteLine();
Console.WriteLine();
// 4. Generate 100000 samples of the Normal(0, 1) distribution and display histogram
Console.WriteLine(@"4. Generate 100000 samples of the Normal(0, 1) distribution and display histogram");
var data = new double[100000];
for (var i = 0; i < data.Length; i++)
{
data[i] = normal.Sample();
}
ConsoleHelper.DisplayHistogram(data);
Console.WriteLine();
// 5. Generate 100000 samples of the Normal(-10, 0.2) distribution and display histogram
Console.WriteLine(@"5. Generate 100000 samples of the Normal(-10, 0.01) distribution and display histogram");
normal.Mean = -10;
normal.StdDev = 0.01;
for (var i = 0; i < data.Length; i++)
{
data[i] = normal.Sample();
}
ConsoleHelper.DisplayHistogram(data);
}
}
}

155
src/Examples/ContinuousDistributions/ParetoDistribution.cs

@ -0,0 +1,155 @@
// <copyright file="ParetoDistribution.cs" company="Math.NET">
// Math.NET Numerics, part of the Math.NET Project
// http://numerics.mathdotnet.com
// http://github.com/mathnet/mathnet-numerics
// http://mathnetnumerics.codeplex.com
// Copyright (c) 2009-2010 Math.NET
// Permission is hereby granted, free of charge, to any person
// obtaining a copy of this software and associated documentation
// files (the "Software"), to deal in the Software without
// restriction, including without limitation the rights to use,
// copy, modify, merge, publish, distribute, sublicense, and/or sell
// copies of the Software, and to permit persons to whom the
// Software is furnished to do so, subject to the following
// conditions:
// The above copyright notice and this permission notice shall be
// included in all copies or substantial portions of the Software.
// THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
// EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES
// OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
// NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT
// HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY,
// WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING
// FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR
// OTHER DEALINGS IN THE SOFTWARE.
// </copyright>
namespace Examples.ContinuousDistributions
{
using System;
using MathNet.Numerics.Distributions;
/// <summary>
/// Pareto distribution example
/// </summary>
public class ParetoDistribution : IExample
{
/// <summary>
/// Gets the name of this example
/// </summary>
/// <seealso cref="http://reference.wolfram.com/mathematica/ref/ParetoDistribution.html"/>
public string Name
{
get
{
return "Pareto distribution";
}
}
/// <summary>
/// Gets the description of this example
/// </summary>
public string Description
{
get
{
return "Pareto distribution properties and samples generating examples";
}
}
/// <summary>
/// Run example
/// </summary>
/// <a href="http://en.wikipedia.org/wiki/Pareto_distribution">Pareto distribution</a>
public void Run()
{
// 1. Initialize the new instance of the Pareto distribution class with parameters Shape = 3, Scale = 1
var pareto = new Pareto(1, 3);
Console.WriteLine(@"1. Initialize the new instance of the Pareto distribution class with parameters Shape = {0}, Scale = {1}", pareto.Shape, pareto.Scale);
Console.WriteLine();
// 2. Distributuion properties:
Console.WriteLine(@"2. {0} distributuion properties:", pareto);
// Cumulative distribution function
Console.WriteLine(@"{0} - Сumulative distribution at location '0.3'", pareto.CumulativeDistribution(0.3).ToString(" #0.00000;-#0.00000"));
// Probability density
Console.WriteLine(@"{0} - Probability density at location '0.3'", pareto.Density(0.3).ToString(" #0.00000;-#0.00000"));
// Log probability density
Console.WriteLine(@"{0} - Log probability density at location '0.3'", pareto.DensityLn(0.3).ToString(" #0.00000;-#0.00000"));
// Entropy
Console.WriteLine(@"{0} - Entropy", pareto.Entropy.ToString(" #0.00000;-#0.00000"));
// Largest element in the domain
Console.WriteLine(@"{0} - Largest element in the domain", pareto.Maximum.ToString(" #0.00000;-#0.00000"));
// Smallest element in the domain
Console.WriteLine(@"{0} - Smallest element in the domain", pareto.Minimum.ToString(" #0.00000;-#0.00000"));
// Mean
Console.WriteLine(@"{0} - Mean", pareto.Mean.ToString(" #0.00000;-#0.00000"));
// Median
Console.WriteLine(@"{0} - Median", pareto.Median.ToString(" #0.00000;-#0.00000"));
// Mode
Console.WriteLine(@"{0} - Mode", pareto.Mode.ToString(" #0.00000;-#0.00000"));
// Variance
Console.WriteLine(@"{0} - Variance", pareto.Variance.ToString(" #0.00000;-#0.00000"));
// Standard deviation
Console.WriteLine(@"{0} - Standard deviation", pareto.StdDev.ToString(" #0.00000;-#0.00000"));
// Skewness
Console.WriteLine(@"{0} - Skewness", pareto.Skewness.ToString(" #0.00000;-#0.00000"));
Console.WriteLine();
// 3. Generate 10 samples of the Pareto distribution
Console.WriteLine(@"3. Generate 10 samples of the Pareto distribution");
for (var i = 0; i < 10; i++)
{
Console.Write(pareto.Sample().ToString("N05") + @" ");
}
Console.WriteLine();
Console.WriteLine();
// 4. Generate 100000 samples of the Pareto(1, 3) distribution and display histogram
Console.WriteLine(@"4. Generate 100000 samples of the Pareto(1, 3) distribution and display histogram");
var data = new double[100000];
for (var i = 0; i < data.Length; i++)
{
data[i] = pareto.Sample();
}
ConsoleHelper.DisplayHistogram(data);
Console.WriteLine();
// 5. Generate 100000 samples of the Pareto(1, 1) distribution and display histogram
Console.WriteLine(@"5. Generate 100000 samples of the Pareto(1, 1) distribution and display histogram");
pareto.Shape = 1;
for (var i = 0; i < data.Length; i++)
{
data[i] = pareto.Sample();
}
ConsoleHelper.DisplayHistogram(data);
Console.WriteLine();
// 6. Generate 100000 samples of the Pareto(10, 5) distribution and display histogram
Console.WriteLine(@"6. Generate 100000 samples of the Pareto(10, 50) distribution and display histogram");
pareto.Shape = 50;
pareto.Scale = 10;
for (var i = 0; i < data.Length; i++)
{
data[i] = pareto.Sample();
}
ConsoleHelper.DisplayHistogram(data);
}
}
}

154
src/Examples/ContinuousDistributions/RayleighDistribution.cs

@ -0,0 +1,154 @@
// <copyright file="RayleighDistribution.cs" company="Math.NET">
// Math.NET Numerics, part of the Math.NET Project
// http://numerics.mathdotnet.com
// http://github.com/mathnet/mathnet-numerics
// http://mathnetnumerics.codeplex.com
// Copyright (c) 2009-2010 Math.NET
// Permission is hereby granted, free of charge, to any person
// obtaining a copy of this software and associated documentation
// files (the "Software"), to deal in the Software without
// restriction, including without limitation the rights to use,
// copy, modify, merge, publish, distribute, sublicense, and/or sell
// copies of the Software, and to permit persons to whom the
// Software is furnished to do so, subject to the following
// conditions:
// The above copyright notice and this permission notice shall be
// included in all copies or substantial portions of the Software.
// THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
// EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES
// OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
// NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT
// HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY,
// WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING
// FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR
// OTHER DEALINGS IN THE SOFTWARE.
// </copyright>
namespace Examples.ContinuousDistributions
{
using System;
using MathNet.Numerics.Distributions;
/// <summary>
/// Rayleigh distribution example
/// </summary>
public class RayleighDistribution : IExample
{
/// <summary>
/// Gets the name of this example
/// </summary>
/// <seealso cref="http://reference.wolfram.com/mathematica/ref/RayleighDistribution.html"/>
public string Name
{
get
{
return "Rayleigh distribution";
}
}
/// <summary>
/// Gets the description of this example
/// </summary>
public string Description
{
get
{
return "Rayleigh distribution properties and samples generating examples";
}
}
/// <summary>
/// Run example
/// </summary>
/// <a href="http://en.wikipedia.org/wiki/Rayleigh_distribution">Rayleigh distribution</a>
public void Run()
{
// 1. Initialize the new instance of the Rayleigh distribution class with parameter Scale = 1.
var rayleigh = new Rayleigh(1);
Console.WriteLine(@"1. Initialize the new instance of the Rayleigh distribution class with parameter Scale = {0}", rayleigh.Scale);
Console.WriteLine();
// 2. Distributuion properties:
Console.WriteLine(@"2. {0} distributuion properties:", rayleigh);
// Cumulative distribution function
Console.WriteLine(@"{0} - Сumulative distribution at location '0.3'", rayleigh.CumulativeDistribution(0.3).ToString(" #0.00000;-#0.00000"));
// Probability density
Console.WriteLine(@"{0} - Probability density at location '0.3'", rayleigh.Density(0.3).ToString(" #0.00000;-#0.00000"));
// Log probability density
Console.WriteLine(@"{0} - Log probability density at location '0.3'", rayleigh.DensityLn(0.3).ToString(" #0.00000;-#0.00000"));
// Entropy
Console.WriteLine(@"{0} - Entropy", rayleigh.Entropy.ToString(" #0.00000;-#0.00000"));
// Largest element in the domain
Console.WriteLine(@"{0} - Largest element in the domain", rayleigh.Maximum.ToString(" #0.00000;-#0.00000"));
// Smallest element in the domain
Console.WriteLine(@"{0} - Smallest element in the domain", rayleigh.Minimum.ToString(" #0.00000;-#0.00000"));
// Mean
Console.WriteLine(@"{0} - Mean", rayleigh.Mean.ToString(" #0.00000;-#0.00000"));
// Median
Console.WriteLine(@"{0} - Median", rayleigh.Median.ToString(" #0.00000;-#0.00000"));
// Mode
Console.WriteLine(@"{0} - Mode", rayleigh.Mode.ToString(" #0.00000;-#0.00000"));
// Variance
Console.WriteLine(@"{0} - Variance", rayleigh.Variance.ToString(" #0.00000;-#0.00000"));
// Standard deviation
Console.WriteLine(@"{0} - Standard deviation", rayleigh.StdDev.ToString(" #0.00000;-#0.00000"));
// Skewness
Console.WriteLine(@"{0} - Skewness", rayleigh.Skewness.ToString(" #0.00000;-#0.00000"));
Console.WriteLine();
// 3. Generate 10 samples of the Rayleigh distribution
Console.WriteLine(@"3. Generate 10 samples of the Rayleigh distribution");
for (var i = 0; i < 10; i++)
{
Console.Write(rayleigh.Sample().ToString("N05") + @" ");
}
Console.WriteLine();
Console.WriteLine();
// 4. Generate 100000 samples of the Rayleigh(1) distribution and display histogram
Console.WriteLine(@"4. Generate 100000 samples of the Rayleigh(1) distribution and display histogram");
var data = new double[100000];
for (var i = 0; i < data.Length; i++)
{
data[i] = rayleigh.Sample();
}
ConsoleHelper.DisplayHistogram(data);
Console.WriteLine();
// 5. Generate 100000 samples of the Rayleigh(4) distribution and display histogram
Console.WriteLine(@"5. Generate 100000 samples of the Rayleigh(4) distribution and display histogram");
rayleigh.Scale = 4;
for (var i = 0; i < data.Length; i++)
{
data[i] = rayleigh.Sample();
}
ConsoleHelper.DisplayHistogram(data);
Console.WriteLine();
// 6. Generate 100000 samples of the Rayleigh(0.5) distribution and display histogram
Console.WriteLine(@"6. Generate 100000 samples of the Rayleigh(0.5) distribution and display histogram");
rayleigh.Scale = 0.5;
for (var i = 0; i < data.Length; i++)
{
data[i] = rayleigh.Sample();
}
ConsoleHelper.DisplayHistogram(data);
}
}
}

154
src/Examples/ContinuousDistributions/StableDistribution.cs

@ -0,0 +1,154 @@
// <copyright file="StableDistribution.cs" company="Math.NET">
// Math.NET Numerics, part of the Math.NET Project
// http://numerics.mathdotnet.com
// http://github.com/mathnet/mathnet-numerics
// http://mathnetnumerics.codeplex.com
// Copyright (c) 2009-2010 Math.NET
// Permission is hereby granted, free of charge, to any person
// obtaining a copy of this software and associated documentation
// files (the "Software"), to deal in the Software without
// restriction, including without limitation the rights to use,
// copy, modify, merge, publish, distribute, sublicense, and/or sell
// copies of the Software, and to permit persons to whom the
// Software is furnished to do so, subject to the following
// conditions:
// The above copyright notice and this permission notice shall be
// included in all copies or substantial portions of the Software.
// THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
// EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES
// OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
// NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT
// HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY,
// WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING
// FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR
// OTHER DEALINGS IN THE SOFTWARE.
// </copyright>
namespace Examples.ContinuousDistributions
{
using System;
using MathNet.Numerics.Distributions;
/// <summary>
/// Stable distribution example
/// </summary>
public class StableDistribution : IExample
{
/// <summary>
/// Gets the name of this example
/// </summary>
/// <seealso cref="http://reference.wolfram.com/mathematica/ref/StableDistribution.html"/>
public string Name
{
get
{
return "Stable distribution";
}
}
/// <summary>
/// Gets the description of this example
/// </summary>
public string Description
{
get
{
return "Stable distribution properties and samples generating examples";
}
}
/// <summary>
/// Run example
/// </summary>
/// <a href="http://en.wikipedia.org/wiki/Stable_distribution">Stable distribution</a>
public void Run()
{
// 1. Initialize the new instance of the Stable distribution class with parameters Alpha = 2.0, Beta = 0, Scale = 1, Location = 0.
var stable = new Stable(2.0, 0, 1, 0);
Console.WriteLine(@"1. Initialize the new instance of the Stable distribution class with parameters Alpha = {0}, Beta = {1}, Scale = {2}, Location = {3}", stable.Alpha, stable.Beta, stable.Scale, stable.Location);
Console.WriteLine();
// 2. Distributuion properties:
Console.WriteLine(@"2. {0} distributuion properties:", stable);
// Cumulative distribution function
Console.WriteLine(@"{0} - Сumulative distribution at location '0.3'", stable.CumulativeDistribution(0.3).ToString(" #0.00000;-#0.00000"));
// Probability density
Console.WriteLine(@"{0} - Probability density at location '0.3'", stable.Density(0.3).ToString(" #0.00000;-#0.00000"));
// Log probability density
Console.WriteLine(@"{0} - Log probability density at location '0.3'", stable.DensityLn(0.3).ToString(" #0.00000;-#0.00000"));
// Largest element in the domain
Console.WriteLine(@"{0} - Largest element in the domain", stable.Maximum.ToString(" #0.00000;-#0.00000"));
// Smallest element in the domain
Console.WriteLine(@"{0} - Smallest element in the domain", stable.Minimum.ToString(" #0.00000;-#0.00000"));
// Mean
Console.WriteLine(@"{0} - Mean", stable.Mean.ToString(" #0.00000;-#0.00000"));
// Median
Console.WriteLine(@"{0} - Median", stable.Median.ToString(" #0.00000;-#0.00000"));
// Mode
Console.WriteLine(@"{0} - Mode", stable.Mode.ToString(" #0.00000;-#0.00000"));
// Variance
Console.WriteLine(@"{0} - Variance", stable.Variance.ToString(" #0.00000;-#0.00000"));
// Standard deviation
Console.WriteLine(@"{0} - Standard deviation", stable.StdDev.ToString(" #0.00000;-#0.00000"));
// Skewness
Console.WriteLine(@"{0} - Skewness", stable.Skewness.ToString(" #0.00000;-#0.00000"));
Console.WriteLine();
// 3. Generate 10 samples of the Stable distribution
Console.WriteLine(@"3. Generate 10 samples of the Stable distribution");
for (var i = 0; i < 10; i++)
{
Console.Write(stable.Sample().ToString("N05") + @" ");
}
Console.WriteLine();
Console.WriteLine();
// 4. Generate 100000 samples of the Stable(1) distribution and display histogram
Console.WriteLine(@"4. Generate 100000 samples of the Stable(2, 0, 1, 0) distribution and display histogram");
var data = new double[100000];
for (var i = 0; i < data.Length; i++)
{
data[i] = stable.Sample();
}
ConsoleHelper.DisplayHistogram(data);
Console.WriteLine();
// 5. Generate 100000 samples of the Stable(1, 0, 1, 0) distribution and display histogram
Console.WriteLine(@"5. Generate 100000 samples of the Stable(1, 0, 1, 0) distribution and display histogram");
stable.Alpha = 1;
for (var i = 0; i < data.Length; i++)
{
data[i] = stable.Sample();
}
ConsoleHelper.DisplayHistogram(data);
Console.WriteLine();
// 6. Generate 100000 samples of the Stable(1.5, 1, 1, 5) distribution and display histogram
Console.WriteLine(@"6. Generate 100000 samples of the Stable(1.5, 1, 1, 5) distribution and display histogram");
stable.Alpha = 1.5;
stable.Beta = 1;
stable.Location = 5;
stable.Scale = 5;
for (var i = 0; i < data.Length; i++)
{
data[i] = stable.Sample();
}
ConsoleHelper.DisplayHistogram(data);
}
}
}

149
src/Examples/ContinuousDistributions/StudentTDistribution.cs

@ -0,0 +1,149 @@
// <copyright file="StudentTDistribution.cs" company="Math.NET">
// Math.NET Numerics, part of the Math.NET Project
// http://numerics.mathdotnet.com
// http://github.com/mathnet/mathnet-numerics
// http://mathnetnumerics.codeplex.com
// Copyright (c) 2009-2010 Math.NET
// Permission is hereby granted, free of charge, to any person
// obtaining a copy of this software and associated documentation
// files (the "Software"), to deal in the Software without
// restriction, including without limitation the rights to use,
// copy, modify, merge, publish, distribute, sublicense, and/or sell
// copies of the Software, and to permit persons to whom the
// Software is furnished to do so, subject to the following
// conditions:
// The above copyright notice and this permission notice shall be
// included in all copies or substantial portions of the Software.
// THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
// EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES
// OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
// NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT
// HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY,
// WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING
// FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR
// OTHER DEALINGS IN THE SOFTWARE.
// </copyright>
namespace Examples.ContinuousDistributions
{
using System;
using MathNet.Numerics.Distributions;
/// <summary>
/// StudentT distribution example
/// </summary>
public class StudentTDistribution : IExample
{
/// <summary>
/// Gets the name of this example
/// </summary>
/// <seealso cref="http://reference.wolfram.com/mathematica/ref/StudentTDistribution.html"/>
public string Name
{
get
{
return "StudentT distribution";
}
}
/// <summary>
/// Gets the description of this example
/// </summary>
public string Description
{
get
{
return "StudentT distribution properties and samples generating examples";
}
}
/// <summary>
/// Run example
/// </summary>
/// <a href="http://en.wikipedia.org/wiki/StudentT_distribution">StudentT distribution</a>
public void Run()
{
// 1. Initialize the new instance of the StudentT distribution class with parameters Location = 0, Scale = 1, DegreesOfFreedom = 1
var studentT = new StudentT();
Console.WriteLine(@"1. Initialize the new instance of the StudentT distribution class with parameters Location = {0}, Scale = {1}, DegreesOfFreedom = {2}", studentT.Location, studentT.Scale, studentT.DegreesOfFreedom);
Console.WriteLine();
// 2. Distributuion properties:
Console.WriteLine(@"2. {0} distributuion properties:", studentT);
// Cumulative distribution function
Console.WriteLine(@"{0} - Сumulative distribution at location '0.3'", studentT.CumulativeDistribution(0.3).ToString(" #0.00000;-#0.00000"));
// Probability density
Console.WriteLine(@"{0} - Probability density at location '0.3'", studentT.Density(0.3).ToString(" #0.00000;-#0.00000"));
// Log probability density
Console.WriteLine(@"{0} - Log probability density at location '0.3'", studentT.DensityLn(0.3).ToString(" #0.00000;-#0.00000"));
// Entropy
Console.WriteLine(@"{0} - Entropy", studentT.Entropy.ToString(" #0.00000;-#0.00000"));
// Largest element in the domain
Console.WriteLine(@"{0} - Largest element in the domain", studentT.Maximum.ToString(" #0.00000;-#0.00000"));
// Smallest element in the domain
Console.WriteLine(@"{0} - Smallest element in the domain", studentT.Minimum.ToString(" #0.00000;-#0.00000"));
// Mean
Console.WriteLine(@"{0} - Mean", studentT.Mean.ToString(" #0.00000;-#0.00000"));
// Median
Console.WriteLine(@"{0} - Median", studentT.Median.ToString(" #0.00000;-#0.00000"));
// Mode
Console.WriteLine(@"{0} - Mode", studentT.Mode.ToString(" #0.00000;-#0.00000"));
// Variance
Console.WriteLine(@"{0} - Variance", studentT.Variance.ToString(" #0.00000;-#0.00000"));
// Standard deviation
Console.WriteLine(@"{0} - Standard deviation", studentT.StdDev.ToString(" #0.00000;-#0.00000"));
// 3. Generate 10 samples of the StudentT distribution
Console.WriteLine(@"3. Generate 10 samples of the StudentT distribution");
for (var i = 0; i < 10; i++)
{
Console.Write(studentT.Sample().ToString("N05") + @" ");
}
Console.WriteLine();
Console.WriteLine();
// 4. Generate 100000 samples of the StudentT(0, 1, 1) distribution and display histogram
Console.WriteLine(@"4. Generate 100000 samples of the StudentT(0, 1, 1) distribution and display histogram");
var data = new double[100000];
for (var i = 0; i < data.Length; i++)
{
data[i] = studentT.Sample();
}
ConsoleHelper.DisplayHistogram(data);
// 5. Generate 100000 samples of the StudentT(0, 1, 5) distribution and display histogram
Console.WriteLine(@"5. Generate 100000 samples of the StudentT(0, 1, 5) distribution and display histogram");
studentT.DegreesOfFreedom = 5;
for (var i = 0; i < data.Length; i++)
{
data[i] = studentT.Sample();
}
ConsoleHelper.DisplayHistogram(data);
Console.WriteLine();
// 6. Generate 100000 samples of the StudentT(0, 1, 10) distribution and display histogram
Console.WriteLine(@"6. Generate 100000 samples of the StudentT(0, 1, 10) distribution and display histogram");
studentT.DegreesOfFreedom = 10;
for (var i = 0; i < data.Length; i++)
{
data[i] = studentT.Sample();
}
ConsoleHelper.DisplayHistogram(data);
}
}
}

