diff --git a/examples/examples-csharp/examples-csharp.csproj b/examples/examples-csharp/examples-csharp.csproj index 8898d938..04439903 100644 --- a/examples/examples-csharp/examples-csharp.csproj +++ b/examples/examples-csharp/examples-csharp.csproj @@ -1,22 +1,15 @@  + net40;net45;net46;netstandard1.6;netstandard2.0 false - - - - - - - - - - + + - + diff --git a/examples/examples-fsharp/Apply.fs b/examples/examples-fsharp/Apply.fs new file mode 100644 index 00000000..0d2bba7f --- /dev/null +++ b/examples/examples-fsharp/Apply.fs @@ -0,0 +1,55 @@ +module Apply + +open System.Numerics +open MathNet.Numerics +open MathNet.Numerics.Distributions +open MathNet.Numerics.Random +open MathNet.Numerics.LinearAlgebra +open MathNet.Numerics.LinearAlgebra.Double + +/// The size of the vector we want to map things for. +let N = 1000000 + +/// The number of times we repeat a call. +let T = 10 + +/// The list of all functions we want to test. +let FunctionList : (string * (float -> float)) [] = + [| ("Cosine", cos); + ("Sine", sin); + ("Tangent", tan); + ("Inverse Cosine", acos); + ("Inverse Sine", asin); + ("Inverse Tangent", atan); + ("Hyperbolic Cosine", cosh); + ("Hyperbolic Sine", sinh); + ("Hyperbolic Tangent", tanh); + ("Abs", abs); + ("Exp", exp); + ("Log", log); + ("Sqrt", sqrt); + ("Error Function", SpecialFunctions.Erf); + ("Error Function Complement", SpecialFunctions.Erfc); + ("Inverse Error Function", SpecialFunctions.ErfInv); + ("Inverse Error Function Complement", SpecialFunctions.ErfcInv) |] + +/// A vector with random entries. +let w = + let dist = Normal(1.0, 10.0, Random.mersenneTwister ()) + DenseVector.random N dist + +/// A stopwatch to time the execution. +let sw = System.Diagnostics.Stopwatch() + + +printfn "%d-dimensional vector for %d iterations:" N T + +for (name, f) in FunctionList do + + let v = w.Clone() + + sw.Restart() + for t in 1 .. T do Vector.mapInPlace f v + sw.Stop() + + printfn "%s:\t\t%d ms" name sw.ElapsedMilliseconds diff --git a/examples/examples-fsharp/Apply.fsx b/examples/examples-fsharp/Apply.fsx deleted file mode 100644 index 4dd17f8f..00000000 --- a/examples/examples-fsharp/Apply.fsx +++ /dev/null @@ -1,86 +0,0 @@ -// -// 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) 2009-2013 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. -// - -#r "../../out/lib/Net40/MathNet.Numerics.dll" -#r "../../out/lib/Net40/MathNet.Numerics.FSharp.dll" - -open System.Numerics -open MathNet.Numerics -open MathNet.Numerics.Distributions -open MathNet.Numerics.Random -open MathNet.Numerics.LinearAlgebra.Double -open MathNet.Numerics.LinearAlgebra.Generic - -/// The size of the vector we want to map things for. -let N = 1000000 - -/// The number of times we repeat a call. -let T = 10 - -/// The list of all functions we want to test. -let FunctionList : (string * (float -> float)) [] = - [| ("Cosine", cos); - ("Sine", sin); - ("Tangent", tan); - ("Inverse Cosine", acos); - ("Inverse Sine", asin); - ("Inverse Tangent", atan); - ("Hyperbolic Cosine", cosh); - ("Hyperbolic Sine", sinh); - ("Hyperbolic Tangent", tanh); - ("Abs", abs); - ("Exp", exp); - ("Log", log); - ("Sqrt", sqrt); - ("Error Function", SpecialFunctions.Erf); - ("Error Function Complement", SpecialFunctions.Erfc); - ("Inverse Error Function", SpecialFunctions.ErfInv); - ("Inverse Error Function Complement", SpecialFunctions.ErfcInv) |] - -/// A vector with random entries. -let w = - let dist = Normal(1.0, 10.0) |> withRandom (Random.mersenneTwister ()) - DenseVector.randomCreate N dist - -/// A stopwatch to time the execution. -let sw = System.Diagnostics.Stopwatch() - - -printfn "%d-dimensional vector for %d iterations:" N T - -for (name, f) in FunctionList do - - let v = w.Clone() - - sw.Restart() - for t in 1 .. T do Vector.mapInPlace f v - sw.Stop() - - printfn "%s:\t\t%d ms" name sw.ElapsedMilliseconds diff --git a/examples/examples-fsharp/Histogram.fs b/examples/examples-fsharp/Histogram.fs new file mode 100644 index 00000000..d3465f81 --- /dev/null +++ b/examples/examples-fsharp/Histogram.fs @@ -0,0 +1,17 @@ +module Histogram + +open MathNet.Numerics.Statistics + +/// The number of buckets to use in our histogram. +let B = 4 + +/// Create a small dataset. +let data = [| 0.5; 1.5; 2.5; 3.5; 4.5; 5.5; 6.5; 7.5; 8.5; 9.5 |] + +/// A histogram with 4 buckets for this dataset. +let hist = new Histogram(data, B) + +// Print some histogram information. +printfn "Histogram.ToString(): %O" hist +for i in 0 .. B-1 do + printfn "Bucket %d contains %f datapoints." i hist.