154
src/Examples/ContinuousDistributions/WeibullDistribution.cs

@ -0,0 +1,154 @@
// <copyright file="WeibullDistribution.cs" company="Math.NET">
// Math.NET Numerics, part of the Math.NET Project
// http://numerics.mathdotnet.com
// http://github.com/mathnet/mathnet-numerics
// http://mathnetnumerics.codeplex.com
// Copyright (c) 2009-2010 Math.NET
// Permission is hereby granted, free of charge, to any person
// obtaining a copy of this software and associated documentation
// files (the "Software"), to deal in the Software without
// restriction, including without limitation the rights to use,
// copy, modify, merge, publish, distribute, sublicense, and/or sell
// copies of the Software, and to permit persons to whom the
// Software is furnished to do so, subject to the following
// conditions:
// The above copyright notice and this permission notice shall be
// included in all copies or substantial portions of the Software.
// THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
// EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES
// OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
// NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT
// HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY,
// WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING
// FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR
// OTHER DEALINGS IN THE SOFTWARE.
// </copyright>
namespace Examples.ContinuousDistributions
{
using System;
using MathNet.Numerics.Distributions;
/// <summary>
/// Weibull distribution example
/// </summary>
public class WeibullDistribution : IExample
{
/// <summary>
/// Gets the name of this example
/// </summary>
/// <seealso cref="http://reference.wolfram.com/mathematica/ref/WeibullDistribution.html"/>
public string Name
{
get
{
return "Weibull distribution";
}
}
/// <summary>
/// Gets the description of this example
/// </summary>
public string Description
{
get
{
return "Weibull distribution properties and samples generating examples";
}
}
/// <summary>
/// Run example
/// </summary>
/// <a href="http://en.wikipedia.org/wiki/Weibull_distribution">Weibull distribution</a>
public void Run()
{
// 1. Initialize the new instance of the Weibull distribution class with parameters Scale = 1, Shape = 0.5
var weibull = new Weibull(0.5, 1);
Console.WriteLine(@"1. Initialize the new instance of the Weibull distribution class with parameterы Scale = {0}, Shape = {1}", weibull.Scale, weibull.Shape);
Console.WriteLine();
// 2. Distributuion properties:
Console.WriteLine(@"2. {0} distributuion properties:", weibull);
// Cumulative distribution function
Console.WriteLine(@"{0} - Сumulative distribution at location '0.3'", weibull.CumulativeDistribution(0.3).ToString(" #0.00000;-#0.00000"));
// Probability density
Console.WriteLine(@"{0} - Probability density at location '0.3'", weibull.Density(0.3).ToString(" #0.00000;-#0.00000"));
// Log probability density
Console.WriteLine(@"{0} - Log probability density at location '0.3'", weibull.DensityLn(0.3).ToString(" #0.00000;-#0.00000"));
// Entropy
Console.WriteLine(@"{0} - Entropy", weibull.Entropy.ToString(" #0.00000;-#0.00000"));
// Largest element in the domain
Console.WriteLine(@"{0} - Largest element in the domain", weibull.Maximum.ToString(" #0.00000;-#0.00000"));
// Smallest element in the domain
Console.WriteLine(@"{0} - Smallest element in the domain", weibull.Minimum.ToString(" #0.00000;-#0.00000"));
// Mean
Console.WriteLine(@"{0} - Mean", weibull.Mean.ToString(" #0.00000;-#0.00000"));
// Median
Console.WriteLine(@"{0} - Median", weibull.Median.ToString(" #0.00000;-#0.00000"));
// Mode
Console.WriteLine(@"{0} - Mode", weibull.Mode.ToString(" #0.00000;-#0.00000"));
// Variance
Console.WriteLine(@"{0} - Variance", weibull.Variance.ToString(" #0.00000;-#0.00000"));
// Standard deviation
Console.WriteLine(@"{0} - Standard deviation", weibull.StdDev.ToString(" #0.00000;-#0.00000"));
// Skewness
Console.WriteLine(@"{0} - Skewness", weibull.Skewness.ToString(" #0.00000;-#0.00000"));
Console.WriteLine();
// 3. Generate 10 samples of the Weibull distribution
Console.WriteLine(@"3. Generate 10 samples of the Weibull distribution");
for (var i = 0; i < 10; i++)
{
Console.Write(weibull.Sample().ToString("N05") + @" ");
}
Console.WriteLine();
Console.WriteLine();
// 4. Generate 100000 samples of the Weibull(0.5, 1) distribution and display histogram
Console.WriteLine(@"4. Generate 100000 samples of the Weibull(0.5, 1) distribution and display histogram");
var data = new double[100000];
for (var i = 0; i < data.Length; i++)
{
data[i] = weibull.Sample();
}
ConsoleHelper.DisplayHistogram(data);
Console.WriteLine();
// 5. Generate 100000 samples of the Weibull(1.5, 1) distribution and display histogram
Console.WriteLine(@"5. Generate 100000 samples of the Weibull(1.5, 1) distribution and display histogram");
weibull.Shape = 1.5;
for (var i = 0; i < data.Length; i++)
{
data[i] = weibull.Sample();
}
ConsoleHelper.DisplayHistogram(data);
Console.WriteLine();
// 6. Generate 100000 samples of the Weibull(5, 1) distribution and display histogram
Console.WriteLine(@"6. Generate 100000 samples of the Weibull(5, 1) distribution and display histogram");
weibull.Shape = 5;
for (var i = 0; i < data.Length; i++)
{
data[i] = weibull.Sample();
}
ConsoleHelper.DisplayHistogram(data);
}
}
}

151
src/Examples/DiscreteDistributions/BernoulliDistribution.cs

@ -0,0 +1,151 @@
// <copyright file="BernoulliDistribution.cs" company="Math.NET">
// Math.NET Numerics, part of the Math.NET Project
// http://numerics.mathdotnet.com
// http://github.com/mathnet/mathnet-numerics
// http://mathnetnumerics.codeplex.com
// Copyright (c) 2009-2010 Math.NET
// Permission is hereby granted, free of charge, to any person
// obtaining a copy of this software and associated documentation
// files (the "Software"), to deal in the Software without
// restriction, including without limitation the rights to use,
// copy, modify, merge, publish, distribute, sublicense, and/or sell
// copies of the Software, and to permit persons to whom the
// Software is furnished to do so, subject to the following
// conditions:
// The above copyright notice and this permission notice shall be
// included in all copies or substantial portions of the Software.
// THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
// EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES
// OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
// NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT
// HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY,
// WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING
// FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR
// OTHER DEALINGS IN THE SOFTWARE.
// </copyright>
namespace Examples.DiscreteDistributions
{
using System;
using MathNet.Numerics.Distributions;
/// <summary>
/// Bernoulli distribution example
/// </summary>
public class BernoulliDistribution : IExample
{
/// <summary>
/// Gets the name of this example
/// </summary>
/// <seealso cref="http://reference.wolfram.com/mathematica/ref/BernoulliDistribution.html"/>
public string Name
{
get
{
return "Bernoulli distribution";
}
}
/// <summary>
/// Gets the description of this example
/// </summary>
public string Description
{
get
{
return "Bernoulli distribution properties and samples generating examples";
}
}
/// <summary>
/// Run example
/// </summary>
/// <a href="http://en.wikipedia.org/wiki/Bernoulli_distribution">Bernoulli distribution</a>
public void Run()
{
// 1. Initialize the new instance of the Bernoulli distribution class with parameter P = 0.2
var bernoulli = new Bernoulli(0.2);
Console.WriteLine(@"1. Initialize the new instance of the Bernoulli distribution class with parameter P = {0}", bernoulli.P);
Console.WriteLine();
// 2. Distributuion properties:
Console.WriteLine(@"2. {0} distributuion properties:", bernoulli);
// Cumulative distribution function
Console.WriteLine(@"{0} - Сumulative distribution at location '3'", bernoulli.CumulativeDistribution(3).ToString(" #0.00000;-#0.00000"));
// Probability density
Console.WriteLine(@"{0} - Probability mass at location '3'", bernoulli.Probability(3).ToString(" #0.00000;-#0.00000"));
// Log probability density
Console.WriteLine(@"{0} - Log probability mass at location '3'", bernoulli.ProbabilityLn(3).ToString(" #0.00000;-#0.00000"));
// Entropy
Console.WriteLine(@"{0} - Entropy", bernoulli.Entropy.ToString(" #0.00000;-#0.00000"));
// Largest element in the domain
Console.WriteLine(@"{0} - Largest element in the domain", bernoulli.Maximum.ToString(" #0.00000;-#0.00000"));
// Smallest element in the domain
Console.WriteLine(@"{0} - Smallest element in the domain", bernoulli.Minimum.ToString(" #0.00000;-#0.00000"));
// Mean
Console.WriteLine(@"{0} - Mean", bernoulli.Mean.ToString(" #0.00000;-#0.00000"));
// Mode
Console.WriteLine(@"{0} - Mode", bernoulli.Mode.ToString(" #0.00000;-#0.00000"));
// Variance
Console.WriteLine(@"{0} - Variance", bernoulli.Variance.ToString(" #0.00000;-#0.00000"));
// Standard deviation
Console.WriteLine(@"{0} - Standard deviation", bernoulli.StdDev.ToString(" #0.00000;-#0.00000"));
// Skewness
Console.WriteLine(@"{0} - Skewness", bernoulli.Skewness.ToString(" #0.00000;-#0.00000"));
Console.WriteLine();
// 3. Generate 10 samples of the Bernoulli distribution
Console.WriteLine(@"3. Generate 10 samples of the Bernoulli distribution");
for (var i = 0; i < 10; i++)
{
Console.Write(bernoulli.Sample().ToString("N05") + @" ");
}
Console.WriteLine();
Console.WriteLine();
// 4. Generate 100000 samples of the Bernoulli(0.2) distribution and display histogram
Console.WriteLine(@"4. Generate 100000 samples of the Bernoulli(0.2) distribution and display histogram");
var data = new double[100000];
for (var i = 0; i < data.Length; i++)
{
data[i] = bernoulli.Sample();
}
ConsoleHelper.DisplayHistogram(data);
Console.WriteLine();
// 5. Generate 100000 samples of the Bernoulli(4) distribution and display histogram
Console.WriteLine(@"5. Generate 100000 samples of the Bernoulli(0.9) distribution and display histogram");
bernoulli.P = 0.9;
for (var i = 0; i < data.Length; i++)
{
data[i] = bernoulli.Sample();
}
ConsoleHelper.DisplayHistogram(data);
Console.WriteLine();
// 6. Generate 100000 samples of the Bernoulli(8) distribution and display histogram
Console.WriteLine(@"6. Generate 100000 samples of the Bernoulli(0.5) distribution and display histogram");
bernoulli.P = 0.5;
for (var i = 0; i < data.Length; i++)
{
data[i] = bernoulli.Sample();
}
ConsoleHelper.DisplayHistogram(data);
}
}
}

155
src/Examples/DiscreteDistributions/BinomialDistribution.cs

@ -0,0 +1,155 @@
// <copyright file="BinomialDistribution.cs" company="Math.NET">
// Math.NET Numerics, part of the Math.NET Project
// http://numerics.mathdotnet.com
// http://github.com/mathnet/mathnet-numerics
// http://mathnetnumerics.codeplex.com
// Copyright (c) 2009-2010 Math.NET
// Permission is hereby granted, free of charge, to any person
// obtaining a copy of this software and associated documentation
// files (the "Software"), to deal in the Software without
// restriction, including without limitation the rights to use,
// copy, modify, merge, publish, distribute, sublicense, and/or sell
// copies of the Software, and to permit persons to whom the
// Software is furnished to do so, subject to the following
// conditions:
// The above copyright notice and this permission notice shall be
// included in all copies or substantial portions of the Software.
// THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
// EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES
// OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
// NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT
// HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY,
// WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING
// FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR
// OTHER DEALINGS IN THE SOFTWARE.
// </copyright>
namespace Examples.DiscreteDistributions
{
using System;
using MathNet.Numerics.Distributions;
/// <summary>
/// Binomial distribution example
/// </summary>
public class BinomialDistribution : IExample
{
/// <summary>
/// Gets the name of this example
/// </summary>
/// <seealso cref="http://reference.wolfram.com/mathematica/ref/BinomialDistribution.html"/>
public string Name
{
get
{
return "Binomial distribution";
}
}
/// <summary>
/// Gets the description of this example
/// </summary>
public string Description
{
get
{
return "Binomial distribution properties and samples generating examples";
}
}
/// <summary>
/// Run example
/// </summary>
/// <a href="http://en.wikipedia.org/wiki/Binomial_distribution">Binomial distribution</a>
public void Run()
{
// 1. Initialize the new instance of the Binomial distribution class with parameters P = 0.2, N = 20
var binomial = new Binomial(0.2, 20);
Console.WriteLine(@"1. Initialize the new instance of the Binomial distribution class with parameters P = {0}, N = {1}", binomial.P, binomial.N);
Console.WriteLine();
// 2. Distributuion properties:
Console.WriteLine(@"2. {0} distributuion properties:", binomial);
// Cumulative distribution function
Console.WriteLine(@"{0} - Сumulative distribution at location '3'", binomial.CumulativeDistribution(3).ToString(" #0.00000;-#0.00000"));
// Probability density
Console.WriteLine(@"{0} - Probability mass at location '3'", binomial.Probability(3).ToString(" #0.00000;-#0.00000"));
// Log probability density
Console.WriteLine(@"{0} - Log probability mass at location '3'", binomial.ProbabilityLn(3).ToString(" #0.00000;-#0.00000"));
// Entropy
Console.WriteLine(@"{0} - Entropy", binomial.Entropy.ToString(" #0.00000;-#0.00000"));
// Largest element in the domain
Console.WriteLine(@"{0} - Largest element in the domain", binomial.Maximum.ToString(" #0.00000;-#0.00000"));
// Smallest element in the domain
Console.WriteLine(@"{0} - Smallest element in the domain", binomial.Minimum.ToString(" #0.00000;-#0.00000"));
// Mean
Console.WriteLine(@"{0} - Mean", binomial.Mean.ToString(" #0.00000;-#0.00000"));
// Median
Console.WriteLine(@"{0} - Median", binomial.Median.ToString(" #0.00000;-#0.00000"));
// Mode
Console.WriteLine(@"{0} - Mode", binomial.Mode.ToString(" #0.00000;-#0.00000"));
// Variance
Console.WriteLine(@"{0} - Variance", binomial.Variance.ToString(" #0.00000;-#0.00000"));
// Standard deviation
Console.WriteLine(@"{0} - Standard deviation", binomial.StdDev.ToString(" #0.00000;-#0.00000"));
// Skewness
Console.WriteLine(@"{0} - Skewness", binomial.Skewness.ToString(" #0.00000;-#0.00000"));
Console.WriteLine();
// 3. Generate 10 samples of the Binomial distribution
Console.WriteLine(@"3. Generate 10 samples of the Binomial distribution");
for (var i = 0; i < 10; i++)
{
Console.Write(binomial.Sample().ToString("N05") + @" ");
}
Console.WriteLine();
Console.WriteLine();
// 4. Generate 100000 samples of the Binomial(0.2, 20) distribution and display histogram
Console.WriteLine(@"4. Generate 100000 samples of the Binomial(0.2, 20) distribution and display histogram");
var data = new double[100000];
for (var i = 0; i < data.Length; i++)
{
data[i] = binomial.Sample();
}
ConsoleHelper.DisplayHistogram(data);
Console.WriteLine();
// 5. Generate 100000 samples of the Binomial(0.7, 20) distribution and display histogram
Console.WriteLine(@"5. Generate 100000 samples of the Binomial(0.7, 20) distribution and display histogram");
binomial.P = 0.7;
for (var i = 0; i < data.Length; i++)
{
data[i] = binomial.Sample();
}
ConsoleHelper.DisplayHistogram(data);
Console.WriteLine();
// 6. Generate 100000 samples of the Binomial(0.5, 40) distribution and display histogram
Console.WriteLine(@"6. Generate 100000 samples of the Binomial(0.5, 40) distribution and display histogram");
binomial.P = 0.5;
binomial.N = 40;
for (var i = 0; i < data.Length; i++)
{
data[i] = binomial.Sample();
}
ConsoleHelper.DisplayHistogram(data);
}
}
}

135
src/Examples/DiscreteDistributions/CategoricalDistribution.cs

@ -0,0 +1,135 @@
// <copyright file="CategoricalDistribution.cs" company="Math.NET">
// Math.NET Numerics, part of the Math.NET Project
// http://numerics.mathdotnet.com
// http://github.com/mathnet/mathnet-numerics
// http://mathnetnumerics.codeplex.com
// Copyright (c) 2009-2010 Math.NET
// Permission is hereby granted, free of charge, to any person
// obtaining a copy of this software and associated documentation
// files (the "Software"), to deal in the Software without
// restriction, including without limitation the rights to use,
// copy, modify, merge, publish, distribute, sublicense, and/or sell
// copies of the Software, and to permit persons to whom the
// Software is furnished to do so, subject to the following
// conditions:
// The above copyright notice and this permission notice shall be
// included in all copies or substantial portions of the Software.
// THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
// EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES
// OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
// NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT
// HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY,
// WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING
// FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR
// OTHER DEALINGS IN THE SOFTWARE.
// </copyright>
namespace Examples.DiscreteDistributions
{
using System;
using MathNet.Numerics.Distributions;
/// <summary>
/// Categorical distribution example
/// </summary>
public class CategoricalDistribution : IExample
{
/// <summary>
/// Gets the name of this example
/// </summary>
public string Name
{
get
{
return "Categorical distribution";
}
}
/// <summary>
/// Gets the description of this example
/// </summary>
public string Description
{
get
{
return "Categorical distribution properties and samples generating examples";
}
}
/// <summary>
/// Run example
/// </summary>
/// <a href="http://en.wikipedia.org/wiki/Categorical_distribution">Categorical distribution</a>
public void Run()
{
// 1. Initialize the new instance of the Categorical distribution class with parameters P = (0.1, 0.2, 0.25, 0.45)
var binomial = new Categorical(new[] { 0.1, 0.2, 0.25, 0.45 });
Console.WriteLine(@"1. Initialize the new instance of the Categorical distribution class with parameters P = (0.1, 0.2, 0.25, 0.45)");
Console.WriteLine();
// 2. Distributuion properties:
Console.WriteLine(@"2. {0} distributuion properties:", binomial);
// Cumulative distribution function
Console.WriteLine(@"{0} - Сumulative distribution at location '3'", binomial.CumulativeDistribution(3).ToString(" #0.00000;-#0.00000"));
// Probability density
Console.WriteLine(@"{0} - Probability mass at location '3'", binomial.Probability(3).ToString(" #0.00000;-#0.00000"));
// Log probability density
Console.WriteLine(@"{0} - Log probability mass at location '3'", binomial.ProbabilityLn(3).ToString(" #0.00000;-#0.00000"));
// Entropy
Console.WriteLine(@"{0} - Entropy", binomial.Entropy.ToString(" #0.00000;-#0.00000"));
// Largest element in the domain
Console.WriteLine(@"{0} - Largest element in the domain", binomial.Maximum.ToString(" #0.00000;-#0.00000"));
// Smallest element in the domain
Console.WriteLine(@"{0} - Smallest element in the domain", binomial.Minimum.ToString(" #0.00000;-#0.00000"));
// Mean
Console.WriteLine(@"{0} - Mean", binomial.Mean.ToString(" #0.00000;-#0.00000"));
// Median
Console.WriteLine(@"{0} - Median", binomial.Median.ToString(" #0.00000;-#0.00000"));
// Variance
Console.WriteLine(@"{0} - Variance", binomial.Variance.ToString(" #0.00000;-#0.00000"));
// Standard deviation
Console.WriteLine(@"{0} - Standard deviation", binomial.StdDev.ToString(" #0.00000;-#0.00000"));
// 3. Generate 10 samples of the Categorical distribution
Console.WriteLine(@"3. Generate 10 samples of the Categorical distribution");
for (var i = 0; i < 10; i++)
{
Console.Write(binomial.Sample().ToString("N05") + @" ");
}
Console.WriteLine();
Console.WriteLine();
// 4. Generate 100000 samples of the Categorical(new []{ 0.1, 0.2, 0.25, 0.45 }) distribution and display histogram
Console.WriteLine(@"4. Generate 100000 samples of the Categorical(0.2, 20) distribution and display histogram");
var data = new double[100000];
for (var i = 0; i < data.Length; i++)
{
data[i] = binomial.Sample();
}
ConsoleHelper.DisplayHistogram(data);
Console.WriteLine();
// 5. Generate 100000 samples of the Categorical(new []{ 0.6, 0.2, 0.1, 0.1 }) distribution and display histogram
Console.WriteLine(@"5. Generate 100000 samples of the Categorical(0.7, 20) distribution and display histogram");
binomial.P = new[] { 0.6, 0.2, 0.1, 0.1 };
for (var i = 0; i < data.Length; i++)
{
data[i] = binomial.Sample();
}
ConsoleHelper.DisplayHistogram(data);
}
}
}

139
src/Examples/DiscreteDistributions/ConwayMaxwellPoissonDistribution.cs

@ -0,0 +1,139 @@
// <copyright file="ConwayMaxwellPoissonDistribution.cs" company="Math.NET">
// Math.NET Numerics, part of the Math.NET Project
// http://numerics.mathdotnet.com
// http://github.com/mathnet/mathnet-numerics
// http://mathnetnumerics.codeplex.com
// Copyright (c) 2009-2010 Math.NET
// Permission is hereby granted, free of charge, to any person
// obtaining a copy of this software and associated documentation
// files (the "Software"), to deal in the Software without
// restriction, including without limitation the rights to use,
// copy, modify, merge, publish, distribute, sublicense, and/or sell
// copies of the Software, and to permit persons to whom the
// Software is furnished to do so, subject to the following
// conditions:
// The above copyright notice and this permission notice shall be
// included in all copies or substantial portions of the Software.
// THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
// EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES
// OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
// NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT
// HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY,
// WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING
// FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR
// OTHER DEALINGS IN THE SOFTWARE.
// </copyright>
namespace Examples.DiscreteDistributions
{
using System;
using MathNet.Numerics.Distributions;
/// <summary>
/// ConwayMaxwellPoisson distribution example
/// </summary>
public class ConwayMaxwellPoissonDistribution : IExample
{
/// <summary>
/// Gets the name of this example
/// </summary>
public string Name
{
get
{
return "ConwayMaxwellPoisson distribution";
}
}
/// <summary>
/// Gets the description of this example
/// </summary>
public string Description
{
get
{
return "ConwayMaxwellPoisson distribution properties and samples generating examples";
}
}
/// <summary>
/// Run example
/// </summary>
/// <a href="http://en.wikipedia.org/wiki/Conway%E2%80%93Maxwell%E2%80%93Poisson_distribution">ConwayMaxwellPoisson distribution</a>
public void Run()
{
// 1. Initialize the new instance of the ConwayMaxwellPoisson distribution class with parameters Lambda = 2, Nu = 1
var binomial = new ConwayMaxwellPoisson(2, 1);
Console.WriteLine(@"1. Initialize the new instance of the ConwayMaxwellPoisson distribution class with parameters Lambda = {0}, Nu = {1}", binomial.Lambda, binomial.Nu);
Console.WriteLine();
// 2. Distributuion properties:
Console.WriteLine(@"2. {0} distributuion properties:", binomial);
// Cumulative distribution function
Console.WriteLine(@"{0} - Сumulative distribution at location '3'", binomial.CumulativeDistribution(3).ToString(" #0.00000;-#0.00000"));
// Probability density
Console.WriteLine(@"{0} - Probability mass at location '3'", binomial.Probability(3).ToString(" #0.00000;-#0.00000"));
// Log probability density
Console.WriteLine(@"{0} - Log probability mass at location '3'", binomial.ProbabilityLn(3).ToString(" #0.00000;-#0.00000"));
// Smallest element in the domain
Console.WriteLine(@"{0} - Smallest element in the domain", binomial.Minimum.ToString(" #0.00000;-#0.00000"));
// Mean
Console.WriteLine(@"{0} - Mean", binomial.Mean.ToString(" #0.00000;-#0.00000"));
// Variance
Console.WriteLine(@"{0} - Variance", binomial.Variance.ToString(" #0.00000;-#0.00000"));
// Standard deviation
Console.WriteLine(@"{0} - Standard deviation", binomial.StdDev.ToString(" #0.00000;-#0.00000"));
Console.WriteLine();
// 3. Generate 10 samples of the ConwayMaxwellPoisson distribution
Console.WriteLine(@"3. Generate 10 samples of the ConwayMaxwellPoisson distribution");
for (var i = 0; i < 10; i++)
{
Console.Write(binomial.Sample().ToString("N05") + @" ");
}
Console.WriteLine();
Console.WriteLine();
// 4. Generate 100000 samples of the ConwayMaxwellPoisson(4, 1) distribution and display histogram
Console.WriteLine(@"4. Generate 100000 samples of the ConwayMaxwellPoisson(4, 1) distribution and display histogram");
var data = new double[100000];
for (var i = 0; i < data.Length; i++)
{
data[i] = binomial.Sample();
}
ConsoleHelper.DisplayHistogram(data);
Console.WriteLine();
// 5. Generate 100000 samples of the ConwayMaxwellPoisson(2, 1) distribution and display histogram
Console.WriteLine(@"5. Generate 100000 samples of the ConwayMaxwellPoisson(2, 1) distribution and display histogram");
binomial.Lambda = 2;
for (var i = 0; i < data.Length; i++)
{
data[i] = binomial.Sample();
}
ConsoleHelper.DisplayHistogram(data);
Console.WriteLine();
// 6. Generate 100000 samples of the ConwayMaxwellPoisson(5, 2) distribution and display histogram
Console.WriteLine(@"6. Generate 100000 samples of the ConwayMaxwellPoisson(5, 2) distribution and display histogram");
binomial.Lambda = 5;
binomial.Nu = 2;
for (var i = 0; i < data.Length; i++)
{
data[i] = binomial.Sample();
}
ConsoleHelper.DisplayHistogram(data);
}
}
}

156
src/Examples/DiscreteDistributions/DiscreteUniformDistribution.cs

@ -0,0 +1,156 @@
// <copyright file="DiscreteUniformDistribution.cs" company="Math.NET">
// Math.NET Numerics, part of the Math.NET Project
// http://numerics.mathdotnet.com
// http://github.com/mathnet/mathnet-numerics
// http://mathnetnumerics.codeplex.com
// Copyright (c) 2009-2010 Math.NET
// Permission is hereby granted, free of charge, to any person
// obtaining a copy of this software and associated documentation
// files (the "Software"), to deal in the Software without
// restriction, including without limitation the rights to use,
// copy, modify, merge, publish, distribute, sublicense, and/or sell
// copies of the Software, and to permit persons to whom the
// Software is furnished to do so, subject to the following
// conditions:
// The above copyright notice and this permission notice shall be
// included in all copies or substantial portions of the Software.
// THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
// EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES
// OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
// NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT
// HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY,
// WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING
// FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR
// OTHER DEALINGS IN THE SOFTWARE.
// </copyright>
namespace Examples.DiscreteDistributions
{
using System;
using MathNet.Numerics.Distributions;
/// <summary>
/// DiscreteUniform distribution example
/// </summary>
public class DiscreteUniformDistribution : IExample
{
/// <summary>
/// Gets the name of this example
/// </summary>
/// <seealso cref="http://reference.wolfram.com/mathematica/ref/DiscreteUniformDistribution.html"/>
public string Name
{
get
{
return "DiscreteUniform distribution";
}
}
/// <summary>
/// Gets the description of this example
/// </summary>
public string Description
{
get
{
return "DiscreteUniform distribution properties and samples generating examples";
}
}
/// <summary>
/// Run example
/// </summary>
/// <a href="http://en.wikipedia.org/wiki/Discrete_uniform">DiscreteUniform distribution</a>
public void Run()
{
// 1. Initialize the new instance of the DiscreteUniform distribution class with parameters LowerBound = 2, UpperBound = 10
var discreteUniform = new DiscreteUniform(2, 10);
Console.WriteLine(@"1. Initialize the new instance of the DiscreteUniform distribution class with parameters LowerBound = {0}, UpperBound = {1}", discreteUniform.LowerBound, discreteUniform.UpperBound);
Console.WriteLine();
// 2. Distributuion properties:
Console.WriteLine(@"2. {0} distributuion properties:", discreteUniform);
// Cumulative distribution function
Console.WriteLine(@"{0} - Сumulative distribution at location '3'", discreteUniform.CumulativeDistribution(3).ToString(" #0.00000;-#0.00000"));
// Probability density
Console.WriteLine(@"{0} - Probability mass at location '3'", discreteUniform.Probability(3).ToString(" #0.00000;-#0.00000"));
// Log probability density
Console.WriteLine(@"{0} - Log probability mass at location '3'", discreteUniform.ProbabilityLn(3).ToString(" #0.00000;-#0.00000"));
// Entropy
Console.WriteLine(@"{0} - Entropy", discreteUniform.Entropy.ToString(" #0.00000;-#0.00000"));
// Largest element in the domain
Console.WriteLine(@"{0} - Largest element in the domain", discreteUniform.Maximum.ToString(" #0.00000;-#0.00000"));
// Smallest element in the domain
Console.WriteLine(@"{0} - Smallest element in the domain", discreteUniform.Minimum.ToString(" #0.00000;-#0.00000"));
// Mean
Console.WriteLine(@"{0} - Mean", discreteUniform.Mean.ToString(" #0.00000;-#0.00000"));
// Median
Console.WriteLine(@"{0} - Median", discreteUniform.Median.ToString(" #0.00000;-#0.00000"));
// Mode
Console.WriteLine(@"{0} - Mode", discreteUniform.Mode.ToString(" #0.00000;-#0.00000"));
// Variance
Console.WriteLine(@"{0} - Variance", discreteUniform.Variance.ToString(" #0.00000;-#0.00000"));
// Standard deviation
Console.WriteLine(@"{0} - Standard deviation", discreteUniform.StdDev.ToString(" #0.00000;-#0.00000"));
// Skewness
Console.WriteLine(@"{0} - Skewness", discreteUniform.Skewness.ToString(" #0.00000;-#0.00000"));
Console.WriteLine();
// 3. Generate 10 samples of the DiscreteUniform distribution
Console.WriteLine(@"3. Generate 10 samples of the DiscreteUniform distribution");
for (var i = 0; i < 10; i++)
{
Console.Write(discreteUniform.Sample().ToString("N05") + @" ");
}
Console.WriteLine();
Console.WriteLine();
// 4. Generate 100000 samples of the DiscreteUniform(2, 10) distribution and display histogram
Console.WriteLine(@"4. Generate 100000 samples of the DiscreteUniform(2, 10) distribution and display histogram");
var data = new double[100000];
for (var i = 0; i < data.Length; i++)
{
data[i] = discreteUniform.Sample();
}
ConsoleHelper.DisplayHistogram(data);
Console.WriteLine();
// 5. Generate 100000 samples of the DiscreteUniform(-10, 10) distribution and display histogram
Console.WriteLine(@"5. Generate 100000 samples of the DiscreteUniform(-10, 10) distribution and display histogram");
discreteUniform.LowerBound = -10;
discreteUniform.UpperBound = 10;
for (var i = 0; i < data.Length; i++)
{
data[i] = discreteUniform.Sample();
}
ConsoleHelper.DisplayHistogram(data);
Console.WriteLine();
// 6. Generate 100000 samples of the DiscreteUniform(0, 40) distribution and display histogram
Console.WriteLine(@"6. Generate 100000 samples of the DiscreteUniform(0, 40) distribution and display histogram");
discreteUniform.LowerBound = 0;
discreteUniform.UpperBound = 40;
for (var i = 0; i < data.Length; i++)
{
data[i] = discreteUniform.Sample();
}
ConsoleHelper.DisplayHistogram(data);
}
}
}

154
src/Examples/DiscreteDistributions/GeometricDistribution.cs

@ -0,0 +1,154 @@
// <copyright file="GeometricDistribution.cs" company="Math.NET">
// Math.NET Numerics, part of the Math.NET Project
// http://numerics.mathdotnet.com
// http://github.com/mathnet/mathnet-numerics
// http://mathnetnumerics.codeplex.com
// Copyright (c) 2009-2010 Math.NET
// Permission is hereby granted, free of charge, to any person
// obtaining a copy of this software and associated documentation
// files (the "Software"), to deal in the Software without
// restriction, including without limitation the rights to use,
// copy, modify, merge, publish, distribute, sublicense, and/or sell
// copies of the Software, and to permit persons to whom the
// Software is furnished to do so, subject to the following
// conditions:
// The above copyright notice and this permission notice shall be
// included in all copies or substantial portions of the Software.
// THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
// EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES
// OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
// NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT
// HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY,
// WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING
// FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR
// OTHER DEALINGS IN THE SOFTWARE.
// </copyright>
namespace Examples.DiscreteDistributions
{
using System;
using MathNet.Numerics.Distributions;
/// <summary>
/// Geometric distribution example
/// </summary>
public class GeometricDistribution : IExample
{
/// <summary>
/// Gets the name of this example
/// </summary>
/// <seealso cref="http://reference.wolfram.com/mathematica/ref/GeometricDistribution.html"/>
public string Name
{
get
{
return "Geometric distribution";
}
}
/// <summary>
/// Gets the description of this example
/// </summary>
public string Description
{
get
{
return "Geometric distribution properties and samples generating examples";
}
}
/// <summary>
/// Run example
/// </summary>
/// <a href="http://en.wikipedia.org/wiki/Geometric_distribution">Geometric distribution</a>
public void Run()
{
// 1. Initialize the new instance of the Geometric distribution class with parameter P = 0.2
var geometric = new Geometric(0.2);
Console.WriteLine(@"1. Initialize the new instance of the Geometric distribution class with parameter P = {0}", geometric.P);
Console.WriteLine();
// 2. Distributuion properties:
Console.WriteLine(@"2. {0} distributuion properties:", geometric);
// Cumulative distribution function
Console.WriteLine(@"{0} - Сumulative distribution at location '3'", geometric.CumulativeDistribution(3).ToString(" #0.00000;-#0.00000"));
// Probability density
Console.WriteLine(@"{0} - Probability mass at location '3'", geometric.Probability(3).ToString(" #0.00000;-#0.00000"));
// Log probability density
Console.WriteLine(@"{0} - Log probability mass at location '3'", geometric.ProbabilityLn(3).ToString(" #0.00000;-#0.00000"));
// Entropy
Console.WriteLine(@"{0} - Entropy", geometric.Entropy.ToString(" #0.00000;-#0.00000"));
// Largest element in the domain
Console.WriteLine(@"{0} - Largest element in the domain", geometric.Maximum.ToString(" #0.00000;-#0.00000"));
// Smallest element in the domain
Console.WriteLine(@"{0} - Smallest element in the domain", geometric.Minimum.ToString(" #0.00000;-#0.00000"));
// Mean
Console.WriteLine(@"{0} - Mean", geometric.Mean.ToString(" #0.00000;-#0.00000"));
// Median
Console.WriteLine(@"{0} - Median", geometric.Median.ToString(" #0.00000;-#0.00000"));
// Mode
Console.WriteLine(@"{0} - Mode", geometric.Mode.ToString(" #0.00000;-#0.00000"));
// Variance
Console.WriteLine(@"{0} - Variance", geometric.Variance.ToString(" #0.00000;-#0.00000"));
// Standard deviation
Console.WriteLine(@"{0} - Standard deviation", geometric.StdDev.ToString(" #0.00000;-#0.00000"));
// Skewness
Console.WriteLine(@"{0} - Skewness", geometric.Skewness.ToString(" #0.00000;-#0.00000"));
Console.WriteLine();
// 3. Generate 10 samples of the Geometric distribution
Console.WriteLine(@"3. Generate 10 samples of the Geometric distribution");
for (var i = 0; i < 10; i++)
{
Console.Write(geometric.Sample().ToString("N05") + @" ");
}
Console.WriteLine();
Console.WriteLine();
// 4. Generate 100000 samples of the Geometric(0.2, 20) distribution and display histogram
Console.WriteLine(@"4. Generate 100000 samples of the Geometric(0.2, 20) distribution and display histogram");
var data = new double[100000];
for (var i = 0; i < data.Length; i++)
{
data[i] = geometric.Sample();
}
ConsoleHelper.DisplayHistogram(data);
Console.WriteLine();
// 5. Generate 100000 samples of the Geometric(0.5) distribution and display histogram
Console.WriteLine(@"5. Generate 100000 samples of the Geometric(0.5) distribution and display histogram");
geometric.P = 0.5;
for (var i = 0; i < data.Length; i++)
{
data[i] = geometric.Sample();
}
ConsoleHelper.DisplayHistogram(data);
Console.WriteLine();
// 6. Generate 100000 samples of the Geometric(0.8) distribution and display histogram
Console.WriteLine(@"6. Generate 100000 samples of the Geometric(0.8) distribution and display histogram");
geometric.P = 0.8;
for (var i = 0; i < data.Length; i++)
{
data[i] = geometric.Sample();
}
ConsoleHelper.DisplayHistogram(data);
}
}
}

139
src/Examples/DiscreteDistributions/HypergeometricDistribution.cs

@ -0,0 +1,139 @@
// <copyright file="HypergeometricDistribution.cs" company="Math.NET">
// Math.NET Numerics, part of the Math.NET Project
// http://numerics.mathdotnet.com
// http://github.com/mathnet/mathnet-numerics
// http://mathnetnumerics.codeplex.com
// Copyright (c) 2009-2010 Math.NET
// Permission is hereby granted, free of charge, to any person
// obtaining a copy of this software and associated documentation
// files (the "Software"), to deal in the Software without
// restriction, including without limitation the rights to use,
// copy, modify, merge, publish, distribute, sublicense, and/or sell
// copies of the Software, and to permit persons to whom the
// Software is furnished to do so, subject to the following
// conditions:
// The above copyright notice and this permission notice shall be
// included in all copies or substantial portions of the Software.
// THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
// EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES
// OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
// NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT
// HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY,
// WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING
// FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR
// OTHER DEALINGS IN THE SOFTWARE.
// </copyright>
namespace Examples.DiscreteDistributions
{
using System;
using MathNet.Numerics.Distributions;
/// <summary>
/// Hypergeometric distribution example
/// </summary>
public class HypergeometricDistribution : IExample
{
/// <summary>
/// Gets the name of this example
/// </summary>
/// <seealso cref="http://reference.wolfram.com/mathematica/ref/HypergeometricDistribution.html"/>
public string Name
{
get
{
return "Hypergeometric distribution";
}
}
/// <summary>
/// Gets the description of this example
/// </summary>
public string Description
{
get
{
return "Hypergeometric distribution properties and samples generating examples";
}
}
/// <summary>
/// Run example
/// </summary>
/// <a href="http://en.wikipedia.org/wiki/Hypergeometric_distribution">Hypergeometric distribution</a>
public void Run()
{
// 1. Initialize the new instance of the Hypergeometric distribution class with parameters PopulationSize = 10, M = 2, N = 8
var hypergeometric = new Hypergeometric(30, 15, 10);
Console.WriteLine(@"1. Initialize the new instance of the Hypergeometric distribution class with parameters PopulationSize = {0}, M = {1}, N = {2}", hypergeometric.PopulationSize, hypergeometric.M, hypergeometric.N);
Console.WriteLine();
// 2. Distributuion properties:
Console.WriteLine(@"2. {0} distributuion properties:", hypergeometric);
// Cumulative distribution function
Console.WriteLine(@"{0} - Сumulative distribution at location '3'", hypergeometric.CumulativeDistribution(3).ToString(" #0.00000;-#0.00000"));
// Probability density
Console.WriteLine(@"{0} - Probability mass at location '3'", hypergeometric.Probability(3).ToString(" #0.00000;-#0.00000"));
// Log probability density
Console.WriteLine(@"{0} - Log probability mass at location '3'", hypergeometric.ProbabilityLn(3).ToString(" #0.00000;-#0.00000"));
// Largest element in the domain
Console.WriteLine(@"{0} - Largest element in the domain", hypergeometric.Maximum.ToString(" #0.00000;-#0.00000"));
// Smallest element in the domain
Console.WriteLine(@"{0} - Smallest element in the domain", hypergeometric.Minimum.ToString(" #0.00000;-#0.00000"));
// Mean
Console.WriteLine(@"{0} - Mean", hypergeometric.Mean.ToString(" #0.00000;-#0.00000"));
// Mode
Console.WriteLine(@"{0} - Mode", hypergeometric.Mode.ToString(" #0.00000;-#0.00000"));
// Variance
Console.WriteLine(@"{0} - Variance", hypergeometric.Variance.ToString(" #0.00000;-#0.00000"));
// Standard deviation
Console.WriteLine(@"{0} - Standard deviation", hypergeometric.StdDev.ToString(" #0.00000;-#0.00000"));
// Skewness
Console.WriteLine(@"{0} - Skewness", hypergeometric.Skewness.ToString(" #0.00000;-#0.00000"));
Console.WriteLine();
// 3. Generate 10 samples of the Hypergeometric distribution
Console.WriteLine(@"3. Generate 10 samples of the Hypergeometric distribution");
for (var i = 0; i < 10; i++)
{
Console.Write(hypergeometric.Sample().ToString("N05") + @" ");
}
Console.WriteLine();
Console.WriteLine();
// 4. Generate 100000 samples of the Hypergeometric(30, 15, 10) distribution and display histogram
Console.WriteLine(@"4. Generate 100000 samples of the Hypergeometric(30, 15, 10) distribution and display histogram");
var data = new double[100000];
for (var i = 0; i < data.Length; i++)
{
data[i] = hypergeometric.Sample();
}
ConsoleHelper.DisplayHistogram(data);
Console.WriteLine();
// 5. Generate 100000 samples of the Hypergeometric(52, 13, 5) distribution and display histogram
Console.WriteLine(@"5. Generate 100000 samples of the Hypergeometric(52, 13, 5) distribution and display histogram");
hypergeometric.PopulationSize = 52;
hypergeometric.M = 13;
hypergeometric.N = 5;
for (var i = 0; i < data.Length; i++)
{
data[i] = hypergeometric.Sample();
}
ConsoleHelper.DisplayHistogram(data);
}
}
}

149
src/Examples/DiscreteDistributions/NegativeBinomialDistribution.cs

@ -0,0 +1,149 @@
// <copyright file="NegativeBinomialDistribution.cs" company="Math.NET">
// Math.NET Numerics, part of the Math.NET Project
// http://numerics.mathdotnet.com
// http://github.com/mathnet/mathnet-numerics
// http://mathnetnumerics.codeplex.com
// Copyright (c) 2009-2010 Math.NET
// Permission is hereby granted, free of charge, to any person
// obtaining a copy of this software and associated documentation
// files (the "Software"), to deal in the Software without
// restriction, including without limitation the rights to use,
// copy, modify, merge, publish, distribute, sublicense, and/or sell
// copies of the Software, and to permit persons to whom the
// Software is furnished to do so, subject to the following
// conditions:
// The above copyright notice and this permission notice shall be
// included in all copies or substantial portions of the Software.
// THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
// EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES
// OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
// NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT
// HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY,
// WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING
// FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR
// OTHER DEALINGS IN THE SOFTWARE.
// </copyright>
namespace Examples.DiscreteDistributions
{
using System;
using MathNet.Numerics.Distributions;
/// <summary>
/// NegativeBinomial distribution example
/// </summary>
public class NegativeBinomialDistribution : IExample
{
/// <summary>
/// Gets the name of this example
/// </summary>
/// <seealso cref="http://reference.wolfram.com/mathematica/ref/NegativeBinomialDistribution.html"/>
public string Name
{
get
{
return "NegativeBinomial distribution";
}
}
/// <summary>
/// Gets the description of this example
/// </summary>
public string Description
{
get
{
return "NegativeBinomial distribution properties and samples generating examples";
}
}
/// <summary>
/// Run example
/// </summary>
/// <a href="http://en.wikipedia.org/wiki/Negative_binomial">NegativeBinomial distribution</a>
public void Run()
{
// 1. Initialize the new instance of the NegativeBinomial distribution class with parameters P = 0.2, R = 20
var negativeBinomial = new NegativeBinomial(20, 0.2);
Console.WriteLine(@"1. Initialize the new instance of the NegativeBinomial distribution class with parameters P = {0}, N = {1}", negativeBinomial.P, negativeBinomial.R);
Console.WriteLine();
// 2. Distributuion properties:
Console.WriteLine(@"2. {0} distributuion properties:", negativeBinomial);
// Cumulative distribution function
Console.WriteLine(@"{0} - Сumulative distribution at location '3'", negativeBinomial.CumulativeDistribution(3).ToString(" #0.00000;-#0.00000"));
// Probability density
Console.WriteLine(@"{0} - Probability mass at location '3'", negativeBinomial.Probability(3).ToString(" #0.00000;-#0.00000"));
// Log probability density
Console.WriteLine(@"{0} - Log probability mass at location '3'", negativeBinomial.ProbabilityLn(3).ToString(" #0.00000;-#0.00000"));
// Largest element in the domain
Console.WriteLine(@"{0} - Largest element in the domain", negativeBinomial.Maximum.ToString(" #0.00000;-#0.00000"));
// Smallest element in the domain
Console.WriteLine(@"{0} - Smallest element in the domain", negativeBinomial.Minimum.ToString(" #0.00000;-#0.00000"));
// Mean
Console.WriteLine(@"{0} - Mean", negativeBinomial.Mean.ToString(" #0.00000;-#0.00000"));
// Mode
Console.WriteLine(@"{0} - Mode", negativeBinomial.Mode.ToString(" #0.00000;-#0.00000"));
// Variance
Console.WriteLine(@"{0} - Variance", negativeBinomial.Variance.ToString(" #0.00000;-#0.00000"));
// Standard deviation
Console.WriteLine(@"{0} - Standard deviation", negativeBinomial.StdDev.ToString(" #0.00000;-#0.00000"));
// Skewness
Console.WriteLine(@"{0} - Skewness", negativeBinomial.Skewness.ToString(" #0.00000;-#0.00000"));
Console.WriteLine();
// 3. Generate 10 samples of the NegativeBinomial distribution
Console.WriteLine(@"3. Generate 10 samples of the NegativeBinomial distribution");
for (var i = 0; i < 10; i++)
{
Console.Write(negativeBinomial.Sample().ToString("N05") + @" ");
}
Console.WriteLine();
Console.WriteLine();
// 4. Generate 100000 samples of the NegativeBinomial(0.2, 20) distribution and display histogram
Console.WriteLine(@"4. Generate 100000 samples of the NegativeBinomial(0.2, 20) distribution and display histogram");
var data = new double[100000];
for (var i = 0; i < data.Length; i++)
{
data[i] = negativeBinomial.Sample();
}
ConsoleHelper.DisplayHistogram(data);
Console.WriteLine();
// 5. Generate 100000 samples of the NegativeBinomial(0.7, 20) distribution and display histogram
Console.WriteLine(@"5. Generate 100000 samples of the NegativeBinomial(0.7, 20) distribution and display histogram");
negativeBinomial.P = 0.7;
for (var i = 0; i < data.Length; i++)
{
data[i] = negativeBinomial.Sample();
}
ConsoleHelper.DisplayHistogram(data);
Console.WriteLine();
// 6. Generate 100000 samples of the NegativeBinomial(0.5, 1) distribution and display histogram
Console.WriteLine(@"6. Generate 100000 samples of the NegativeBinomial(0.5, 1) distribution and display histogram");
negativeBinomial.P = 0.5;
negativeBinomial.R = 1;
for (var i = 0; i < data.Length; i++)
{
data[i] = negativeBinomial.Sample();
}
ConsoleHelper.DisplayHistogram(data);
}
}
}