[i].Count diff --git a/examples/examples-fsharp/Histogram.fsx b/examples/examples-fsharp/Histogram.fsx deleted file mode 100644 index b1dca295..00000000 --- a/examples/examples-fsharp/Histogram.fsx +++ /dev/null @@ -1,48 +0,0 @@ -// -// 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) 2009-2013 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. -// - -#r "../../out/lib/Net40/MathNet.Numerics.dll" -#r "../../out/lib/Net40/MathNet.Numerics.FSharp.dll" - -open MathNet.Numerics.Statistics - -/// The number of buckets to use in our histogram. -let B = 4 - -/// Create a small dataset. -let data = [| 0.5; 1.5; 2.5; 3.5; 4.5; 5.5; 6.5; 7.5; 8.5; 9.5 |] - -/// A histogram with 4 buckets for this dataset. -let hist = new Histogram(data, B) - -// Print some histogram information. -printfn "Histogram.ToString(): %O" hist -for i in 0 .. B-1 do - printfn "Bucket %d contains %f datapoints." i hist.[i].Count diff --git a/examples/examples-fsharp/LinearRegression.fsx b/examples/examples-fsharp/LinearRegression.fs similarity index 55% rename from examples/examples-fsharp/LinearRegression.fsx rename to examples/examples-fsharp/LinearRegression.fs index f4d35ed7..6715b519 100644 --- a/examples/examples-fsharp/LinearRegression.fsx +++ b/examples/examples-fsharp/LinearRegression.fs @@ -1,35 +1,4 @@ -// -// 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) 2009-2013 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. -// - -#r "../../out/lib/Net40/MathNet.Numerics.dll" -#r "../../out/lib/Net40/MathNet.Numerics.FSharp.dll" +module LinearRegression open System open MathNet.Numerics diff --git a/examples/examples-fsharp/MCMC.fsx b/examples/examples-fsharp/MCMC.fs similarity index 81% rename from examples/examples-fsharp/MCMC.fsx rename to examples/examples-fsharp/MCMC.fs index 6af2e21d..c1b7ce29 100644 --- a/examples/examples-fsharp/MCMC.fsx +++ b/examples/examples-fsharp/MCMC.fs @@ -1,35 +1,4 @@ -// -// 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) 2009-2013 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. -// - -#r "../../out/lib/Net40/MathNet.Numerics.dll" -#r "../../out/lib/Net40/MathNet.Numerics.FSharp.dll" +module MCMC open MathNet.Numerics open MathNet.Numerics.Random diff --git a/examples/examples-fsharp/Matrices.fsx b/examples/examples-fsharp/Matrices.fs similarity index 70% rename from examples/examples-fsharp/Matrices.fsx rename to examples/examples-fsharp/Matrices.fs index 25c894d0..1ca390bc 100644 --- a/examples/examples-fsharp/Matrices.fsx +++ b/examples/examples-fsharp/Matrices.fs @@ -1,35 +1,4 @@ -// -// 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) 2009-2013 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. -// - -#r "../../out/lib/Net40/MathNet.Numerics.dll" -#r "../../out/lib/Net40/MathNet.Numerics.FSharp.dll" +module Matrices open MathNet.Numerics.LinearAlgebra open MathNet.Numerics.LinearAlgebra.Double diff --git a/examples/examples-fsharp/RandomAndDistributions.fsx b/examples/examples-fsharp/RandomAndDistributions.fs similarity index 91% rename from examples/examples-fsharp/RandomAndDistributions.fsx rename to examples/examples-fsharp/RandomAndDistributions.fs index 538cbfb9..1fe936a0 100644 --- a/examples/examples-fsharp/RandomAndDistributions.fsx +++ b/examples/examples-fsharp/RandomAndDistributions.fs @@ -15,22 +15,9 @@ distribution, like a Gaussian or Poisson. You can do that with one of our probab distribution classes, or in F# also using the `Sample` module. Once parametrized, the distribution classes also provide a variety of other functionality around probability distributions, like evaluating statistical distribution properties or functions. - -Initialization --------------- - -We need to reference Math.NET Numerics and open the namespaces for -random numbers and probability distributions: - - using MathNet.Numerics.Random; - using MathNet.Numerics.Distributions; - -Or in F#: *) -// Only needed in scripts/interactive -#r "../../out/lib/Net40/MathNet.Numerics.dll" -#r "../../out/lib/Net40/MathNet.Numerics.FSharp.dll" +module RandomAndDistributions open MathNet.Numerics.Random open MathNet.Numerics.Distributions @@ -115,7 +102,7 @@ boolean argument at creation or by setting `Control.ThreadSafeRandomNumberGenera let a = Random.system () let b = Random.systemSeed (RandomSeed.Guid()) -let c = Random.crypto () +//let c = Random.crypto () let d = Random.mersenneTwister () let e = Random.mersenneTwisterWith 1000 true (* thread-safe *) let f = Random.xorshift () @@ -146,7 +133,7 @@ as last argument. A few more examples, this time in F#: // some probability distributions let normal = Normal.WithMeanVariance(3.0, 1.5, g) let exponential = Exponential(2.4) -let gamma = Gamma(2.0, 1.5, Random.crypto()) +//let gamma = Gamma(2.0, 1.5, Random.crypto()) let cauchy = Cauchy(0.0, 1.0, Random.mrg32k3aWith 10 false) let poisson = Poisson(3.0) let geometric = Geometric(0.8, Random.system()) @@ -154,8 +141,8 @@ let geometric = Geometric(0.8, Random.system()) // sample some random rumbers from these distributions let continuous = [ yield normal.Sample() - yield exponential.Sample() - yield! gamma.Samples() |> Seq.take 10 ] + yield exponential.Sample() ] +// yield! gamma.Samples() |> Seq.take 10 ] let discrete = [ poisson.Sample() @@ -165,7 +152,7 @@ let discrete = // direct sampling (without creating a distribution object) let u = Normal.Sample(Random.system(), 2.0, 4.0) let v = Laplace.Samples(Random.mersenneTwister(), 1.0, 3.0) |> Seq.take 100 |> List.ofSeq -let w = Rayleigh.Sample(c, 1.5) +//let w = Rayleigh.Sample(c, 1.5) let x = Hypergeometric.Sample(h, 100, 20, 5) (** @@ -180,13 +167,13 @@ some of them are also available with the `Ln`-suffix. *) // distribution properties of the gamma we've configured above -let gammaStats = - ( gamma.Mean, - gamma.Variance, - gamma.StdDev, - gamma.Entropy, - gamma.Skewness, - gamma.Mode ) +//let gammaStats = +// ( gamma.Mean, +// gamma.Variance, +// gamma.StdDev, +// gamma.Entropy, +// gamma.Skewness, +// gamma.Mode ) // probability distribution functions of the normal we've configured above. let nd = normal.Density(4.0) (* pdf *) @@ -220,8 +207,8 @@ or in C#: Let's do some random walks, using distributions and random sources defined above (TODO: Graph): *) -Seq.scan (+) 0.0 (normal.Samples()) |> Seq.take 10 |> Seq.toArray -Seq.scan (+) 0.0 (Sample.normalSeq 0.0 0.5 a) |> Seq.take 10 |> Seq.toArray +let a1 = Seq.scan (+) 0.0 (normal.Samples()) |> Seq.take 10 |> Seq.toArray +let a2 = Seq.scan (+) 0.0 (Sample.normalSeq 0.0 0.5 a) |> Seq.take 10 |> Seq.toArray (** Composing Distributions @@ -247,7 +234,7 @@ let s2f rng = Sample.map2 (*) (Sample.normal 2.0 1.5) (Sample.cauchy 2.0 0.5) rn let s2s rng = Sample.mapSeq2 (*) (Sample.normalSeq 2.0 1.5) (Sample.cauchySeq 2.0 0.5) rng // Taking some samples from the composed function -Seq.take 10 (s2s (Random.system())) |> Seq.toArray +let a3 = Seq.take 10 (s2s (Random.system())) |> Seq.toArray // The random walk from above, but this time using the composition from above -Seq.scan (+) 0.0 (s1s a) |> Seq.take 10 |> Seq.toArray +let a4 = Seq.scan (+) 0.0 (s1s a) |> Seq.take 10 |> Seq.toArray diff --git a/examples/examples-fsharp/Vectors.fsx b/examples/examples-fsharp/Vectors.fs similarity index 58% rename from examples/examples-fsharp/Vectors.fsx rename to examples/examples-fsharp/Vectors.fs index 5e6692d0..9be40910 100644 --- a/examples/examples-fsharp/Vectors.fsx +++ b/examples/examples-fsharp/Vectors.fs @@ -1,35 +1,4 @@ -// -// 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) 2009-2013 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. -// - -#r "../../out/lib/Net40/MathNet.Numerics.dll" -#r "../../out/lib/Net40/MathNet.Numerics.FSharp.dll" +module Vectors open MathNet.Numerics.LinearAlgebra open MathNet.Numerics.LinearAlgebra.Double diff --git a/examples/examples-fsharp/examples-fsharp.fsproj b/examples/examples-fsharp/examples-fsharp.fsproj index f8e7c0bb..9f91081d 100644 --- a/examples/examples-fsharp/examples-fsharp.fsproj +++ b/examples/examples-fsharp/examples-fsharp.fsproj @@ -1,4 +1,5 @@  + net45;net46;netstandard1.6;netstandard2.0 false @@ -7,17 +8,23 @@ false - - NETSTANDARD;NOSYSNUMERICS - + + + + + + + + + + + + - - - - - - - + + + +