154
src/Examples/DiscreteDistributions/PoissonDistribution.cs

@ -0,0 +1,154 @@
// <copyright file="PoissonDistribution.cs" company="Math.NET">
// Math.NET Numerics, part of the Math.NET Project
// http://numerics.mathdotnet.com
// http://github.com/mathnet/mathnet-numerics
// http://mathnetnumerics.codeplex.com
// Copyright (c) 2009-2010 Math.NET
// Permission is hereby granted, free of charge, to any person
// obtaining a copy of this software and associated documentation
// files (the "Software"), to deal in the Software without
// restriction, including without limitation the rights to use,
// copy, modify, merge, publish, distribute, sublicense, and/or sell
// copies of the Software, and to permit persons to whom the
// Software is furnished to do so, subject to the following
// conditions:
// The above copyright notice and this permission notice shall be
// included in all copies or substantial portions of the Software.
// THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
// EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES
// OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
// NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT
// HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY,
// WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING
// FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR
// OTHER DEALINGS IN THE SOFTWARE.
// </copyright>
namespace Examples.DiscreteDistributions
{
using System;
using MathNet.Numerics.Distributions;
/// <summary>
/// Poisson distribution example
/// </summary>
public class PoissonDistribution : IExample
{
/// <summary>
/// Gets the name of this example
/// </summary>
/// <seealso cref="http://reference.wolfram.com/mathematica/ref/PoissonDistribution.html"/>
public string Name
{
get
{
return "Poisson distribution";
}
}
/// <summary>
/// Gets the description of this example
/// </summary>
public string Description
{
get
{
return "Poisson distribution properties and samples generating examples";
}
}
/// <summary>
/// Run example
/// </summary>
/// <a href="http://en.wikipedia.org/wiki/Poisson_distribution">Poisson distribution</a>
public void Run()
{
// 1. Initialize the new instance of the Poisson distribution class with parameter Lambda = 1
var poisson = new Poisson(1);
Console.WriteLine(@"1. Initialize the new instance of the Poisson distribution class with parameter Lambda = {0}", poisson.Lambda);
Console.WriteLine();
// 2. Distributuion properties:
Console.WriteLine(@"2. {0} distributuion properties:", poisson);
// Cumulative distribution function
Console.WriteLine(@"{0} - Сumulative distribution at location '3'", poisson.CumulativeDistribution(3).ToString(" #0.00000;-#0.00000"));
// Probability density
Console.WriteLine(@"{0} - Probability mass at location '3'", poisson.Probability(3).ToString(" #0.00000;-#0.00000"));
// Log probability density
Console.WriteLine(@"{0} - Log probability mass at location '3'", poisson.ProbabilityLn(3).ToString(" #0.00000;-#0.00000"));
// Entropy
Console.WriteLine(@"{0} - Entropy", poisson.Entropy.ToString(" #0.00000;-#0.00000"));
// Largest element in the domain
Console.WriteLine(@"{0} - Largest element in the domain", poisson.Maximum.ToString(" #0.00000;-#0.00000"));
// Smallest element in the domain
Console.WriteLine(@"{0} - Smallest element in the domain", poisson.Minimum.ToString(" #0.00000;-#0.00000"));
// Mean
Console.WriteLine(@"{0} - Mean", poisson.Mean.ToString(" #0.00000;-#0.00000"));
// Median
Console.WriteLine(@"{0} - Median", poisson.Median.ToString(" #0.00000;-#0.00000"));
// Mode
Console.WriteLine(@"{0} - Mode", poisson.Mode.ToString(" #0.00000;-#0.00000"));
// Variance
Console.WriteLine(@"{0} - Variance", poisson.Variance.ToString(" #0.00000;-#0.00000"));
// Standard deviation
Console.WriteLine(@"{0} - Standard deviation", poisson.StdDev.ToString(" #0.00000;-#0.00000"));
// Skewness
Console.WriteLine(@"{0} - Skewness", poisson.Skewness.ToString(" #0.00000;-#0.00000"));
Console.WriteLine();
// 3. Generate 10 samples of the Poisson distribution
Console.WriteLine(@"3. Generate 10 samples of the Poisson distribution");
for (var i = 0; i < 10; i++)
{
Console.Write(poisson.Sample().ToString("N05") + @" ");
}
Console.WriteLine();
Console.WriteLine();
// 4. Generate 100000 samples of the Poisson(1) distribution and display histogram
Console.WriteLine(@"4. Generate 100000 samples of the Poisson(1) distribution and display histogram");
var data = new double[100000];
for (var i = 0; i < data.Length; i++)
{
data[i] = poisson.Sample();
}
ConsoleHelper.DisplayHistogram(data);
Console.WriteLine();
// 5. Generate 100000 samples of the Poisson(4) distribution and display histogram
Console.WriteLine(@"5. Generate 100000 samples of the Poisson(4) distribution and display histogram");
poisson.Lambda = 4;
for (var i = 0; i < data.Length; i++)
{
data[i] = poisson.Sample();
}
ConsoleHelper.DisplayHistogram(data);
Console.WriteLine();
// 6. Generate 100000 samples of the Poisson(10) distribution and display histogram
Console.WriteLine(@"6. Generate 100000 samples of the Poisson(10) distribution and display histogram");
poisson.Lambda = 10;
for (var i = 0; i < data.Length; i++)
{
data[i] = poisson.Sample();
}
ConsoleHelper.DisplayHistogram(data);
}
}
}

152
src/Examples/DiscreteDistributions/ZipfDistribution.cs

@ -0,0 +1,152 @@
// <copyright file="ZipfDistribution.cs" company="Math.NET">
// Math.NET Numerics, part of the Math.NET Project
// http://numerics.mathdotnet.com
// http://github.com/mathnet/mathnet-numerics
// http://mathnetnumerics.codeplex.com
// Copyright (c) 2009-2010 Math.NET
// Permission is hereby granted, free of charge, to any person
// obtaining a copy of this software and associated documentation
// files (the "Software"), to deal in the Software without
// restriction, including without limitation the rights to use,
// copy, modify, merge, publish, distribute, sublicense, and/or sell
// copies of the Software, and to permit persons to whom the
// Software is furnished to do so, subject to the following
// conditions:
// The above copyright notice and this permission notice shall be
// included in all copies or substantial portions of the Software.
// THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
// EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES
// OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
// NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT
// HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY,
// WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING
// FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR
// OTHER DEALINGS IN THE SOFTWARE.
// </copyright>
namespace Examples.DiscreteDistributions
{
using System;
using MathNet.Numerics.Distributions;
/// <summary>
/// Zipf distribution example
/// </summary>
public class ZipfDistribution : IExample
{
/// <summary>
/// Gets the name of this example
/// </summary>
/// <seealso cref="http://reference.wolfram.com/mathematica/ref/ZipfDistribution.html"/>
public string Name
{
get
{
return "Zipf distribution";
}
}
/// <summary>
/// Gets the description of this example
/// </summary>
public string Description
{
get
{
return "Zipf distribution properties and samples generating examples";
}
}
/// <summary>
/// Run example
/// </summary>
/// <a href="http://en.wikipedia.org/wiki/Zipf_distribution">Zipf distribution</a>
public void Run()
{
// 1. Initialize the new instance of the Zipf distribution class with parameters S = 5, N = 10
var zipf = new Zipf(5, 10);
Console.WriteLine(@"1. Initialize the new instance of the Zipf distribution class with parameters S = {0}, N = {1}", zipf.S, zipf.N);
Console.WriteLine();
// 2. Distributuion properties:
Console.WriteLine(@"2. {0} distributuion properties:", zipf);
// Cumulative distribution function
Console.WriteLine(@"{0} - Сumulative distribution at location '3'", zipf.CumulativeDistribution(3).ToString(" #0.00000;-#0.00000"));
// Probability density
Console.WriteLine(@"{0} - Probability mass at location '3'", zipf.Probability(3).ToString(" #0.00000;-#0.00000"));
// Log probability density
Console.WriteLine(@"{0} - Log probability mass at location '3'", zipf.ProbabilityLn(3).ToString(" #0.00000;-#0.00000"));
// Entropy
Console.WriteLine(@"{0} - Entropy", zipf.Entropy.ToString(" #0.00000;-#0.00000"));
// Largest element in the domain
Console.WriteLine(@"{0} - Largest element in the domain", zipf.Maximum.ToString(" #0.00000;-#0.00000"));
// Smallest element in the domain
Console.WriteLine(@"{0} - Smallest element in the domain", zipf.Minimum.ToString(" #0.00000;-#0.00000"));
// Mean
Console.WriteLine(@"{0} - Mean", zipf.Mean.ToString(" #0.00000;-#0.00000"));
// Mode
Console.WriteLine(@"{0} - Mode", zipf.Mode.ToString(" #0.00000;-#0.00000"));
// Variance
Console.WriteLine(@"{0} - Variance", zipf.Variance.ToString(" #0.00000;-#0.00000"));
// Standard deviation
Console.WriteLine(@"{0} - Standard deviation", zipf.StdDev.ToString(" #0.00000;-#0.00000"));
// Skewness
Console.WriteLine(@"{0} - Skewness", zipf.Skewness.ToString(" #0.00000;-#0.00000"));
Console.WriteLine();
// 3. Generate 10 samples of the Zipf distribution
Console.WriteLine(@"3. Generate 10 samples of the Zipf distribution");
for (var i = 0; i < 10; i++)
{
Console.Write(zipf.Sample().ToString("N05") + @" ");
}
Console.WriteLine();
Console.WriteLine();
// 4. Generate 100000 samples of the Zipf(5, 10) distribution and display histogram
Console.WriteLine(@"4. Generate 100000 samples of the Zipf(5, 10) distribution and display histogram");
var data = new double[100000];
for (var i = 0; i < data.Length; i++)
{
data[i] = zipf.Sample();
}
ConsoleHelper.DisplayHistogram(data);
Console.WriteLine();
// 5. Generate 100000 samples of the Zipf(2, 10) distribution and display histogram
Console.WriteLine(@"5. Generate 100000 samples of the Zipf(2, 10) distribution and display histogram");
zipf.S = 2;
for (var i = 0; i < data.Length; i++)
{
data[i] = zipf.Sample();
}
ConsoleHelper.DisplayHistogram(data);
Console.WriteLine();
// 6. Generate 100000 samples of the Zipf(5, 20) distribution and display histogram
Console.WriteLine(@"6. Generate 100000 samples of the Zipf(1, 20) distribution and display histogram");
zipf.S = 1;
zipf.N = 20;
for (var i = 0; i < data.Length; i++)
{
data[i] = zipf.Sample();
}
ConsoleHelper.DisplayHistogram(data);
}
}
}

52
src/Examples/Examples.csproj

@ -68,11 +68,51 @@
<Reference Include="System.Xml" />
</ItemGroup>
<ItemGroup>
<Compile Include="ConsoleHelper.cs" />
<Compile Include="ContinuousDistributions\CauchyDistribution.cs" />
<Compile Include="ContinuousDistributions\ChiDistribution.cs" />
<Compile Include="ContinuousDistributions\ChiSquareDistribution.cs" />
<Compile Include="ContinuousDistributions\ContinuousUniformDistribution.cs" />
<Compile Include="ContinuousDistributions\WeibullDistribution.cs" />
<Compile Include="ContinuousDistributions\StudentTDistribution.cs" />
<Compile Include="ContinuousDistributions\StableDistribution.cs" />
<Compile Include="ContinuousDistributions\RayleighDistribution.cs" />
<Compile Include="ContinuousDistributions\ParetoDistribution.cs" />
<Compile Include="ContinuousDistributions\NormalDistribution.cs" />
<Compile Include="ContinuousDistributions\LogNormalDistribution.cs" />
<Compile Include="ContinuousDistributions\LaplaceDistribution.cs" />
<Compile Include="ContinuousDistributions\InverseGammaDistribution.cs" />
<Compile Include="ContinuousDistributions\GammaDistribution.cs" />
<Compile Include="ContinuousDistributions\FisherSnedecorDistribution.cs" />
<Compile Include="ContinuousDistributions\ExponentialDistribution.cs" />
<Compile Include="ContinuousDistributions\ErlangDistribution.cs" />
<Compile Include="Statistics.cs" />
<Compile Include="NumberTheory.cs" />
<Compile Include="Interpolation\AkimaSpline.cs" />
<Compile Include="Interpolation\RationalWithPoles.cs" />
<Compile Include="Interpolation\LinearBetweenPoints.cs" />
<Compile Include="Interpolation\RationalWithoutPoles.cs" />
<Compile Include="DiscreteDistributions\BernoulliDistribution.cs" />
<Compile Include="DiscreteDistributions\BinomialDistribution.cs" />
<Compile Include="DiscreteDistributions\CategoricalDistribution.cs" />
<Compile Include="DiscreteDistributions\ConwayMaxwellPoissonDistribution.cs" />
<Compile Include="DiscreteDistributions\ZipfDistribution.cs" />
<Compile Include="DiscreteDistributions\PoissonDistribution.cs" />
<Compile Include="DiscreteDistributions\NegativeBinomialDistribution.cs" />
<Compile Include="DiscreteDistributions\HypergeometricDistribution.cs" />
<Compile Include="DiscreteDistributions\GeometricDistribution.cs" />
<Compile Include="DiscreteDistributions\DiscreteUniformDistribution.cs" />
<Compile Include="IExample.cs" />
<Compile Include="ContinuousDistributions\BetaDistribution.cs" />
<Compile Include="LinearAlgebra\DirectSolvers.cs" />
<Compile Include="LinearAlgebra\Factorization\Cholesky.cs" />
<Compile Include="LinearAlgebra\Factorization\Evd.cs" />
<Compile Include="LinearAlgebra\Factorization\LU.cs" />
<Compile Include="LinearAlgebra\IterativeSolvers\BiCgStabSolver.cs" />
<Compile Include="LinearAlgebra\IterativeSolvers\CompositeSolverExample.cs" />
<Compile Include="LinearAlgebra\IterativeSolvers\GpBiCgSolver.cs" />
<Compile Include="LinearAlgebra\IterativeSolvers\MlkBiCgStabSolver.cs" />
<Compile Include="LinearAlgebra\IterativeSolvers\TFQMRSolver.cs" />
<Compile Include="LinearAlgebra\MatrixNorms.cs" />
<Compile Include="LinearAlgebra\Factorization\QR.cs" />
<Compile Include="LinearAlgebra\Factorization\Svd.cs" />
@ -87,6 +127,17 @@
<Compile Include="LinearAlgebra\VectorDataAccessor.cs" />
<Compile Include="LinearAlgebra\VectorInitialization.cs" />
<Compile Include="Properties\AssemblyInfo.cs" />
<Compile Include="RandomNumberGeneration.cs" />
<Compile Include="Integration.cs" />
<Compile Include="Sampling\Chebyshev.cs" />
<Compile Include="Sampling\Random.cs" />
<Compile Include="Sampling\Equidistant.cs" />
<Compile Include="SpecialFunctions\Common.cs" />
<Compile Include="SpecialFunctions\Beta.cs" />
<Compile Include="SpecialFunctions\ErrorFunction.cs" />
<Compile Include="SpecialFunctions\Stability.cs" />
<Compile Include="SpecialFunctions\Factorial.cs" />
<Compile Include="SpecialFunctions\Gamma.cs" />
</ItemGroup>
<ItemGroup>
<BootstrapperPackage Include="Microsoft.Net.Client.3.5">
@ -111,6 +162,7 @@
<Name>Numerics</Name>
</ProjectReference>
</ItemGroup>
<ItemGroup />
<Import Project="$(MSBuildToolsPath)\Microsoft.CSharp.targets" />
<!-- To modify your build process, add your task inside one of the targets below and uncomment it.
Other similar extension points exist, see Microsoft.Common.targets.

105
src/Examples/Integration.cs

@ -0,0 +1,105 @@
// <copyright file="Integration.cs" company="Math.NET">
// Math.NET Numerics, part of the Math.NET Project
// http://numerics.mathdotnet.com
// http://github.com/mathnet/mathnet-numerics
// http://mathnetnumerics.codeplex.com
// Copyright (c) 2009-2010 Math.NET
// Permission is hereby granted, free of charge, to any person
// obtaining a copy of this software and associated documentation
// files (the "Software"), to deal in the Software without
// restriction, including without limitation the rights to use,
// copy, modify, merge, publish, distribute, sublicense, and/or sell
// copies of the Software, and to permit persons to whom the
// Software is furnished to do so, subject to the following
// conditions:
// The above copyright notice and this permission notice shall be
// included in all copies or substantial portions of the Software.
// THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
// EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES
// OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
// NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT
// HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY,
// WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING
// FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR
// OTHER DEALINGS IN THE SOFTWARE.
// </copyright>
namespace Examples
{
using System;
using MathNet.Numerics.Integration;
/// <summary>
/// Numeric Integration (Quadrature)
/// </summary>
/// <seealso cref="http://reference.wolfram.com/mathematica/ref/Integrate.html"/>
public class Integration : IExample
{
/// <summary>
/// Gets the name of this example
/// </summary>
public string Name
{
get
{
return "Numeric Integration";
}
}
/// <summary>
/// Gets the description of this example
/// </summary>
public string Description
{
get
{
return "Analytic integration of smooth functions with no discontinuitie or derivative discontinuities and no poles inside the interval";
}
}
/// <summary>
/// Run example
/// </summary>
/// <seealso cref="http://en.wikipedia.org/wiki/Trapezoidal_rule">Trapezoidal rule</seealso>
public void Run()
{
// 1. Integrate x*x on interval [0, 10]
Console.WriteLine(@"1. Integrate x*x on interval [0, 10]");
var result = Integrate.OnClosedInterval(x => x * x, 0, 10);
Console.WriteLine(result);
Console.WriteLine();
// 2. Integrate 1/(x^3 + 1) on interval [0, 1]
Console.WriteLine(@"2. Integrate 1/(x^3 + 1) on interval [0, 1]");
result = Integrate.OnClosedInterval(x => 1 / (Math.Pow(x, 3) + 1), 0, 1);
Console.WriteLine(result);
Console.WriteLine();
// 3. Integrate f(x) = exp(-x/5) (2 + sin(2 * x)) on [0, 10]
Console.WriteLine(@"3. Integrate f(x) = exp(-x/5) (2 + sin(2 * x)) on [0, 10]");
result = Integrate.OnClosedInterval(x => Math.Exp(-x / 5) * (2 + Math.Sin(2 * x)), 0, 100);
Console.WriteLine(result);
Console.WriteLine();
// 4. Integrate target function with absolute error = 1E-4
Console.WriteLine(@"4. Integrate target function with absolute error = 1E-4 on [0, 10]");
Console.WriteLine(@"public static double TargetFunctionA(double x)
{
return Math.Exp(-x / 5) * (2 + Math.Sin(2 * x));
}");
result = Integrate.OnClosedInterval(TargetFunctionA, 0, 100, 1e-4);
Console.WriteLine(result);
Console.WriteLine();
}
/// <summary>
/// Test Function: f(x) = exp(-x/5) (2 + sin(2 * x))
/// </summary>
/// <param name="x">X parameter value</param>
/// <returns>Calculation result</returns>
public static double TargetFunctionA(double x)
{
return Math.Exp(-x / 5) * (2 + Math.Sin(2 * x));
}
}
}

119
src/Examples/Interpolation/AkimaSpline.cs

@ -0,0 +1,119 @@
// <copyright file="AkimaSpline.cs" company="Math.NET">
// Math.NET Numerics, part of the Math.NET Project
// http://numerics.mathdotnet.com
// http://github.com/mathnet/mathnet-numerics
// http://mathnetnumerics.codeplex.com
// Copyright (c) 2009-2010 Math.NET
// Permission is hereby granted, free of charge, to any person
// obtaining a copy of this software and associated documentation
// files (the "Software"), to deal in the Software without
// restriction, including without limitation the rights to use,
// copy, modify, merge, publish, distribute, sublicense, and/or sell
// copies of the Software, and to permit persons to whom the
// Software is furnished to do so, subject to the following
// conditions:
// The above copyright notice and this permission notice shall be
// included in all copies or substantial portions of the Software.
// THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
// EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES
// OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
// NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT
// HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY,
// WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING
// FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR
// OTHER DEALINGS IN THE SOFTWARE.
// </copyright>
namespace Examples.Interpolation
{
using System;
using MathNet.Numerics.Interpolation;
using MathNet.Numerics.Interpolation.Algorithms;
using MathNet.Numerics.Random;
using MathNet.Numerics.Sampling;
/// <summary>
/// Interpolation example
/// </summary>
/// <seealso cref="http://reference.wolfram.com/mathematica/ref/Interpolation.html"/>
public class AkimaSpline : IExample
{
/// <summary>
/// Gets the name of this example
/// </summary>
public string Name
{
get
{
return "Interpolation - Akima Spline";
}
}
/// <summary>
/// Gets the description of this example
/// </summary>
public string Description
{
get
{
return "Akima Spline Interpolation Algorithm";
}
}
/// <summary>
/// Run example
/// </summary>
/// <seealso cref="http://en.wikipedia.org/wiki/Spline_interpolation">Spline interpolation</seealso>
public void Run()
{
// 1. Generate 10 samples of the function x*x-2*x on interval [0, 10]
Console.WriteLine(@"1. Generate 10 samples of the function x*x-2*x on interval [0, 10]");
double[] points;
var values = Sample.EquidistantInterval(TargetFunction, 0, 10, 10, out points);
Console.WriteLine();
// 2. Create akima spline interpolation
var method = new AkimaSplineInterpolation(points, values);
Console.WriteLine(@"2. Create akima spline interpolation based on arbitrary points");
Console.WriteLine();
// 3. Check if interpolation support integration
Console.WriteLine(@"3. Support integration = {0}", ((IInterpolation)method).SupportsIntegration);
Console.WriteLine();
// 4. Check if interpolation support differentiation
Console.WriteLine(@"4. Support differentiation = {0}", ((IInterpolation)method).SupportsDifferentiation);
Console.WriteLine();
// 5. Differentiate at point 5.2
Console.WriteLine(@"5. Differentiate at point 5.2 = {0}", method.Differentiate(5.2));
Console.WriteLine();
// 6. Integrate at point 5.2
Console.WriteLine(@"6. Integrate at point 5.2 = {0}", method.Integrate(5.2));
Console.WriteLine();
// 7. Interpolate ten random points and compare to function results
Console.WriteLine(@"7. Interpolate ten random points and compare to function results");
var rng = new MersenneTwister(1);
for (var i = 0; i < 10; i++)
{
// Generate random value from [0, 10]
var point = rng.NextDouble() * 10;
Console.WriteLine(@"Interpolate at {0} = {1}. Function({0}) = {2}", point.ToString("N05"), method.Interpolate(point).ToString("N05"), TargetFunction(point).ToString("N05"));
}
Console.WriteLine();
}
/// <summary>
/// Test Function: f(x) = x * x - 2 * x
/// </summary>
/// <param name="x">X parameter value</param>
/// <returns>Calculation result</returns>
public static double TargetFunction(double x)
{
return (x * x) - (2 * x);
}
}
}

118
src/Examples/Interpolation/LinearBetweenPoints.cs

@ -0,0 +1,118 @@
// <copyright file="LinearBetweenPoints.cs" company="Math.NET">
// Math.NET Numerics, part of the Math.NET Project
// http://numerics.mathdotnet.com
// http://github.com/mathnet/mathnet-numerics
// http://mathnetnumerics.codeplex.com
// Copyright (c) 2009-2010 Math.NET
// Permission is hereby granted, free of charge, to any person
// obtaining a copy of this software and associated documentation
// files (the "Software"), to deal in the Software without
// restriction, including without limitation the rights to use,
// copy, modify, merge, publish, distribute, sublicense, and/or sell
// copies of the Software, and to permit persons to whom the
// Software is furnished to do so, subject to the following
// conditions:
// The above copyright notice and this permission notice shall be
// included in all copies or substantial portions of the Software.
// THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
// EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES
// OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
// NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT
// HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY,
// WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING
// FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR
// OTHER DEALINGS IN THE SOFTWARE.
// </copyright>
namespace Examples.Interpolation
{
using System;
using MathNet.Numerics.Interpolation;
using MathNet.Numerics.Random;
using MathNet.Numerics.Sampling;
/// <summary>
/// Interpolation example
/// </summary>
/// <seealso cref="http://reference.wolfram.com/mathematica/ref/Interpolation.html"/>
public class LinearBetweenPoints : IExample
{
/// <summary>
/// Gets the name of this example
/// </summary>
public string Name
{
get
{
return "Interpolation - Linear Between Points";
}
}
/// <summary>
/// Gets the description of this example
/// </summary>
public string Description
{
get
{
return "Linear Spline Interpolation Algorithm";
}
}
/// <summary>
/// Run example
/// </summary>
/// <seealso cref="http://en.wikipedia.org/wiki/Spline_interpolation">Spline interpolation</seealso>
public void Run()
{
// 1. Generate 20 samples of the function x*x-2*x on interval [0, 10]
Console.WriteLine(@"1. Generate 20 samples of the function x*x-2*x on interval [0, 10]");
double[] points;
var values = Sample.EquidistantInterval(TargetFunction, 0, 10, 20, out points);
Console.WriteLine();
// 2. Create a linear spline interpolation based on arbitrary points
var method = Interpolate.LinearBetweenPoints(points, values);
Console.WriteLine(@"2. Create a linear spline interpolation based on arbitrary points");
Console.WriteLine();
// 3. Check if interpolation support integration
Console.WriteLine(@"3. Support integration = {0}", method.SupportsIntegration);
Console.WriteLine();
// 4. Check if interpolation support differentiation
Console.WriteLine(@"4. Support differentiation = {0}", method.SupportsDifferentiation);
Console.WriteLine();
// 5. Differentiate at point 5.2
Console.WriteLine(@"5. Differentiate at point 5.2 = {0}", method.Differentiate(5.2));
Console.WriteLine();
// 6. Integrate at point 5.2
Console.WriteLine(@"6. Integrate at point 5.2 = {0}", method.Integrate(5.2));
Console.WriteLine();
// 7. Interpolate ten random points and compare to function results
Console.WriteLine(@"7. Interpolate ten random points and compare to function results");
var rng = new MersenneTwister(1);
for (var i = 0; i < 10; i++)
{
// Generate random value from [0, 10]
var point = rng.NextDouble() * 10;
Console.WriteLine(@"Interpolate at {0} = {1}. Function({0}) = {2}", point.ToString("N05"), method.Interpolate(point).ToString("N05"), TargetFunction(point).ToString("N05"));
}
Console.WriteLine();
}
/// <summary>
/// Test Function: f(x) = x * x - 2 * x
/// </summary>
/// <param name="x">X parameter value</param>
/// <returns>Calculation result</returns>
public static double TargetFunction(double x)
{
return (x * x) - (2 * x);
}
}
}

109
src/Examples/Interpolation/RationalWithPoles.cs

@ -0,0 +1,109 @@
// <copyright file="RationalWithPoles.cs" company="Math.NET">
// Math.NET Numerics, part of the Math.NET Project
// http://numerics.mathdotnet.com
// http://github.com/mathnet/mathnet-numerics
// http://mathnetnumerics.codeplex.com
// Copyright (c) 2009-2010 Math.NET
// Permission is hereby granted, free of charge, to any person
// obtaining a copy of this software and associated documentation
// files (the "Software"), to deal in the Software without
// restriction, including without limitation the rights to use,
// copy, modify, merge, publish, distribute, sublicense, and/or sell
// copies of the Software, and to permit persons to whom the
// Software is furnished to do so, subject to the following
// conditions:
// The above copyright notice and this permission notice shall be
// included in all copies or substantial portions of the Software.
// THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
// EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES
// OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
// NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT
// HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY,
// WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING
// FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR
// OTHER DEALINGS IN THE SOFTWARE.
// </copyright>
namespace Examples.Interpolation
{
using System;
using MathNet.Numerics.Interpolation;
using MathNet.Numerics.Random;
using MathNet.Numerics.Sampling;
/// <summary>
/// Interpolation example
/// </summary>
/// <seealso cref="http://reference.wolfram.com/mathematica/ref/Interpolation.html"/>
public class RationalWithPoles : IExample
{
/// <summary>
/// Gets the name of this example
/// </summary>
public string Name
{
get
{
return "Interpolation - Rational With Poles";
}
}
/// <summary>
/// Gets the description of this example
/// </summary>
public string Description
{
get
{
return "Rational Interpolation (with poles) using Roland Bulirsch and Josef Stoer's Algorithm";
}
}
/// <summary>
/// Run example
/// </summary>
public void Run()
{
// 1. Generate 20 samples of the function f(x) = x on interval [-5, 5]
Console.WriteLine(@"1. Generate 20 samples of the function f(x) = x on interval [-5, 5]");
double[] points;
var values = Sample.EquidistantInterval(TargetFunction, -5, 5, 20, out points);
Console.WriteLine();
// 2. Create a burlish stoer rational interpolation based on arbitrary points
var method = Interpolate.RationalWithPoles(points, values);
Console.WriteLine(@"2. Create a burlish stoer rational interpolation based on arbitrary points");
Console.WriteLine();
// 3. Check if interpolation support integration
Console.WriteLine(@"3. Support integration = {0}", method.SupportsIntegration);
Console.WriteLine();
// 4. Check if interpolation support differentiation
Console.WriteLine(@"4. Support differentiation = {0}", method.SupportsDifferentiation);
Console.WriteLine();
// 5. Interpolate ten random points and compare to function results
Console.WriteLine(@"5. Interpolate ten random points and compare to function results");
var rng = new MersenneTwister(1);
for (var i = 0; i < 10; i++)
{
// Generate random value from [0, 5]
var point = rng.Next(0, 5);
Console.WriteLine(@"Interpolate at {0} = {1}. Function({0}) = {2}", point.ToString("N05"), method.Interpolate(point).ToString("N05"), TargetFunction(point).ToString("N05"));
}
Console.WriteLine();
}
/// <summary>
/// Test Function: f(x) = x * x + 10
/// </summary>
/// <param name="x">X parameter value</param>
/// <returns>Calculation result</returns>
public static double TargetFunction(double x)
{
return x;
}
}
}

111
src/Examples/Interpolation/RationalWithoutPoles.cs

@ -0,0 +1,111 @@
// <copyright file="RationalWithoutPoles.cs" company="Math.NET">
// Math.NET Numerics, part of the Math.NET Project
// http://numerics.mathdotnet.com
// http://github.com/mathnet/mathnet-numerics
// http://mathnetnumerics.codeplex.com
// Copyright (c) 2009-2010 Math.NET
// Permission is hereby granted, free of charge, to any person
// obtaining a copy of this software and associated documentation
// files (the "Software"), to deal in the Software without
// restriction, including without limitation the rights to use,
// copy, modify, merge, publish, distribute, sublicense, and/or sell
// copies of the Software, and to permit persons to whom the
// Software is furnished to do so, subject to the following
// conditions:
// The above copyright notice and this permission notice shall be
// included in all copies or substantial portions of the Software.
// THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
// EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES
// OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
// NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT
// HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY,
// WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING
// FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR
// OTHER DEALINGS IN THE SOFTWARE.
// </copyright>
namespace Examples.Interpolation
{
using System;
using MathNet.Numerics.Interpolation;
using MathNet.Numerics.Random;
using MathNet.Numerics.Sampling;
/// <summary>
/// Interpolation example
/// </summary>
/// <seealso cref="http://reference.wolfram.com/mathematica/ref/Interpolation.html"/>
public class RationalWithoutPoles : IExample
{
/// <summary>
/// Gets the name of this example
/// </summary>
public string Name
{
get
{
return "Interpolation - Rational Without Poles";
}
}
/// <summary>
/// Gets the description of this example
/// </summary>
public string Description
{
get
{
return "Barycentric Rational Interpolation without poles, using Mike Floater and Kai Hormann's Algorithm";
}
}
/// <summary>
/// Run example
/// </summary>
/// <seealso cref="http://en.wikipedia.org/wiki/Interpolation">Interpolation</seealso>
public void Run()
{
// 1. Generate 10 samples of the function 1/(1+x*x) on interval [-5, 5]
Console.WriteLine(@"1. Generate 10 samples of the function 1/(1+x*x) on interval [-5, 5]");
double[] points;
var values = Sample.EquidistantInterval(TargetFunction, -5, 5, 10, out points);
Console.WriteLine();
// 2. Create a floater hormann rational pole-free interpolation based on arbitrary points
// This method is used by default when create an interpolation using Interpolate.Common method
var method = Interpolate.RationalWithoutPoles(points, values);
Console.WriteLine(@"2. Create a floater hormann rational pole-free interpolation based on arbitrary points");
Console.WriteLine();
// 3. Check if interpolation support integration
Console.WriteLine(@"3. Support integration = {0}", method.SupportsIntegration);
Console.WriteLine();
// 4. Check if interpolation support differentiation
Console.WriteLine(@"4. Support differentiation = {0}", method.SupportsDifferentiation);
Console.WriteLine();
// 5. Interpolate ten random points and compare to function results
Console.WriteLine(@"5. Interpolate ten random points and compare to function results");
var rng = new MersenneTwister(1);
for (var i = 0; i < 10; i++)
{
// Generate random value from [0, 5]
var point = rng.NextDouble() * 5;
Console.WriteLine(@"Interpolate at {0} = {1}. Function({0}) = {2}", point.ToString("N05"), method.Interpolate(point).ToString("N05"), TargetFunction(point).ToString("N05"));
}
Console.WriteLine();
}
/// <summary>
/// Test Function: f(x) = 1 / (1 + (x * x))
/// </summary>
/// <param name="x">X parameter value</param>
/// <returns>Calculation result</returns>
public static double TargetFunction(double x)
{
return 1 / (1 + (x * x));
}
}
}

141
src/Examples/LinearAlgebra/IterativeSolvers/BiCgStabSolver.cs

@ -0,0 +1,141 @@
// <copyright file="BiCgStabSolver.cs" company="Math.NET">
// Math.NET Numerics, part of the Math.NET Project
// http://numerics.mathdotnet.com
// http://github.com/mathnet/mathnet-numerics
// http://mathnetnumerics.codeplex.com
// Copyright (c) 2009-2010 Math.NET
// Permission is hereby granted, free of charge, to any person
// obtaining a copy of this software and associated documentation
// files (the "Software"), to deal in the Software without
// restriction, including without limitation the rights to use,
// copy, modify, merge, publish, distribute, sublicense, and/or sell
// copies of the Software, and to permit persons to whom the
// Software is furnished to do so, subject to the following
// conditions:
// The above copyright notice and this permission notice shall be
// included in all copies or substantial portions of the Software.
// THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
// EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES
// OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
// NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT
// HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY,
// WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING
// FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR
// OTHER DEALINGS IN THE SOFTWARE.
// </copyright>
namespace Examples.LinearAlgebra.IterativeSolvers
{
using System;
using System.Globalization;
using MathNet.Numerics.LinearAlgebra.Double;
using MathNet.Numerics.LinearAlgebra.Double.Solvers;
using MathNet.Numerics.LinearAlgebra.Double.Solvers.Iterative;
using MathNet.Numerics.LinearAlgebra.Double.Solvers.StopCriterium;
using MathNet.Numerics.LinearAlgebra.Generic.Solvers.StopCriterium;
/// <summary>
/// BiCGStab Iterative solver
/// </summary>
/// <seealso cref="http://en.wikipedia.org/wiki/Biconjugate_gradient_stabilized_method"/>
public class BiCgStabSolver : IExample
{
/// <summary>
/// Gets the name of this example
/// </summary>
public string Name
{
get
{
return "Bi-Conjugate Gradient Stabilized iterative solver";
}
}
/// <summary>
/// Gets the description of this example
/// </summary>
public string Description
{
get
{
return "Solve linear equation using Bi-Conjugate Gradient Stabilized (BiCGStab) solver";
}
}
/// <summary>
/// Run example
/// </summary>
/// <seealso cref="http://en.wikipedia.org/wiki/Biconjugate_gradient_stabilized_method">Biconjugate gradient stabilized method</seealso>
public void Run()
{
// Format matrix output to console
var formatProvider = (CultureInfo)CultureInfo.InvariantCulture.Clone();
formatProvider.TextInfo.ListSeparator = " ";
// Solve next system of linear equations (Ax=b):
// 5*x + 2*y - 4*z = -7
// 3*x - 7*y + 6*z = 38
// 4*x + 1*y + 5*z = 43
// Create matrix "A" with coefficients
var matrixA = new DenseMatrix(new[,] { { 5.00, 2.00, -4.00 }, { 3.00, -7.00, 6.00 }, { 4.00, 1.00, 5.00 } });
Console.WriteLine(@"Matrix 'A' with coefficients");
Console.WriteLine(matrixA.ToString("#0.00\t", formatProvider));
Console.WriteLine();
// Create vector "b" with the constant terms.
var vectorB = new DenseVector(new[] { -7.0, 38.0, 43.0 });
Console.WriteLine(@"Vector 'b' with the constant terms");
Console.WriteLine(vectorB.ToString("#0.00\t", formatProvider));
Console.WriteLine();
// Create stop criteriums to monitor an iterative calculation. There are next available stop criteriums:
// - DivergenceStopCriterium: monitors an iterative calculation for signs of divergence;
// - FailureStopCriterium: monitors residuals for NaN's;
// - IterationCountStopCriterium: monitors the numbers of iteration steps;
// - ResidualStopCriterium: monitors residuals if calculation is considered converged;
// Stop calculation if 1000 iterations reached during calculation
var iterationCountStopCriterium = new IterationCountStopCriterium(1000);
// Stop calculation if residuals are below 1E-10 --> the calculation is considered converged
var residualStopCriterium = new ResidualStopCriterium(1e-10);
// Create monitor with defined stop criteriums
var monitor = new Iterator(new IIterationStopCriterium<double>[] { iterationCountStopCriterium, residualStopCriterium });
// Create Bi-Conjugate Gradient Stabilized solver
var solver = new BiCgStab(monitor);
// 1. Solve the matrix equation
var resultX = solver.Solve(matrixA, vectorB);
Console.WriteLine(@"1. Solve the matrix equation");
Console.WriteLine();
// 2. Check solver status of the iterations.
// Solver has property IterationResult which contains the status of the iteration once the calculation is finished.
// Possible values are:
// - CalculationCancelled: calculation was cancelled by the user;
// - CalculationConverged: calculation has converged to the desired convergence levels;
// - CalculationDiverged: calculation diverged;
// - CalculationFailure: calculation has failed for some reason;
// - CalculationIndetermined: calculation is indetermined, not started or stopped;
// - CalculationRunning: calculation is running and no results are yet known;
// - CalculationStoppedWithoutConvergence: calculation has been stopped due to reaching the stopping limits, but that convergence was not achieved;
Console.WriteLine(@"2. Solver status of the iterations");
Console.WriteLine(solver.IterationResult);
Console.WriteLine();
// 3. Solution result vector of the matrix equation
Console.WriteLine(@"3. Solution result vector of the matrix equation");
Console.WriteLine(resultX.ToString("#0.00\t", formatProvider));
Console.WriteLine();
// 4. Verify result. Multiply coefficient matrix "A" by result vector "x"
var reconstructVecorB = matrixA * resultX;
Console.WriteLine(@"4. Multiply coefficient matrix 'A' by result vector 'x'");
Console.WriteLine(reconstructVecorB.ToString("#0.00\t", formatProvider));
Console.WriteLine();
}
}
}

208
src/Examples/LinearAlgebra/IterativeSolvers/CompositeSolverExample.cs

@ -0,0 +1,208 @@
// <copyright file="CompositeSolverExample.cs" company="Math.NET">
// Math.NET Numerics, part of the Math.NET Project
// http://numerics.mathdotnet.com
// http://github.com/mathnet/mathnet-numerics
// http://mathnetnumerics.codeplex.com
// Copyright (c) 2009-2010 Math.NET
// Permission is hereby granted, free of charge, to any person
// obtaining a copy of this software and associated documentation
// files (the "Software"), to deal in the Software without
// restriction, including without limitation the rights to use,
// copy, modify, merge, publish, distribute, sublicense, and/or sell
// copies of the Software, and to permit persons to whom the
// Software is furnished to do so, subject to the following
// conditions:
// The above copyright notice and this permission notice shall be
// included in all copies or substantial portions of the Software.
// THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
// EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES
// OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
// NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT
// HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY,
// WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING
// FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR
// OTHER DEALINGS IN THE SOFTWARE.
// </copyright>
namespace Examples.LinearAlgebra.IterativeSolvers
{
using System;
using System.Globalization;
using System.Reflection;
using MathNet.Numerics.LinearAlgebra.Double;
using MathNet.Numerics.LinearAlgebra.Double.Solvers;
using MathNet.Numerics.LinearAlgebra.Double.Solvers.Iterative;
using MathNet.Numerics.LinearAlgebra.Double.Solvers.StopCriterium;
using MathNet.Numerics.LinearAlgebra.Generic.Solvers;
using MathNet.Numerics.LinearAlgebra.Generic.Solvers.StopCriterium;
/// <summary>
/// Сomposite matrix solver
/// </summary>
public class CompositeSolverExample : IExample
{
/// <summary>
/// Gets the name of this example
/// </summary>
public string Name
{
get
{
return "Composite matrix solver";
}
}
/// <summary>
/// Gets the description of this example
/// </summary>
public string Description
{
get
{
return "Solve linear equation using composite matrix solver. The actual solver is made by a sequence of matrix solvers";
}
}
/// <summary>
/// Run example
/// </summary>
public void Run()
{
// Format matrix output to console
var formatProvider = (CultureInfo)CultureInfo.InvariantCulture.Clone();
formatProvider.TextInfo.ListSeparator = " ";
// Solve next system of linear equations (Ax=b):
// 5*x + 2*y - 4*z = -7
// 3*x - 7*y + 6*z = 38
// 4*x + 1*y + 5*z = 43
// Create matrix "A" with coefficients
var matrixA = new DenseMatrix(new[,] { { 5.00, 2.00, -4.00 }, { 3.00, -7.00, 6.00 }, { 4.00, 1.00, 5.00 } });
Console.WriteLine(@"Matrix 'A' with coefficients");
Console.WriteLine(matrixA.ToString("#0.00\t", formatProvider));
Console.WriteLine();
// Create vector "b" with the constant terms.
var vectorB = new DenseVector(new[] { -7.0, 38.0, 43.0 });
Console.WriteLine(@"Vector 'b' with the constant terms");
Console.WriteLine(vectorB.ToString("#0.00\t", formatProvider));
Console.WriteLine();
// Create stop criteriums to monitor an iterative calculation. There are next available stop criteriums:
// - DivergenceStopCriterium: monitors an iterative calculation for signs of divergence;
// - FailureStopCriterium: monitors residuals for NaN's;
// - IterationCountStopCriterium: monitors the numbers of iteration steps;
// - ResidualStopCriterium: monitors residuals if calculation is considered converged;
// Stop calculation if 1000 iterations reached during calculation
var iterationCountStopCriterium = new IterationCountStopCriterium(1000);
// Stop calculation if residuals are below 1E-10 --> the calculation is considered converged
var residualStopCriterium = new ResidualStopCriterium(1e-10);
// Create monitor with defined stop criteriums
var monitor = new Iterator(new IIterationStopCriterium<double>[] { iterationCountStopCriterium, residualStopCriterium });
// Load all suitable solvers from current assembly. Below in this example, there is user-defined solver
// "class UserBiCgStab : IIterativeSolverSetup<double>" which uses regular BiCgStab solver. But user may create any other solver
// and solver setup classes which implement IIterativeSolverSetup<T> and pass assembly to next function:
CompositeSolver.LoadSolverInformationFromAssembly(Assembly.GetExecutingAssembly());
// Create composite solver
var solver = new CompositeSolver(monitor);
// 1. Solve the matrix equation
var resultX = solver.Solve(matrixA, vectorB);
Console.WriteLine(@"1. Solve the matrix equation");
Console.WriteLine();
// 2. Check solver status of the iterations.
// Solver has property IterationResult which contains the status of the iteration once the calculation is finished.
// Possible values are:
// - CalculationCancelled: calculation was cancelled by the user;
// - CalculationConverged: calculation has converged to the desired convergence levels;
// - CalculationDiverged: calculation diverged;
// - CalculationFailure: calculation has failed for some reason;
// - CalculationIndetermined: calculation is indetermined, not started or stopped;
// - CalculationRunning: calculation is running and no results are yet known;
// - CalculationStoppedWithoutConvergence: calculation has been stopped due to reaching the stopping limits, but that convergence was not achieved;
Console.WriteLine(@"2. Solver status of the iterations");
Console.WriteLine(solver.IterationResult);
Console.WriteLine();
// 3. Solution result vector of the matrix equation
Console.WriteLine(@"3. Solution result vector of the matrix equation");
Console.WriteLine(resultX.ToString("#0.00\t", formatProvider));
Console.WriteLine();
// 4. Verify result. Multiply coefficient matrix "A" by result vector "x"
var reconstructVecorB = matrixA * resultX;
Console.WriteLine(@"4. Multiply coefficient matrix 'A' by result vector 'x'");
Console.WriteLine(reconstructVecorB.ToString("#0.00\t", formatProvider));
Console.WriteLine();
}
}
/// <summary>
/// Sample of user-defined solver setup
/// </summary>
public class UserBiCgStab : IIterativeSolverSetup<double>
{
/// <summary>
/// Gets the type of the solver that will be created by this setup object.
/// </summary>
public Type SolverType
{
get
{
return null;
}
}
/// <summary>
/// Gets type of preconditioner, if any, that will be created by this setup object.
/// </summary>
public Type PreconditionerType
{
get
{
return null;
}
}
/// <summary>
/// Creates a fully functional iterative solver with the default settings
/// given by this setup.
/// </summary>
/// <returns>A new <see cref="IIterativeSolver{T}"/>.</returns>
public IIterativeSolver<double> CreateNew()
{
return new BiCgStab();
}
/// <summary>
/// Gets the relative speed of the solver.
/// </summary>
/// <value>Returns a value between 0 and 1, inclusive.</value>
public double SolutionSpeed
{
get
{
return 0.99;
}
}
/// <summary>
/// Gets the relative reliability of the solver.
/// </summary>
/// <value>Returns a value between 0 and 1 inclusive.</value>
public double Reliability
{
get
{
return 0.99;
}
}
}
}

139
src/Examples/LinearAlgebra/IterativeSolvers/GpBiCgSolver.cs

@ -0,0 +1,139 @@
// <copyright file="GpBiCgSolver.cs" company="Math.NET">
// Math.NET Numerics, part of the Math.NET Project
// http://numerics.mathdotnet.com
// http://github.com/mathnet/mathnet-numerics
// http://mathnetnumerics.codeplex.com
// Copyright (c) 2009-2010 Math.NET
// Permission is hereby granted, free of charge, to any person
// obtaining a copy of this software and associated documentation
// files (the "Software"), to deal in the Software without
// restriction, including without limitation the rights to use,
// copy, modify, merge, publish, distribute, sublicense, and/or sell
// copies of the Software, and to permit persons to whom the
// Software is furnished to do so, subject to the following
// conditions:
// The above copyright notice and this permission notice shall be
// included in all copies or substantial portions of the Software.
// THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
// EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES
// OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
// NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT
// HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY,
// WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING
// FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR
// OTHER DEALINGS IN THE SOFTWARE.
// </copyright>
namespace Examples.LinearAlgebra.IterativeSolvers
{
using System;
using System.Globalization;
using MathNet.Numerics.LinearAlgebra.Double;
using MathNet.Numerics.LinearAlgebra.Double.Solvers;
using MathNet.Numerics.LinearAlgebra.Double.Solvers.Iterative;
using MathNet.Numerics.LinearAlgebra.Double.Solvers.StopCriterium;
using MathNet.Numerics.LinearAlgebra.Generic.Solvers.StopCriterium;
/// <summary>
/// GpBiCg Iterative solver
/// </summary>
public class GpBiCgSolver : IExample
{
/// <summary>
/// Gets the name of this example
/// </summary>
public string Name
{
get
{
return "Generalized Product Bi-Conjugate Gradient iterative solver";
}
}
/// <summary>
/// Gets the description of this example
/// </summary>
public string Description
{
get
{
return "Solve linear equation using Generalized Product Bi-Conjugate Gradient (GPBiCG) solver";
}
}
/// <summary>
/// Run example
/// </summary>
public void Run()
{
// Format matrix output to console
var formatProvider = (CultureInfo)CultureInfo.InvariantCulture.Clone();
formatProvider.TextInfo.ListSeparator = " ";
// Solve next system of linear equations (Ax=b):
// 5*x + 2*y - 4*z = -7
// 3*x - 7*y + 6*z = 38
// 4*x + 1*y + 5*z = 43
// Create matrix "A" with coefficients
var matrixA = new DenseMatrix(new[,] { { 5.00, 2.00, -4.00 }, { 3.00, -7.00, 6.00 }, { 4.00, 1.00, 5.00 } });
Console.WriteLine(@"Matrix 'A' with coefficients");
Console.WriteLine(matrixA.ToString("#0.00\t", formatProvider));
Console.WriteLine();
// Create vector "b" with the constant terms.
var vectorB = new DenseVector(new[] { -7.0, 38.0, 43.0 });
Console.WriteLine(@"Vector 'b' with the constant terms");
Console.WriteLine(vectorB.ToString("#0.00\t", formatProvider));
Console.WriteLine();
// Create stop criteriums to monitor an iterative calculation. There are next available stop criteriums:
// - DivergenceStopCriterium: monitors an iterative calculation for signs of divergence;
// - FailureStopCriterium: monitors residuals for NaN's;
// - IterationCountStopCriterium: monitors the numbers of iteration steps;
// - ResidualStopCriterium: monitors residuals if calculation is considered converged;
// Stop calculation if 1000 iterations reached during calculation
var iterationCountStopCriterium = new IterationCountStopCriterium(1000);
// Stop calculation if residuals are below 1E-10 --> the calculation is considered converged
var residualStopCriterium = new ResidualStopCriterium(1e-10);
// Create monitor with defined stop criteriums
var monitor = new Iterator(new IIterationStopCriterium<double>[] { iterationCountStopCriterium, residualStopCriterium });
// Create Generalized Product Bi-Conjugate Gradient solver
var solver = new GpBiCg(monitor);
// 1. Solve the matrix equation
var resultX = solver.Solve(matrixA, vectorB);
Console.WriteLine(@"1. Solve the matrix equation");
Console.WriteLine();
// 2. Check solver status of the iterations.
// Solver has property IterationResult which contains the status of the iteration once the calculation is finished.
// Possible values are:
// - CalculationCancelled: calculation was cancelled by the user;
// - CalculationConverged: calculation has converged to the desired convergence levels;
// - CalculationDiverged: calculation diverged;
// - CalculationFailure: calculation has failed for some reason;
// - CalculationIndetermined: calculation is indetermined, not started or stopped;
// - CalculationRunning: calculation is running and no results are yet known;
// - CalculationStoppedWithoutConvergence: calculation has been stopped due to reaching the stopping limits, but that convergence was not achieved;
Console.WriteLine(@"2. Solver status of the iterations");
Console.WriteLine(solver.IterationResult);
Console.WriteLine();
// 3. Solution result vector of the matrix equation
Console.WriteLine(@"3. Solution result vector of the matrix equation");
Console.WriteLine(resultX.ToString("#0.00\t", formatProvider));
Console.WriteLine();
// 4. Verify result. Multiply coefficient matrix "A" by result vector "x"
var reconstructVecorB = matrixA * resultX;
Console.WriteLine(@"4. Multiply coefficient matrix 'A' by result vector 'x'");
Console.WriteLine(reconstructVecorB.ToString("#0.00\t", formatProvider));
Console.WriteLine();
}
}
}

140
src/Examples/LinearAlgebra/IterativeSolvers/MlkBiCgStabSolver.cs

@ -0,0 +1,140 @@
// <copyright file="MlkBiCgStabSolver.cs" company="Math.NET">
// Math.NET Numerics, part of the Math.NET Project
// http://numerics.mathdotnet.com
// http://github.com/mathnet/mathnet-numerics
// http://mathnetnumerics.codeplex.com
// Copyright (c) 2009-2010 Math.NET
// Permission is hereby granted, free of charge, to any person
// obtaining a copy of this software and associated documentation
// files (the "Software"), to deal in the Software without
// restriction, including without limitation the rights to use,
// copy, modify, merge, publish, distribute, sublicense, and/or sell
// copies of the Software, and to permit persons to whom the
// Software is furnished to do so, subject to the following
// conditions:
// The above copyright notice and this permission notice shall be
// included in all copies or substantial portions of the Software.
// THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
// EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES
// OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
// NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT
// HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY,
// WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING
// FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR
// OTHER DEALINGS IN THE SOFTWARE.
// </copyright>
namespace Examples.LinearAlgebra.IterativeSolvers
{
using System;
using System.Globalization;
using MathNet.Numerics.LinearAlgebra.Double;
using MathNet.Numerics.LinearAlgebra.Double.Solvers;
using MathNet.Numerics.LinearAlgebra.Double.Solvers.Iterative;
using MathNet.Numerics.LinearAlgebra.Double.Solvers.StopCriterium;
using MathNet.Numerics.LinearAlgebra.Generic.Solvers.StopCriterium;
/// <summary>
/// Multiple-Lanczos Bi-Conjugate Gradient stabilized Iterative solver
/// </summary>
/// <seealso cref="http://en.wikipedia.org/wiki/Derivation_of_the_conjugate_gradient_method#Derivation_from_the_Arnoldi.2FLanczos_iteration"/>
public class MlkBiCgStabSolver : IExample
{
/// <summary>
/// Gets the name of this example
/// </summary>
public string Name
{
get
{
return "Multiple-Lanczos Bi-Conjugate Gradient Stabilized iterative solver";
}
}
/// <summary>
/// Gets the description of this example
/// </summary>
public string Description
{
get
{
return "Solve linear equation using Multiple-Lanczos Bi-Conjugate Gradient stabilized (ML(k)-BiCGStab) solver";
}
}
/// <summary>
/// Run example
/// </summary>
public void Run()
{
// Format matrix output to console
var formatProvider = (CultureInfo)CultureInfo.InvariantCulture.Clone();
formatProvider.TextInfo.ListSeparator = " ";
// Solve next system of linear equations (Ax=b):
// 5*x + 2*y - 4*z = -7
// 3*x - 7*y + 6*z = 38
// 4*x + 1*y + 5*z = 43
// Create matrix "A" with coefficients
var matrixA = new DenseMatrix(new[,] { { 5.00, 2.00, -4.00 }, { 3.00, -7.00, 6.00 }, { 4.00, 1.00, 5.00 } });
Console.WriteLine(@"Matrix 'A' with coefficients");
Console.WriteLine(matrixA.ToString("#0.00\t", formatProvider));
Console.WriteLine();
// Create vector "b" with the constant terms.
var vectorB = new DenseVector(new[] { -7.0, 38.0, 43.0 });
Console.WriteLine(@"Vector 'b' with the constant terms");
Console.WriteLine(vectorB.ToString("#0.00\t", formatProvider));
Console.WriteLine();
// Create stop criteriums to monitor an iterative calculation. There are next available stop criteriums:
// - DivergenceStopCriterium: monitors an iterative calculation for signs of divergence;
// - FailureStopCriterium: monitors residuals for NaN's;
// - IterationCountStopCriterium: monitors the numbers of iteration steps;
// - ResidualStopCriterium: monitors residuals if calculation is considered converged;
// Stop calculation if 1000 iterations reached during calculation
var iterationCountStopCriterium = new IterationCountStopCriterium(1000);
// Stop calculation if residuals are below 1E-10 --> the calculation is considered converged
var residualStopCriterium = new ResidualStopCriterium(1e-10);
// Create monitor with defined stop criteriums
var monitor = new Iterator(new IIterationStopCriterium<double>[] { iterationCountStopCriterium, residualStopCriterium });
// Create Multiple-Lanczos Bi-Conjugate Gradient Stabilized solver
var solver = new MlkBiCgStab(monitor);
// 1. Solve the matrix equation
var resultX = solver.Solve(matrixA, vectorB);
Console.WriteLine(@"1. Solve the matrix equation");
Console.WriteLine();
// 2. Check solver status of the iterations.
// Solver has property IterationResult which contains the status of the iteration once the calculation is finished.
// Possible values are:
// - CalculationCancelled: calculation was cancelled by the user;
// - CalculationConverged: calculation has converged to the desired convergence levels;
// - CalculationDiverged: calculation diverged;
// - CalculationFailure: calculation has failed for some reason;
// - CalculationIndetermined: calculation is indetermined, not started or stopped;
// - CalculationRunning: calculation is running and no results are yet known;
// - CalculationStoppedWithoutConvergence: calculation has been stopped due to reaching the stopping limits, but that convergence was not achieved;
Console.WriteLine(@"2. Solver status of the iterations");
Console.WriteLine(solver.IterationResult);
Console.WriteLine();
// 3. Solution result vector of the matrix equation
Console.WriteLine(@"3. Solution result vector of the matrix equation");
Console.WriteLine(resultX.ToString("#0.00\t", formatProvider));
Console.WriteLine();
// 4. Verify result. Multiply coefficient matrix "A" by result vector "x"
var reconstructVecorB = matrixA * resultX;
Console.WriteLine(@"4. Multiply coefficient matrix 'A' by result vector 'x'");
Console.WriteLine(reconstructVecorB.ToString("#0.00\t", formatProvider));
Console.WriteLine();
}
}
}

140
src/Examples/LinearAlgebra/IterativeSolvers/TFQMRSolver.cs

@ -0,0 +1,140 @@
// <copyright file="TFQMRSolver.cs" company="Math.NET">
// Math.NET Numerics, part of the Math.NET Project
// http://numerics.mathdotnet.com
// http://github.com/mathnet/mathnet-numerics
// http://mathnetnumerics.codeplex.com
// Copyright (c) 2009-2010 Math.NET
// Permission is hereby granted, free of charge, to any person
// obtaining a copy of this software and associated documentation
// files (the "Software"), to deal in the Software without
// restriction, including without limitation the rights to use,
// copy, modify, merge, publish, distribute, sublicense, and/or sell
// copies of the Software, and to permit persons to whom the
// Software is furnished to do so, subject to the following
// conditions:
// The above copyright notice and this permission notice shall be
// included in all copies or substantial portions of the Software.
// THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
// EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES
// OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
// NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT
// HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY,
// WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING
// FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR
// OTHER DEALINGS IN THE SOFTWARE.
// </copyright>
namespace Examples.LinearAlgebra.IterativeSolvers
{
using System;
using System.Globalization;
using MathNet.Numerics.LinearAlgebra.Double;
using MathNet.Numerics.LinearAlgebra.Double.Solvers;
using MathNet.Numerics.LinearAlgebra.Double.Solvers.Iterative;
using MathNet.Numerics.LinearAlgebra.Double.Solvers.StopCriterium;
using MathNet.Numerics.LinearAlgebra.Generic.Solvers.StopCriterium;
/// <summary>
/// Transpose Free Quasi-Minimal Residual iterative solver
/// </summary>
/// <seealso cref="http://es.wikipedia.org/wiki/Algoritmo_TFQMR"/>
public class TFQMRSolver : IExample
{
/// <summary>
/// Gets the name of this example
/// </summary>
public string Name
{
get
{
return "Transpose Free Quasi-Minimal Residual iterative solver";
}
}
/// <summary>
/// Gets the description of this example
/// </summary>
public string Description
{
get
{
return "Solve linear equation using Transpose Free Quasi-Minimal Residual (TFQMR) iterative solver";
}
}
/// <summary>
/// Run example
/// </summary>
public void Run()
{
// Format matrix output to console
var formatProvider = (CultureInfo)CultureInfo.InvariantCulture.Clone();
formatProvider.TextInfo.ListSeparator = " ";
// Solve next system of linear equations (Ax=b):
// 5*x + 2*y - 4*z = -7
// 3*x - 7*y + 6*z = 38
// 4*x + 1*y + 5*z = 43
// Create matrix "A" with coefficients
var matrixA = new DenseMatrix(new[,] { { 5.00, 2.00, -4.00 }, { 3.00, -7.00, 6.00 }, { 4.00, 1.00, 5.00 } });
Console.WriteLine(@"Matrix 'A' with coefficients");
Console.WriteLine(matrixA.ToString("#0.00\t", formatProvider));
Console.WriteLine();
// Create vector "b" with the constant terms.
var vectorB = new DenseVector(new[] { -7.0, 38.0, 43.0 });
Console.WriteLine(@"Vector 'b' with the constant terms");
Console.WriteLine(vectorB.ToString("#0.00\t", formatProvider));
Console.WriteLine();
// Create stop criteriums to monitor an iterative calculation. There are next available stop criteriums:
// - DivergenceStopCriterium: monitors an iterative calculation for signs of divergence;
// - FailureStopCriterium: monitors residuals for NaN's;
// - IterationCountStopCriterium: monitors the numbers of iteration steps;
// - ResidualStopCriterium: monitors residuals if calculation is considered converged;
// Stop calculation if 1000 iterations reached during calculation
var iterationCountStopCriterium = new IterationCountStopCriterium(1000);
// Stop calculation if residuals are below 1E-10 --> the calculation is considered converged
var residualStopCriterium = new ResidualStopCriterium(1e-10);
// Create monitor with defined stop criteriums
var monitor = new Iterator(new IIterationStopCriterium<double>[] { iterationCountStopCriterium, residualStopCriterium });
// Create Transpose Free Quasi-Minimal Residual solver
var solver = new TFQMR(monitor);
// 1. Solve the matrix equation
var resultX = solver.Solve(matrixA, vectorB);
Console.WriteLine(@"1. Solve the matrix equation");
Console.WriteLine();
// 2. Check solver status of the iterations.
// Solver has property IterationResult which contains the status of the iteration once the calculation is finished.
// Possible values are:
// - CalculationCancelled: calculation was cancelled by the user;
// - CalculationConverged: calculation has converged to the desired convergence levels;
// - CalculationDiverged: calculation diverged;
// - CalculationFailure: calculation has failed for some reason;
// - CalculationIndetermined: calculation is indetermined, not started or stopped;
// - CalculationRunning: calculation is running and no results are yet known;
// - CalculationStoppedWithoutConvergence: calculation has been stopped due to reaching the stopping limits, but that convergence was not achieved;
Console.WriteLine(@"2. Solver status of the iterations");
Console.WriteLine(solver.IterationResult);
Console.WriteLine();
// 3. Solution result vector of the matrix equation
Console.WriteLine(@"3. Solution result vector of the matrix equation");
Console.WriteLine(resultX.ToString("#0.00\t", formatProvider));
Console.WriteLine();
// 4. Verify result. Multiply coefficient matrix "A" by result vector "x"
var reconstructVecorB = matrixA * resultX;
Console.WriteLine(@"4. Multiply coefficient matrix 'A' by result vector 'x'");
Console.WriteLine(reconstructVecorB.ToString("#0.00\t", formatProvider));
Console.WriteLine();
}
}
}

117
src/Examples/NumberTheory.cs

@ -0,0 +1,117 @@
// <copyright file="NumberTheory.cs" company="Math.NET">
// Math.NET Numerics, part of the Math.NET Project
// http://numerics.mathdotnet.com
// http://github.com/mathnet/mathnet-numerics
// http://mathnetnumerics.codeplex.com
// Copyright (c) 2009-2010 Math.NET
// Permission is hereby granted, free of charge, to any person
// obtaining a copy of this software and associated documentation
// files (the "Software"), to deal in the Software without
// restriction, including without limitation the rights to use,
// copy, modify, merge, publish, distribute, sublicense, and/or sell
// copies of the Software, and to permit persons to whom the
// Software is furnished to do so, subject to the following
// conditions:
// The above copyright notice and this permission notice shall be
// included in all copies or substantial portions of the Software.
// THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
// EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES
// OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
// NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT
// HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY,
// WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING
// FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR
// OTHER DEALINGS IN THE SOFTWARE.
// </copyright>
namespace Examples
{
using System;
using MathNet.Numerics.NumberTheory;
/// <summary>
/// Number theory utility functions
/// </summary>
public class NumberTheory : IExample
{
/// <summary>
/// Gets the name of this example
/// </summary>
public string Name
{
get
{
return "Number theory utility functions";
}
}
/// <summary>
/// Gets the description of this example
/// </summary>
public string Description
{
get
{
return "Usage of the number theory utility functions and extention methods";
}
}
/// <summary>
/// Run example
/// </summary>
public void Run()
{
// 1. Find out whether the provided number is an even number
Console.WriteLine(@"1. Find out whether the provided number is an even number");
Console.WriteLine(@"{0} is even = {1}. {2} is even = {3}", 1, IntegerTheory.IsEven(1), 2, 2.IsEven());
Console.WriteLine();
// 2. Find out whether the provided number is an odd number
Console.WriteLine(@"2. Find out whether the provided number is an odd number");
Console.WriteLine(@"{0} is odd = {1}. {2} is odd = {3}", 1, 1.IsOdd(), 2, IntegerTheory.IsOdd(2));
Console.WriteLine();
// 3. Find out whether the provided number is a perfect power of two
Console.WriteLine(@"2. Find out whether the provided number is a perfect power of two");
Console.WriteLine(@"{0} is power of two = {1}. {2} is power of two = {3}", 5, 5.IsPowerOfTwo(), 16, IntegerTheory.IsPowerOfTwo(16));
Console.WriteLine();
// 4. Find the closest perfect power of two that is larger or equal to 97
Console.WriteLine(@"4. Find the closest perfect power of two that is larger or equal to 97");
Console.WriteLine(97.CeilingToPowerOfTwo());
Console.WriteLine();
// 5. Raise 2 to the 16
Console.WriteLine(@"5. Raise 2 to the 16");
Console.WriteLine(16.PowerOfTwo());
Console.WriteLine();
// 6. Find out whether the number is a perfect square
Console.WriteLine(@"6. Find out whether the number is a perfect square");
Console.WriteLine(@"{0} is perfect square = {1}. {2} is perfect square = {3}", 37, 37.IsPerfectSquare(), 81, IntegerTheory.IsPerfectSquare(81));
Console.WriteLine();
// 7. Compute the greatest common divisor of 32 and 36
Console.WriteLine(@"7. Returns the greatest common divisor of 32 and 36");
Console.WriteLine(IntegerTheory.GreatestCommonDivisor(32, 36));
Console.WriteLine();
// 8. Compute the greatest common divisor of 492, -984, 123, 246
Console.WriteLine(@"8. Returns the greatest common divisor of 492, -984, 123, 246");
Console.WriteLine(IntegerTheory.GreatestCommonDivisor(492, -984, 123, 246));
Console.WriteLine();
// 9. Compute the extended greatest common divisor "z", such that 45*x + 18*y = z
Console.WriteLine(@"9. Compute the extended greatest common divisor Z, such that 45*x + 18*y = Z");
long x, y;
var z = IntegerTheory.ExtendedGreatestCommonDivisor(45, 18, out x, out y);
Console.WriteLine(@"z = {0}, x = {1}, y = {2}. 45*{1} + 18*{2} = {0}", z, x, y);
Console.WriteLine();
// 10. Compute the least common multiple of 16 and 12
Console.WriteLine(@"10. Compute the least common multiple of 16 and 12");
Console.WriteLine(IntegerTheory.LeastCommonMultiple(16, 12));
Console.WriteLine();
}
}
}

191
src/Examples/RandomNumberGeneration.cs

@ -0,0 +1,191 @@
// <copyright file="RandomNumberGeneration.cs" company="Math.NET">
// Math.NET Numerics, part of the Math.NET Project
// http://numerics.mathdotnet.com
// http://github.com/mathnet/mathnet-numerics
// http://mathnetnumerics.codeplex.com
// Copyright (c) 2009-2010 Math.NET
// Permission is hereby granted, free of charge, to any person
// obtaining a copy of this software and associated documentation
// files (the "Software"), to deal in the Software without
// restriction, including without limitation the rights to use,
// copy, modify, merge, publish, distribute, sublicense, and/or sell
// copies of the Software, and to permit persons to whom the
// Software is furnished to do so, subject to the following
// conditions:
// The above copyright notice and this permission notice shall be
// included in all copies or substantial portions of the Software.
// THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
// EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES
// OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
// NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT
// HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY,
// WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING
// FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR
// OTHER DEALINGS IN THE SOFTWARE.
// </copyright>
namespace Examples
{
using System;
using MathNet.Numerics.Random;
/// <summary>
/// Random number generation
/// </summary>
/// <seealso cref="http://reference.wolfram.com/mathematica/tutorial/RandomNumberGeneration.html">Random number generation</seealso>
public class RandomNumberGeneration : IExample
{
/// <summary>
/// Gets the name of this example
/// </summary>
public string Name
{
get
{
return "Random number generation";
}
}
/// <summary>
/// Gets the description of this example
/// </summary>
public string Description
{
get
{
return "Usage examples of random number generators (RNG)";
}
}
/// <summary>
/// Run example
/// </summary>
/// <seealso cref="http://en.wikipedia.org/wiki/Random_number_generation">Random number generation</seealso>
/// <seealso cref="http://en.wikipedia.org/wiki/Linear_congruential_generator">Linear congruential generator</seealso>
/// <seealso cref="http://en.wikipedia.org/wiki/Mersenne_twister">Mersenne twister</seealso>
/// <seealso cref="http://en.wikipedia.org/wiki/Lagged_Fibonacci_generator">Lagged Fibonacci generator</seealso>
/// <seealso cref="http://en.wikipedia.org/wiki/Xorshift">Xorshift</seealso>
public void Run()
{
// All RNG classes in MathNet have next counstructors:
// - RNG(int seed, bool threadSafe): initializes a new instance with specific seed value and thread safe property
// - RNG(int seed): iуууnitializes a new instance with specific seed value. Thread safe property is set to Control.ThreadSafeRandomNumberGenerators
// - RNG(bool threadSafe) : initializes a new instance with the seed value set to DateTime.Now.Ticks and specific thread safe property
// - RNG(bool threadSafe) : initializes a new instance with the seed value set to DateTime.Now.Ticks and thread safe property set to Control.ThreadSafeRandomNumberGenerators
// All RNG classes in MathNet have next methods to produce random values:
// - double[] NextDouble(int n): returns an "n"-size array of uniformly distributed random doubles in the interval [0.0,1.0];
// - int Next(): returns a nonnegative random number;
// - int Next(int maxValue): returns a random number less then a specified maximum;
// - int Next(int minValue, int maxValue): returns a random number within a specified range;
// - void NextBytes(byte[] buffer): fills the elements of a specified array of bytes with random numbers;
// All RNG classes in MathNet have next extension methods to produce random values:
// - long NextInt64(): returns a nonnegative random number less than "Int64.MaxValue";
// - int NextFullRangeInt32(): returns a random number of the full Int32 range;
// - long NextFullRangeInt64(): returns a random number of the full Int64 range;
// - decimal NextDecimal(): returns a nonnegative decimal floating point random number less than 1.0;
// 1. Multiplicative congruential generator using a modulus of 2^31-1 and a multiplier of 1132489760
var mcg31M1 = new Mcg31m1(1);
Console.WriteLine(@"1. Generate 10 random double values using Multiplicative congruential generator with a modulus of 2^31-1 and a multiplier of 1132489760");
var randomValues = mcg31M1.NextDouble(10);
for (var i = 0; i < randomValues.Length; i++)
{
Console.Write(randomValues[i].ToString("N") + @" ");
}
Console.WriteLine();
Console.WriteLine();
// 2. Multiplicative congruential generator using a modulus of 2^59 and a multiplier of 13^13
var mcg59 = new Mcg59(1);
Console.WriteLine(@"2. Generate 10 random integer values using Multiplicative congruential generator with a modulus of 2^59 and a multiplier of 13^13");
for (var i = 0; i < 10; i++)
{
Console.Write(mcg59.Next() + @" ");
}
Console.WriteLine();
Console.WriteLine();
// 3. Random number generator using Mersenne Twister 19937 algorithm
var mersenneTwister = new MersenneTwister(1);
Console.WriteLine(@"3. Generate 10 random integer values less then 100 using Mersenne Twister 19937 algorithm");
for (var i = 0; i < 10; i++)
{
Console.Write(mersenneTwister.Next(100) + @" ");
}
Console.WriteLine();
Console.WriteLine();
// 4. Multiple recursive generator with 2 components of order 3
var mrg32K3A = new Mrg32k3a(1);
Console.WriteLine(@"4. Generate 10 random integer values in range [50;100] using multiple recursive generator with 2 components of order 3");
for (var i = 0; i < 10; i++)
{
Console.Write(mrg32K3A.Next(50, 100) + @" ");
}
Console.WriteLine();
Console.WriteLine();
// 5. Parallel Additive Lagged Fibonacci pseudo-random number generator
var palf = new Palf(1);
Console.WriteLine(@"5. Generate 10 random bytes using Parallel Additive Lagged Fibonacci pseudo-random number generator");
var bytes = new byte[10];
palf.NextBytes(bytes);
for (var i = 0; i < bytes.Length; i++)
{
Console.Write(bytes[i] + @" ");
}
Console.WriteLine();
Console.WriteLine();
// 6. A random number generator based on the "System.Security.Cryptography.RandomNumberGenerator" class in the .NET library
var systemCryptoRandomNumberGenerator = new SystemCryptoRandomNumberGenerator();
Console.WriteLine(@"6. Generate 10 random decimal values using RNG based on the 'System.Security.Cryptography.RandomNumberGenerator'");
for (var i = 0; i < 10; i++)
{
Console.Write(systemCryptoRandomNumberGenerator.NextDecimal().ToString("N") + @" ");
}
Console.WriteLine();
Console.WriteLine();
// 7. Wichmann-Hill’s 1982 combined multiplicative congruential generator
var rngWh1982 = new WH1982();
Console.WriteLine(@"7. Generate 10 random full Int32 range values using Wichmann-Hill’s 1982 combined multiplicative congruential generator");
for (var i = 0; i < 10; i++)
{
Console.Write(rngWh1982.NextFullRangeInt32() + @" ");
}
Console.WriteLine();
Console.WriteLine();
// 8. Wichmann-Hill’s 2006 combined multiplicative congruential generator.
var rngWh2006 = new WH2006();
Console.WriteLine(@"8. Generate 10 random full Int64 range values using Wichmann-Hill’s 2006 combined multiplicative congruential generator");
for (var i = 0; i < 10; i++)
{
Console.Write(rngWh2006.NextFullRangeInt32() + @" ");
}
Console.WriteLine();
Console.WriteLine();
// 9. Multiply-with-carry Xorshift pseudo random number generator
var xorshift = new Xorshift();
Console.WriteLine(@"9. Generate 10 random nonnegative values less than Int64.MaxValue using Multiply-with-carry Xorshift pseudo random number generator");
for (var i = 0; i < 10; i++)
{
Console.Write(xorshift.NextInt64() + @" ");
}
Console.WriteLine();
}
}
}

96
src/Examples/Sampling/Chebyshev.cs

@ -0,0 +1,96 @@
// <copyright file="Chebyshev.cs" company="Math.NET">
// Math.NET Numerics, part of the Math.NET Project
// http://numerics.mathdotnet.com
// http://github.com/mathnet/mathnet-numerics
// http://mathnetnumerics.codeplex.com
// Copyright (c) 2009-2010 Math.NET
// Permission is hereby granted, free of charge, to any person
// obtaining a copy of this software and associated documentation
// files (the "Software"), to deal in the Software without
// restriction, including without limitation the rights to use,
// copy, modify, merge, publish, distribute, sublicense, and/or sell
// copies of the Software, and to permit persons to whom the
// Software is furnished to do so, subject to the following
// conditions:
// The above copyright notice and this permission notice shall be
// included in all copies or substantial portions of the Software.
// THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
// EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES
// OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
// NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT
// HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY,
// WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING
// FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR
// OTHER DEALINGS IN THE SOFTWARE.
// </copyright>
namespace Examples.Sampling
{
using System;
using MathNet.Numerics.Sampling;
/// <summary>
/// Example of generic function sampling and quantization provider
/// </summary>
public class Chebyshev : IExample
{
/// <summary>
/// Gets the name of this example
/// </summary>
public string Name
{
get
{
return "Sampling - Chebyshev";
}
}
/// <summary>
/// Gets the description of this example
/// </summary>
public string Description
{
get
{
return "Samples a function at the roots of the Chebyshev polynomial";
}
}
/// <summary>
/// Run example
/// </summary>
public void Run()
{
// 1. Get 20 samples of f(x) = (x * x) / 2 at the roots of the Chebyshev polynomial of the first kind within interval [0, 10]
var result = Sample.ChebyshevNodesFirstKind(Function, 0, 10, 20);
Console.WriteLine(@"1. Get 20 samples of f(x) = (x * x) / 2 at the roots of the Chebyshev polynomial of the first kind within interval [0, 10]");
for (var i = 0; i < result.Length; i++)
{
Console.Write(result[i].ToString("N") + @" ");
}
Console.WriteLine();
Console.WriteLine();
// 2. Get 20 samples of f(x) = (x * x) / 2 at the roots of the Chebyshev polynomial of the second kind within interval [0, 10]
result = Sample.ChebyshevNodesSecondKind(Function, 0, 10, 20);
Console.WriteLine(@"2. Get 20 samples of f(x) = (x * x) / 2 at the roots of the Chebyshev polynomial of the second kind within interval [0, 10]");
for (var i = 0; i < result.Length; i++)
{
Console.Write(result[i].ToString("N") + @" ");
}
Console.WriteLine();
}
/// <summary>
/// Fucntion f(x) = (x * x) / 2
/// </summary>
/// <param name="x">Input value</param>
/// <returns>Calculation result</returns>
public double Function(double x)
{
return Math.Pow(x, 2) / 2;
}
}
}

127
src/Examples/Sampling/Equidistant.cs

@ -0,0 +1,127 @@
// <copyright file="Equidistant.cs" company="Math.NET">
// Math.NET Numerics, part of the Math.NET Project
// http://numerics.mathdotnet.com
// http://github.com/mathnet/mathnet-numerics
// http://mathnetnumerics.codeplex.com
// Copyright (c) 2009-2010 Math.NET
// Permission is hereby granted, free of charge, to any person
// obtaining a copy of this software and associated documentation
// files (the "Software"), to deal in the Software without
// restriction, including without limitation the rights to use,
// copy, modify, merge, publish, distribute, sublicense, and/or sell
// copies of the Software, and to permit persons to whom the
// Software is furnished to do so, subject to the following
// conditions:
// The above copyright notice and this permission notice shall be
// included in all copies or substantial portions of the Software.
// THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
// EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES
// OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
// NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT
// HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY,
// WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING
// FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR
// OTHER DEALINGS IN THE SOFTWARE.
// </copyright>
namespace Examples.Sampling
{
using System;
using MathNet.Numerics.Sampling;
/// <summary>
/// Example of generic function sampling and quantization provider
/// </summary>
public class Equidistant : IExample
{
/// <summary>
/// Gets the name of this example
/// </summary>
public string Name
{
get
{
return "Sampling - Equidistant";
}
}
/// <summary>
/// Gets the description of this example
/// </summary>
public string Description
{
get
{
return "Samples a function equidistant";
}
}
/// <summary>
/// Run example
/// </summary>
public void Run()
{
// 1. Get 11 samples of f(x) = (x * x) / 2 equidistant within interval [-5, 5]
var result = Sample.EquidistantInterval(Function, -5, 5, 11);
Console.WriteLine(@"1. Get 11 samples of f(x) = (x * x) / 2 equidistant within interval [-5, 5]");
for (var i = 0; i < result.Length; i++)
{
Console.Write(result[i].ToString("N") + @" ");
}
Console.WriteLine();
Console.WriteLine();
// 2. Get 10 samples of f(x) = (x * x) / 2 equidistant starting at x=1 with step = 0.5 and retrieve sample points
double[] samplePoints;
result = Sample.EquidistantStartingAt(Function, 1, 0.5, 10, out samplePoints);
Console.WriteLine(@"2. Get 10 samples of f(x) = (x * x) / 2 equidistant starting at x=1 with step = 0.5 and retrieve sample points");
Console.Write(@"Points: ");
for (var i = 0; i < samplePoints.Length; i++)
{
Console.Write(samplePoints[i].ToString("N") + @" ");
}
Console.WriteLine();
Console.Write(@"Values: ");
for (var i = 0; i < result.Length; i++)
{
Console.Write(result[i].ToString("N") + @" ");
}
Console.WriteLine();
Console.WriteLine();
// 3. Get 10 samples of f(x) = (x * x) / 2 equidistant within period = 10 and period offset = 5
result = Sample.EquidistantPeriodic(Function, 10, 5, 10);
Console.WriteLine(@"3. Get 10 samples of f(x) = (x * x) / 2 equidistant within period = 10 and period offset = 5");
for (var i = 0; i < result.Length; i++)
{
Console.Write(result[i].ToString("N") + @" ");
}
Console.WriteLine();
Console.WriteLine();
// 4. Sample f(x) = (x * x) / 2 equidistant to an integer-domain function starting at x = 0 and step = 2
var equidistant = Sample.EquidistantToFunction(Function, 0, 2);
Console.WriteLine(@" 4. Sample f(x) = (x * x) / 2 equidistant to an integer-domain function starting at x = 0 and step = 2");
for (var i = 0; i < 10; i++)
{
Console.Write(equidistant(i).ToString("N") + @" ");
}
Console.WriteLine();
}
/// <summary>
/// Fucntion f(x) = (x * x) / 2
/// </summary>
/// <param name="x">Input value</param>
/// <returns>Calculation result</returns>
public double Function(double x)
{
return Math.Pow(x, 2) / 2;
}
}
}

131
src/Examples/Sampling/Random.cs

@ -0,0 +1,131 @@
// <copyright file="Random.cs" company="Math.NET">
// Math.NET Numerics, part of the Math.NET Project
// http://numerics.mathdotnet.com
// http://github.com/mathnet/mathnet-numerics
// http://mathnetnumerics.codeplex.com
// Copyright (c) 2009-2010 Math.NET
// Permission is hereby granted, free of charge, to any person
// obtaining a copy of this software and associated documentation
// files (the "Software"), to deal in the Software without
// restriction, including without limitation the rights to use,
// copy, modify, merge, publish, distribute, sublicense, and/or sell
// copies of the Software, and to permit persons to whom the
// Software is furnished to do so, subject to the following
// conditions:
// The above copyright notice and this permission notice shall be
// included in all copies or substantial portions of the Software.
// THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
// EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES
// OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
// NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT
// HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY,
// WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING
// FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR
// OTHER DEALINGS IN THE SOFTWARE.
// </copyright>
namespace Examples.Sampling
{
using System;
using MathNet.Numerics.Distributions;
using MathNet.Numerics.Sampling;
/// <summary>
/// Example of generic function sampling and quantization provider
/// </summary>
public class Random : IExample
{
/// <summary>
/// Gets the name of this example
/// </summary>
public string Name
{
get
{
return "Sampling - Random";
}
}
/// <summary>
/// Gets the description of this example
/// </summary>
public string Description
{
get
{
return "Samples a function randomly with the provided distribution";
}
}
/// <summary>
/// Run example
/// </summary>
public void Run()
{
// 1. Get 10 random samples of f(x) = (x * x) / 2 using continuous uniform distribution on [-10, 10]
var uniform = new ContinuousUniform(-10, 10);
var result = Sample.Random(Function, uniform, 10);
Console.WriteLine(@" 1. Get 10 random samples of f(x) = (x * x) / 2 using continuous uniform distribution on [-10, 10]");
for (var i = 0; i < result.Length; i++)
{
Console.Write(result[i].ToString("N") + @" ");
}
Console.WriteLine();
Console.WriteLine();
// 2. Get 10 random samples of f(x) = (x * x) / 2 using Exponential(1) distribution and retrieve sample points
var exponential = new Exponential(1);
double[] samplePoints;
result = Sample.Random(Function, exponential, 10, out samplePoints);
Console.WriteLine(@"2. Get 10 random samples of f(x) = (x * x) / 2 using Exponential(1) distribution and retrieve sample points");
Console.Write(@"Points: ");
for (var i = 0; i < samplePoints.Length; i++)
{
Console.Write(samplePoints[i].ToString("N") + @" ");
}
Console.WriteLine();
Console.Write(@"Values: ");
for (var i = 0; i < result.Length; i++)
{
Console.Write(result[i].ToString("N") + @" ");
}
Console.WriteLine();
Console.WriteLine();
// 3. Get 10 random samples of f(x, y) = (x * y) / 2 using ChiSquare(10) distribution
var chiSquare = new ChiSquare(10);
result = Sample.Random(TwoDomainFunction, chiSquare, 10);
Console.WriteLine(@" 3. Get 10 random samples of f(x, y) = (x * y) / 2 using ChiSquare(10) distribution");
for (var i = 0; i < result.Length; i++)
{
Console.Write(result[i].ToString("N") + @" ");
}
Console.WriteLine();
}
/// <summary>
/// Fucntion f(x, y) = (x * y) / 2
/// </summary>
/// <param name="x">Input value</param>
/// <returns>Calculation result</returns>
public double Function(double x)
{
return Math.Pow(x, 2) / 2;
}
/// <summary>
/// Fucntion f(x,y) = (x * y) / 2
/// </summary>
/// <param name="x">X input value</param>
/// <param name="y">Y input value</param>
/// <returns>Calculation result</returns>
public double TwoDomainFunction(double x, double y)
{
return (x * y) / 2;
}
}
}

96
src/Examples/SpecialFunctions/Beta.cs

@ -0,0 +1,96 @@
// <copyright file="Beta.cs" company="Math.NET">
// Math.NET Numerics, part of the Math.NET Project
// http://numerics.mathdotnet.com
// http://github.com/mathnet/mathnet-numerics
// http://mathnetnumerics.codeplex.com
// Copyright (c) 2009-2010 Math.NET
// Permission is hereby granted, free of charge, to any person
// obtaining a copy of this software and associated documentation
// files (the "Software"), to deal in the Software without
// restriction, including without limitation the rights to use,
// copy, modify, merge, publish, distribute, sublicense, and/or sell
// copies of the Software, and to permit persons to whom the
// Software is furnished to do so, subject to the following
// conditions:
// The above copyright notice and this permission notice shall be
// included in all copies or substantial portions of the Software.
// THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
// EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES
// OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
// NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT
// HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY,
// WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING
// FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR
// OTHER DEALINGS IN THE SOFTWARE.
// </copyright>
namespace Examples.SpecialFunctions
{
using System;
using MathNet.Numerics;
/// <summary>
/// Special Functions: Beta
/// </summary>
/// <seealso cref="http://reference.wolfram.com/mathematica/ref/Beta.html"/>
public class Beta : IExample
{
/// <summary>
/// Gets the name of this example
/// </summary>
public string Name
{
get
{
return "Special Functions: Beta";
}
}
/// <summary>
/// Gets the description of this example
/// </summary>
public string Description
{
get
{
return "Beta, incomplete Beta, regularized Beta";
}
}
/// <summary>
/// Run example
/// </summary>
/// <seealso cref="http://en.wikipedia.org/wiki/Beta_function">Beta function</seealso>
public void Run()
{
// 1. Compute the Beta function at z = 1.0, w = 3.0
Console.WriteLine(@"1. Compute the Beta function at z = 1.0, w = 3.0");
Console.WriteLine(SpecialFunctions.Beta(1.0, 3.0));
Console.WriteLine();
// 2. Compute the logarithm of the Beta function at z = 1.0, w = 3.0
Console.WriteLine(@"2. Compute the logarithm of the Beta function at z = 1.0, w = 3.0");
Console.WriteLine(SpecialFunctions.BetaLn(1.0, 3.0));
Console.WriteLine();
// 3. Compute the Beta incomplete function at z = 1.0, w = 3.0, x = 0.7
Console.WriteLine(@"3. Compute the Beta incomplete function at z = 1.0, w = 3.0, x = 0.7");
Console.WriteLine(SpecialFunctions.BetaIncomplete(1.0, 3.0, 0.7));
Console.WriteLine();
// 4. Compute the Beta incomplete function at z = 1.0, w = 3.0, x = 1.0
Console.WriteLine(@"4. Compute the Beta incomplete function at z = 1.0, w = 3.0, x = 1.0");
Console.WriteLine(SpecialFunctions.BetaIncomplete(1.0, 3.0, 1.0));
Console.WriteLine();
// 5. Compute the Beta regularized function at z = 1.0, w = 3.0, x = 0.7
Console.WriteLine(@"5. Compute the Beta regularized function at z = 1.0, w = 3.0, x = 0.7");
Console.WriteLine(SpecialFunctions.BetaRegularized(1.0, 3.0, 0.7));
Console.WriteLine();
// 6. Compute the Beta regularized function at z = 1.0, w = 3.0, x = 1.0
Console.WriteLine(@"6. Compute the Beta regularized function at z = 1.0, w = 3.0, x = 1.0");
Console.WriteLine(SpecialFunctions.BetaRegularized(1.0, 3.0, 1.0));
Console.WriteLine();
}
}
}

101
src/Examples/SpecialFunctions/Common.cs

@ -0,0 +1,101 @@
// <copyright file="Common.cs" company="Math.NET">
// Math.NET Numerics, part of the Math.NET Project
// http://numerics.mathdotnet.com
// http://github.com/mathnet/mathnet-numerics
// http://mathnetnumerics.codeplex.com
// Copyright (c) 2009-2010 Math.NET
// Permission is hereby granted, free of charge, to any person
// obtaining a copy of this software and associated documentation
// files (the "Software"), to deal in the Software without
// restriction, including without limitation the rights to use,
// copy, modify, merge, publish, distribute, sublicense, and/or sell
// copies of the Software, and to permit persons to whom the
// Software is furnished to do so, subject to the following
// conditions:
// The above copyright notice and this permission notice shall be
// included in all copies or substantial portions of the Software.
// THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
// EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES
// OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
// NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT
// HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY,
// WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING
// FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR
// OTHER DEALINGS IN THE SOFTWARE.
// </copyright>
namespace Examples.SpecialFunctions
{
using System;
using MathNet.Numerics;
/// <summary>
/// Special Functions
/// </summary>
/// <seealso cref="http://reference.wolfram.com/mathematica/ref/PolyGamma.html"/>
/// <seealso cref="http://reference.wolfram.com/mathematica/ref/HarmonicNumber.html"/>
public class Common : IExample
{
/// <summary>
/// Gets the name of this example
/// </summary>
public string Name
{
get
{
return "Special Functions";
}
}
/// <summary>
/// Gets the description of this example
/// </summary>
public string Description
{
get
{
return "Harmonic, DiGamma, Logit, Logistic";
}
}
/// <summary>
/// Run example
/// </summary>
/// <seealso cref="http://en.wikipedia.org/wiki/Digamma_function">Digamma function</seealso>
/// <seealso cref="http://en.wikipedia.org/wiki/Harmonic_number">Harmonic number</seealso>
/// <seealso cref="http://en.wikipedia.org/wiki/Harmonic_number#Generalized_harmonic_numbers">Generalized harmonic numbers</seealso>
/// <seealso cref="http://en.wikipedia.org/wiki/Logistic_function">Logistic function</seealso>
/// <seealso cref="http://en.wikipedia.org/wiki/Logit">Logit function</seealso>
public void Run()
{
// 1. Calculate the Digamma function at point 5.0
Console.WriteLine(@"1. Calculate the Digamma function at point 5.0");
Console.WriteLine(SpecialFunctions.DiGamma(5.0));
Console.WriteLine();
// 2. Calculate the inverse Digamma function at point 1.5
Console.WriteLine(@"2. Calculate the inverse Digamma function at point 1.5");
Console.WriteLine(SpecialFunctions.DiGammaInv(1.5));
Console.WriteLine();
// 3. Calculate the 10'th Harmonic number
Console.WriteLine(@"3. Calculate the 10'th Harmonic number");
Console.WriteLine(SpecialFunctions.Harmonic(10));
Console.WriteLine();
// 4. Calculate the generalized harmonic number of order 10 of 3.0.
Console.WriteLine(@"4. Calculate the generalized harmonic number of order 10 of 3.0");
Console.WriteLine(SpecialFunctions.GeneralHarmonic(10, 3.0));
Console.WriteLine();
// 5. Calculate the logistic function of 3.0
Console.WriteLine(@"5. Calculate the logistic function of 3.0");
Console.WriteLine(SpecialFunctions.Logistic(3.0));
Console.WriteLine();
// 6. Calculate the logit function of 0.3
Console.WriteLine(@"6. Calculate the logit function of 0.3");
Console.WriteLine(SpecialFunctions.Logit(0.3));
Console.WriteLine();
}
}
}

129
src/Examples/SpecialFunctions/ErrorFunction.cs

@ -0,0 +1,129 @@
// <copyright file="ErrorFunction.cs" company="Math.NET">
// Math.NET Numerics, part of the Math.NET Project
// http://numerics.mathdotnet.com
// http://github.com/mathnet/mathnet-numerics
// http://mathnetnumerics.codeplex.com
// Copyright (c) 2009-2010 Math.NET
// Permission is hereby granted, free of charge, to any person
// obtaining a copy of this software and associated documentation
// files (the "Software"), to deal in the Software without
// restriction, including without limitation the rights to use,
// copy, modify, merge, publish, distribute, sublicense, and/or sell
// copies of the Software, and to permit persons to whom the
// Software is furnished to do so, subject to the following
// conditions:
// The above copyright notice and this permission notice shall be
// included in all copies or substantial portions of the Software.
// THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
// EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES
// OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
// NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT
// HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY,
// WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING
// FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR
// OTHER DEALINGS IN THE SOFTWARE.
// </copyright>
namespace Examples.SpecialFunctions
{
using System;
using MathNet.Numerics;
using MathNet.Numerics.Sampling;
/// <summary>
/// Special Functions: error functions
/// </summary>
public class ErrorFunction : IExample
{
/// <summary>
/// Gets the name of this example
/// </summary>
public string Name
{
get
{
return "Special Functions: error functions";
}
}
/// <summary>
/// Gets the description of this example
/// </summary>
public string Description
{
get
{
return "Error function (Gauss error function or probability integral)";
}
}
/// <summary>
/// Run example
/// </summary>
/// <seealso cref="http://en.wikipedia.org/wiki/Error_function">Error function</seealso>
public void Run()
{
// 1. Calculate the error function at point 2
Console.WriteLine(@"1. Calculate the error function at point 2");
Console.WriteLine(SpecialFunctions.Erf(2));
Console.WriteLine();
// 2. Sample 10 values of the error function in [-1.0; 1.0]
Console.WriteLine(@"2. Sample 10 values of the error function in [-1.0; 1.0]");
var data = Sample.EquidistantInterval(SpecialFunctions.Erf, -1.0, 1.0, 10);
for (var i = 0; i < data.Length; i++)
{
Console.Write(data[i].ToString("N") + @" ");
}
Console.WriteLine();
Console.WriteLine();
// 3. Calculate the complementary error function at point 2
Console.WriteLine(@"3. Calculate the complementary error function at point 2");
Console.WriteLine(SpecialFunctions.Erfc(2));
Console.WriteLine();
// 4. Sample 10 values of the complementary error function in [-1.0; 1.0]
Console.WriteLine(@"4. Sample 10 values of the complementary error function in [-1.0; 1.0]");
data = Sample.EquidistantInterval(SpecialFunctions.Erfc, -1.0, 1.0, 10);
for (var i = 0; i < data.Length; i++)
{
Console.Write(data[i].ToString("N") + @" ");
}
Console.WriteLine();
Console.WriteLine();
// 5. Calculate the inverse error function at point z=0.5
Console.WriteLine(@"5. Calculate the inverse error function at point z=0.5");
Console.WriteLine(SpecialFunctions.ErfInv(0.5));
Console.WriteLine();
// 6. Sample 10 values of the inverse error function in [-1.0; 1.0]
Console.WriteLine(@"6. Sample 10 values of the inverse error function in [-1.0; 1.0]");
data = Sample.EquidistantInterval(SpecialFunctions.ErfInv, -1.0, 1.0, 10);
for (var i = 0; i < data.Length; i++)
{
Console.Write(data[i].ToString("N") + @" ");
}
Console.WriteLine();
Console.WriteLine();
// 7. Calculate the complementary inverse error function at point z=0.5
Console.WriteLine(@"7. Calculate the complementary inverse error function at point z=0.5");
Console.WriteLine(SpecialFunctions.ErfcInv(0.5));
Console.WriteLine();
// 8. Sample 10 values of the complementary inverse error function in [-1.0; 1.0]
Console.WriteLine(@"8. Sample 10 values of the complementary inverse error function in [-1.0; 1.0]");
data = Sample.EquidistantInterval(SpecialFunctions.ErfcInv, -1.0, 1.0, 10);
for (var i = 0; i < data.Length; i++)
{
Console.Write(data[i].ToString("N") + @" ");
}
Console.WriteLine();
}
}
}

95
src/Examples/SpecialFunctions/Factorial.cs

@ -0,0 +1,95 @@
// <copyright file="Factorial.cs" company="Math.NET">
// Math.NET Numerics, part of the Math.NET Project
// http://numerics.mathdotnet.com
// http://github.com/mathnet/mathnet-numerics
// http://mathnetnumerics.codeplex.com
// Copyright (c) 2009-2010 Math.NET
// Permission is hereby granted, free of charge, to any person
// obtaining a copy of this software and associated documentation
// files (the "Software"), to deal in the Software without
// restriction, including without limitation the rights to use,
// copy, modify, merge, publish, distribute, sublicense, and/or sell
// copies of the Software, and to permit persons to whom the
// Software is furnished to do so, subject to the following
// conditions:
// The above copyright notice and this permission notice shall be
// included in all copies or substantial portions of the Software.
// THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
// EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES
// OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
// NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT
// HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY,
// WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING
// FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR
// OTHER DEALINGS IN THE SOFTWARE.
// </copyright>
namespace Examples.SpecialFunctions
{
using System;
using MathNet.Numerics;
/// <summary>
/// Special Functions: Factorial
/// </summary>
/// <seealso cref="http://reference.wolfram.com/mathematica/ref/Factorial.html"/>
/// <seealso cref="http://reference.wolfram.com/mathematica/ref/Binomial.html"/>
/// <seealso cref="http://reference.wolfram.com/mathematica/ref/Multinomial.html"/>
public class Factorial : IExample
{
/// <summary>
/// Gets the name of this example
/// </summary>
public string Name
{
get
{
return "Special Functions: Factorial";
}
}
/// <summary>
/// Gets the description of this example
/// </summary>
public string Description
{
get
{
return "Factorial, Binomial, Multinomial";
}
}
/// <summary>
/// Run example
/// </summary>
/// <seealso cref="http://en.wikipedia.org/wiki/Factorial">Factorial</seealso>
/// <seealso cref="http://en.wikipedia.org/wiki/Binomial_coefficient">Binomial coefficient</seealso>
/// <seealso cref="http://en.wikipedia.org/wiki/Multinomial_theorem#Multinomial_coefficients">Multinomial coefficients</seealso>
public void Run()
{
// 1. Compute the factorial of 5
Console.WriteLine(@"1. Compute the factorial of 5");
Console.WriteLine(SpecialFunctions.Factorial(5).ToString("N"));
Console.WriteLine();
// 2. Compute the logarithm of the factorial of 5
Console.WriteLine(@"2. Compute the logarithm of the factorial of 5");
Console.WriteLine(SpecialFunctions.FactorialLn(5).ToString("N"));
Console.WriteLine();
// 3. Compute the binomial coefficient: 10 choose 8
Console.WriteLine(@"3. Compute the binomial coefficient: 10 choose 8");
Console.WriteLine(SpecialFunctions.Binomial(10, 8).ToString("N"));
Console.WriteLine();
// 4. Compute the logarithm of the binomial coefficient: 10 choose 8
Console.WriteLine(@"4. Compute the logarithm of the binomial coefficient: 10 choose 8");
Console.WriteLine(SpecialFunctions.BinomialLn(10, 8).ToString("N"));
Console.WriteLine();
// 5. Compute the multinomial coefficient: 10 choose 2, 3, 5
Console.WriteLine(@"5. Compute the multinomial coefficient: 10 choose 2, 3, 5");
Console.WriteLine(SpecialFunctions.Multinomial(10, new[] { 2, 3, 5 }).ToString("N"));
Console.WriteLine();
}
}
}

116
src/Examples/SpecialFunctions/Gamma.cs

@ -0,0 +1,116 @@
// <copyright file="Gamma.cs" company="Math.NET">
// Math.NET Numerics, part of the Math.NET Project
// http://numerics.mathdotnet.com
// http://github.com/mathnet/mathnet-numerics
// http://mathnetnumerics.codeplex.com
// Copyright (c) 2009-2010 Math.NET
// Permission is hereby granted, free of charge, to any person
// obtaining a copy of this software and associated documentation
// files (the "Software"), to deal in the Software without
// restriction, including without limitation the rights to use,
// copy, modify, merge, publish, distribute, sublicense, and/or sell
// copies of the Software, and to permit persons to whom the
// Software is furnished to do so, subject to the following
// conditions:
// The above copyright notice and this permission notice shall be
// included in all copies or substantial portions of the Software.
// THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
// EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES
// OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
// NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT
// HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY,
// WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING
// FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR
// OTHER DEALINGS IN THE SOFTWARE.
// </copyright>
namespace Examples.SpecialFunctions
{
using System;
using MathNet.Numerics;
/// <summary>
/// Special Functions: Gamma
/// </summary>
/// <seealso cref="http://reference.wolfram.com/mathematica/ref/Gamma.html"/>
public class Gamma : IExample
{
/// <summary>
/// Gets the name of this example
/// </summary>
public string Name
{
get
{
return "Special Functions: Gamma";
}
}
/// <summary>
/// Gets the description of this example
/// </summary>
public string Description
{
get
{
return "Gamma, incomplete Gamma, regularized Gamma";
}
}
/// <summary>
/// Run example
/// </summary>
/// <seealso cref="http://en.wikipedia.org/wiki/Gamma_function">Gamma function</seealso>
public void Run()
{
// 1. Compute the Gamma function of 10
Console.WriteLine(@"1. Compute the Gamma function of 10");
Console.WriteLine(SpecialFunctions.Gamma(10).ToString("N"));
Console.WriteLine();
// 2. Compute the logarithm of the Gamma function of 10
Console.WriteLine(@"2. Compute the logarithm of the Gamma function of 10");
Console.WriteLine(SpecialFunctions.GammaLn(10).ToString("N"));
Console.WriteLine();
// 3. Compute the lower incomplete gamma(a, x) function at a = 10, x = 14
Console.WriteLine(@"3. Compute the lower incomplete gamma(a, x) function at a = 10, x = 14");
Console.WriteLine(SpecialFunctions.GammaLowerIncomplete(10, 14).ToString("N"));
Console.WriteLine();
// 4. Compute the lower incomplete gamma(a, x) function at a = 10, x = 100
Console.WriteLine(@"4. Compute the lower incomplete gamma(a, x) function at a = 10, x = 100");
Console.WriteLine(SpecialFunctions.GammaLowerIncomplete(10, 100).ToString("N"));
Console.WriteLine();
// 5. Compute the upper incomplete gamma(a, x) function at a = 10, x = 0
Console.WriteLine(@"5. Compute the upper incomplete gamma(a, x) function at a = 10, x = 0");
Console.WriteLine(SpecialFunctions.GammaUpperIncomplete(10, 0).ToString("N"));
Console.WriteLine();
// 6. Compute the upper incomplete gamma(a, x) function at a = 10, x = 10
Console.WriteLine(@"6. Compute the upper incomplete gamma(a, x) function at a = 10, x = 100");
Console.WriteLine(SpecialFunctions.GammaLowerIncomplete(10, 10).ToString("N"));
Console.WriteLine();
// 7. Compute the lower regularized gamma(a, x) function at a = 10, x = 14
Console.WriteLine(@"7. Compute the lower regularized gamma(a, x) function at a = 10, x = 14");
Console.WriteLine(SpecialFunctions.GammaLowerRegularized(10, 14).ToString("N"));
Console.WriteLine();
// 8. Compute the lower regularized gamma(a, x) function at a = 10, x = 100
Console.WriteLine(@"8. Compute the lower regularized gamma(a, x) function at a = 10, x = 100");
Console.WriteLine(SpecialFunctions.GammaLowerRegularized(10, 100).ToString("N"));
Console.WriteLine();
// 9. Compute the upper regularized gamma(a, x) function at a = 10, x = 0
Console.WriteLine(@"9. Compute the upper regularized gamma(a, x) function at a = 10, x = 0");
Console.WriteLine(SpecialFunctions.GammaUpperRegularized(10, 0).ToString("N"));
Console.WriteLine();
// 10. Compute the upper regularized gamma(a, x) function at a = 10, x = 10
Console.WriteLine(@"10. Compute the upper regularized gamma(a, x) function at a = 10, x = 100");
Console.WriteLine(SpecialFunctions.GammaUpperRegularized(10, 10).ToString("N"));
Console.WriteLine();
}
}
}

80
src/Examples/SpecialFunctions/Stability.cs

@ -0,0 +1,80 @@
// <copyright file="Stability.cs" company="Math.NET">
// Math.NET Numerics, part of the Math.NET Project
// http://numerics.mathdotnet.com
// http://github.com/mathnet/mathnet-numerics
// http://mathnetnumerics.codeplex.com
// Copyright (c) 2009-2010 Math.NET
// Permission is hereby granted, free of charge, to any person
// obtaining a copy of this software and associated documentation
// files (the "Software"), to deal in the Software without
// restriction, including without limitation the rights to use,
// copy, modify, merge, publish, distribute, sublicense, and/or sell
// copies of the Software, and to permit persons to whom the
// Software is furnished to do so, subject to the following
// conditions:
// The above copyright notice and this permission notice shall be
// included in all copies or substantial portions of the Software.
// THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
// EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES
// OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
// NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT
// HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY,
// WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING
// FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR
// OTHER DEALINGS IN THE SOFTWARE.
// </copyright>
namespace Examples.SpecialFunctions
{
using System;
using MathNet.Numerics;
/// <summary>
/// Special Functions: Stability
/// </summary>
public class Stability : IExample
{
/// <summary>
/// Gets the name of this example
/// </summary>
public string Name
{
get
{
return "Special Functions: Stability";
}
}
/// <summary>
/// Gets the description of this example
/// </summary>
public string Description
{
get
{
return "Exponential, Hypotenuse, Series";
}
}
/// <summary>
/// Run example
/// </summary>
/// <seealso cref="http://en.wikipedia.org/wiki/Hypotenuse">Hypotenuse</seealso>
public void Run()
{
// 1. Compute numerically stable exponential of 10 minus one
Console.WriteLine(@"1. Compute numerically stable exponential of 4.2876 minus one");
Console.WriteLine(SpecialFunctions.ExponentialMinusOne(4.2876));
Console.WriteLine();
// 2. Compute regular System.Math exponential of 15.28 minus one
Console.WriteLine(@"2. Compute regular System.Math exponential of 4.2876 minus one ");
Console.WriteLine(Math.Exp(4.2876) - 1);
Console.WriteLine();
// 3. Compute numerically stable hypotenuse of a right angle triangle with a = 5, b = 3
Console.WriteLine(@"3. Compute numerically stable hypotenuse of a right angle triangle with a = 5, b = 3");
Console.WriteLine(SpecialFunctions.Hypotenuse(5, 3));
Console.WriteLine();
}
}
}

133
src/Examples/Statistics.cs

@ -0,0 +1,133 @@
// <copyright file="Statistics.cs" company="Math.NET">
// Math.NET Numerics, part of the Math.NET Project
// http://numerics.mathdotnet.com
// http://github.com/mathnet/mathnet-numerics
// http://mathnetnumerics.codeplex.com
// Copyright (c) 2009-2010 Math.NET
// Permission is hereby granted, free of charge, to any person
// obtaining a copy of this software and associated documentation
// files (the "Software"), to deal in the Software without
// restriction, including without limitation the rights to use,
// copy, modify, merge, publish, distribute, sublicense, and/or sell
// copies of the Software, and to permit persons to whom the
// Software is furnished to do so, subject to the following
// conditions:
// The above copyright notice and this permission notice shall be
// included in all copies or substantial portions of the Software.
// THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
// EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES
// OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
// NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT
// HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY,
// WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING
// FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR
// OTHER DEALINGS IN THE SOFTWARE.
// </copyright>
namespace Examples
{
using System;
using MathNet.Numerics.Distributions;
using MathNet.Numerics.Sampling;
using MathNet.Numerics.Statistics;
/// <summary>
/// Statistics on set of data
/// </summary>
public class Statistics : IExample
{
/// <summary>
/// Gets the name of this example
/// </summary>
public string Name
{
get
{
return "Statistics";
}
}
/// <summary>
/// Gets the description of this example
/// </summary>
public string Description
{
get
{
return "Basic statistics on set of data, correlation";
}
}
/// <summary>
/// Run example
/// </summary>
/// <seealso cref="http://en.wikipedia.org/wiki/Pearson_product-moment_correlation_coefficient">Pearson product-moment correlation coefficient</seealso>
public void Run()
{
// 1. Initialize the new instance of the ChiSquare distribution class with parameter dof = 5.
var chiSquare = new ChiSquare(5);
Console.WriteLine(@"1. Initialize the new instance of the ChiSquare distribution class with parameter DegreesOfFreedom = {0}", chiSquare.DegreesOfFreedom);
Console.WriteLine(@"{0} distributuion properties:", chiSquare);
Console.WriteLine(@"{0} - Largest element", chiSquare.Maximum.ToString(" #0.00000;-#0.00000"));
Console.WriteLine(@"{0} - Smallest element", chiSquare.Minimum.ToString(" #0.00000;-#0.00000"));
Console.WriteLine(@"{0} - Mean", chiSquare.Mean.ToString(" #0.00000;-#0.00000"));
Console.WriteLine(@"{0} - Median", chiSquare.Median.ToString(" #0.00000;-#0.00000"));
Console.WriteLine(@"{0} - Mode", chiSquare.Mode.ToString(" #0.00000;-#0.00000"));
Console.WriteLine(@"{0} - Variance", chiSquare.Variance.ToString(" #0.00000;-#0.00000"));
Console.WriteLine(@"{0} - Standard deviation", chiSquare.StdDev.ToString(" #0.00000;-#0.00000"));
Console.WriteLine(@"{0} - Skewness", chiSquare.Skewness.ToString(" #0.00000;-#0.00000"));
Console.WriteLine();
// 2. Generate 1000 samples of the ChiSquare(5) distribution
Console.WriteLine(@"2. Generate 1000 samples of the ChiSquare(5) distribution");
var data = new double[1000];
for (var i = 0; i < data.Length; i++)
{
data[i] = chiSquare.Sample();
}
// 3. Get basic statistics on set of generated data using extention methods
Console.WriteLine(@"3. Get basic statistics on set of generated data using extention methods");
Console.WriteLine(@"{0} - Largest element", data.Maximum().ToString(" #0.00000;-#0.00000"));
Console.WriteLine(@"{0} - Smallest element", data.Minimum().ToString(" #0.00000;-#0.00000"));
Console.WriteLine(@"{0} - Mean", data.Mean().ToString(" #0.00000;-#0.00000"));
Console.WriteLine(@"{0} - Median", data.Median().ToString(" #0.00000;-#0.00000"));
Console.WriteLine(@"{0} - Biased population variance", data.PopulationVariance().ToString(" #0.00000;-#0.00000"));
Console.WriteLine(@"{0} - Variance", data.Variance().ToString(" #0.00000;-#0.00000"));
Console.WriteLine(@"{0} - Standard deviation", data.StandardDeviation().ToString(" #0.00000;-#0.00000"));
Console.WriteLine(@"{0} - Biased sample standard deviation", data.PopulationStandardDeviation().ToString(" #0.00000;-#0.00000"));
Console.WriteLine();
// 4. Compute the basic statistics of data set using DescriptiveStatistics class
Console.WriteLine(@"4. Compute the basic statistics of data set using DescriptiveStatistics class");
var descriptiveStatistics = new DescriptiveStatistics(data);
Console.WriteLine(@"{0} - Kurtosis", descriptiveStatistics.Kurtosis.ToString(" #0.00000;-#0.00000"));
Console.WriteLine(@"{0} - Largest element", descriptiveStatistics.Maximum.ToString(" #0.00000;-#0.00000"));
Console.WriteLine(@"{0} - Smallest element", descriptiveStatistics.Minimum.ToString(" #0.00000;-#0.00000"));
Console.WriteLine(@"{0} - Mean", descriptiveStatistics.Mean.ToString(" #0.00000;-#0.00000"));
Console.WriteLine(@"{0} - Median", descriptiveStatistics.Median.ToString(" #0.00000;-#0.00000"));
Console.WriteLine(@"{0} - Variance", descriptiveStatistics.Variance.ToString(" #0.00000;-#0.00000"));
Console.WriteLine(@"{0} - Standard deviation", descriptiveStatistics.StandardDeviation.ToString(" #0.00000;-#0.00000"));
Console.WriteLine(@"{0} - Skewness", descriptiveStatistics.Skewness.ToString(" #0.00000;-#0.00000"));
Console.WriteLine();
// Generate 1000 samples of the ChiSquare(2.5) distribution
var chiSquareB = new ChiSquare(2);
var dataB = new double[1000];
for (var i = 0; i < data.Length; i++)
{
dataB[i] = chiSquareB.Sample();
}
// 5. Correlation coefficient between 1000 samples of ChiSquare(5) and ChiSquare(2.5)
Console.WriteLine(@"5. Correlation coefficient between 1000 samples of ChiSquare(5) and ChiSquare(2.5) is {0}", Correlation.Pearson(data, dataB).ToString("N04"));
Console.WriteLine();
// 6. Correlation coefficient between 1000 samples of f(x) = x * 2 and f(x) = x * x
data = Sample.EquidistantInterval(x => x * 2, 0, 100, 1000);
dataB = Sample.EquidistantInterval(x => x * x, 0, 100, 1000);
Console.WriteLine(@"6. Correlation coefficient between 1000 samples of f(x) = x * 2 and f(x) = x * x is {0}", Correlation.Pearson(data, dataB).ToString("N04"));
Console.WriteLine();
}
}
}

2
src/Numerics/Distributions/Continuous/Chi.cs

@ -317,7 +317,7 @@ namespace MathNet.Numerics.Distributions
var n = (int)_dof;
for (var i = 0; i < n; i++)
{
sum += Normal.Sample(rnd, 0.0, 1.0);
sum += Math.Pow(Normal.Sample(rnd, 0.0, 1.0), 2);
}
return Math.Sqrt(sum);

2
src/Numerics/Distributions/Continuous/ChiSquare.cs

@ -278,7 +278,7 @@ namespace MathNet.Numerics.Distributions
var n = (int)dof;
for (var i = 0; i < n; i++)
{
sum += Normal.Sample(rnd, 0.0, 1.0);
sum += Math.Pow(Normal.Sample(rnd, 0.0, 1.0), 2);
}
return sum;

3
src/Numerics/Distributions/Discrete/Hypergeometric.cs

@ -366,8 +366,9 @@ namespace MathNet.Numerics.Distributions
}
size--;
n--;
}
while (1 < n);
while (0 < n);
return x;
}

2
src/Numerics/Interpolation/Algorithms/BulirschStoerRationalInterpolation.cs

@ -168,7 +168,7 @@ namespace MathNet.Numerics.Interpolation.Algorithms
double ho = (_points[i] - t) * d[i] / hp;
double den = ho - c[i + 1];
if (den == 0.0)
if (den.AlmostEqual(0.0))
{
return double.NaN; // zero-div, singularity
}

4
src/Numerics/LinearAlgebra/Complex/Solvers/Iterative/CompositeSolver.cs

@ -264,6 +264,7 @@ namespace MathNet.Numerics.LinearAlgebra.Complex.Solvers.Iterative
var interfaceTypes = new List<Type>();
foreach (var type in assembly.GetTypes().Where(type => (!type.IsAbstract && !type.IsEnum && !type.IsInterface && type.IsVisible)))
{
interfaceTypes.Clear();
interfaceTypes.AddRange(type.GetInterfaces());
if (!interfaceTypes.Any(match => typeof(IIterativeSolverSetup<Complex>).IsAssignableFrom(match)))
{
@ -512,6 +513,7 @@ namespace MathNet.Numerics.LinearAlgebra.Complex.Solvers.Iterative
if (_iterator.Status is CalculationConverged)
{
// We're done
internalResult.CopyTo(result);
break;
}
@ -522,7 +524,7 @@ namespace MathNet.Numerics.LinearAlgebra.Complex.Solvers.Iterative
{
// Copy the internal result to the result vector and
// continue with the calculation.
internalInput.CopyTo(input);
internalResult.CopyTo(result);
}
else
{

4
src/Numerics/LinearAlgebra/Complex32/Solvers/Iterative/CompositeSolver.cs

@ -264,6 +264,7 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32.Solvers.Iterative
var interfaceTypes = new List<Type>();
foreach (var type in assembly.GetTypes().Where(type => (!type.IsAbstract && !type.IsEnum && !type.IsInterface && type.IsVisible)))
{
interfaceTypes.Clear();
interfaceTypes.AddRange(type.GetInterfaces());
if (!interfaceTypes.Any(match => typeof(IIterativeSolverSetup<Complex32>).IsAssignableFrom(match)))
{
@ -512,6 +513,7 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32.Solvers.Iterative
if (_iterator.Status is CalculationConverged)
{
// We're done
internalResult.CopyTo(result);
break;
}
@ -522,7 +524,7 @@ namespace MathNet.Numerics.LinearAlgebra.Complex32.Solvers.Iterative
{
// Copy the internal result to the result vector and
// continue with the calculation.
internalInput.CopyTo(input);
internalResult.CopyTo(result);
}
else
{

4
src/Numerics/LinearAlgebra/Double/Solvers/Iterative/CompositeSolver.cs

@ -263,6 +263,7 @@ namespace MathNet.Numerics.LinearAlgebra.Double.Solvers.Iterative
var interfaceTypes = new List<Type>();
foreach (var type in assembly.GetTypes().Where(type => (!type.IsAbstract && !type.IsEnum && !type.IsInterface && type.IsVisible)))
{
interfaceTypes.Clear();
interfaceTypes.AddRange(type.GetInterfaces());
if (!interfaceTypes.Any(match => typeof(IIterativeSolverSetup<double>).IsAssignableFrom(match)))
{
@ -511,6 +512,7 @@ namespace MathNet.Numerics.LinearAlgebra.Double.Solvers.Iterative
if (_iterator.Status is CalculationConverged)
{
// We're done
internalResult.CopyTo(result);
break;
}
@ -521,7 +523,7 @@ namespace MathNet.Numerics.LinearAlgebra.Double.Solvers.Iterative
{
// Copy the internal result to the result vector and
// continue with the calculation.
internalInput.CopyTo(input);
internalResult.CopyTo(result);
}
else
{

4
src/Numerics/LinearAlgebra/Single/Solvers/Iterative/CompositeSolver.cs

@ -263,6 +263,7 @@ namespace MathNet.Numerics.LinearAlgebra.Single.Solvers.Iterative
var interfaceTypes = new List<Type>();
foreach (var type in assembly.GetTypes().Where(type => (!type.IsAbstract && !type.IsEnum && !type.IsInterface && type.IsVisible)))
{
interfaceTypes.Clear();
interfaceTypes.AddRange(type.GetInterfaces());
if (!interfaceTypes.Any(match => typeof(IIterativeSolverSetup<double>).IsAssignableFrom(match)))
{
@ -511,6 +512,7 @@ namespace MathNet.Numerics.LinearAlgebra.Single.Solvers.Iterative
if (_iterator.Status is CalculationConverged)
{
// We're done
internalResult.CopyTo(result);
break;
}
@ -521,7 +523,7 @@ namespace MathNet.Numerics.LinearAlgebra.Single.Solvers.Iterative
{
// Copy the internal result to the result vector and
// continue with the calculation.
internalInput.CopyTo(input);
internalResult.CopyTo(result);
}
else
{

4
src/Numerics/NumberTheory/IntegerTheory.cs

@ -193,7 +193,7 @@ namespace MathNet.Numerics.NumberTheory
/// </summary>
/// <param name="number">The number to very whether it's a perfect square.</param>
/// <returns>True if and only if it is a perfect square.</returns>
public static bool IsPerfectSquare(int number)
public static bool IsPerfectSquare(this int number)
{
if (number < 0)
{
@ -220,7 +220,7 @@ namespace MathNet.Numerics.NumberTheory
/// </summary>
/// <param name="number">The number to very whether it's a perfect square.</param>
/// <returns>True if and only if it is a perfect square.</returns>
public static bool IsPerfectSquare(long number)
public static bool IsPerfectSquare(this long number)
{
if (number < 0)
{

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