Scott Stephens
de2ce192bb
Optimization: Add MGH tests to Nelder-Mead algo
10 years ago
Scott Stephens
05a0805194
Optimization: Ignore tests that fail
* I suspect they fail because the algorithm doesn't work well
for those test cases, not that there is an implementation error.
But this suspicion has not been verified.
10 years ago
Scott Stephens
f621a940d1
Optimization: revamp testing
* Changed file and class names from TestClassName to
ClassNameTests to better conform with other parts of Math.Net
* Added some organizational abstractions to simplify adding
test cases.
* Added test cases based on several functions from
Testing Unconstrained Optimization Software
Jorge J. Moré, Burton S. Garbow, Kenneth E. Hillstrom
ACM Transactions on Mathematical Software, Vol 7, No. 1, March 1981, Pages 17-41.
* At this point, most test functions are low-dimensional,
well-scaled, unimodal functions.
* There are test failures for Conjugate Gradient and Newton
unconstrained minimizers. Currently I believe these to be
failures of the algorithm, rather than failures of
implementation, but it hasn't been investigated thoroughly.
10 years ago
Scott Stephens
ae9481548c
Optimization: Changes to LazyObjectiveFunctionBase
* Previous versions of the class did not allow subclasses to
initialize the value/gradient/hessian fields once and reuse the
memory for subsequent evaluations.
* This commit exposes raw value/gradient/hessian fields to
subclasses
10 years ago
Christoph Ruegg
10680b80d1
Readme: fix badge spacing
10 years ago
Christoph Ruegg
89cbb34bbd
Readme: switch to version badges with stats, separate MKL and OpenBLAS versions
10 years ago
Christoph Ruegg
6f19303efc
Build: Travis CI setup with .Net Core support
10 years ago
Christoph Ruegg
d148fedce0
Release MKL Native Provider v2.1.0 (rev 10)
10 years ago
Christoph Ruegg
1a69470504
Release v3.13.1
10 years ago
Christoph Ruegg
aee8534e16
Revert "Build: fix remote name"
This reverts commit 480be7d369 .
10 years ago
Christoph Ruegg
ceb697f92f
Random: fix RandomSource.Next(x, x+1) #427
Merge branch 'pr-428' (early part)
10 years ago
Christoph Ruegg
480be7d369
Build: fix remote name
10 years ago
Christoph Ruegg
5b236aee76
Random: drop redundant range check in inner loop implementation #427
10 years ago
Christoph Ruegg
8e131b481b
Random: clarify ranges, ensure them at the call site #427
10 years ago
Juri
d852f99120
Fix Issue #427
Added fix to DoSampleInt32WithNBits too
10 years ago
Juri
041ee94908
Fix Issue #427
Use Fastpath without random-call when only a single value is allowed to be returned.
Added test that result of Next() is within boundaries.
10 years ago
Christoph Ruegg
3c189f6e3c
Docs: add a couple more users
10 years ago
Christoph Ruegg
f8a4f9ead2
Release v3.13.0
10 years ago
Christoph Ruegg
563107424d
Tests: rewrite a test to rely less on test tooling (regression?)
10 years ago
Christoph Ruegg
5ff9b59c77
Paket: update build and test dependencies
10 years ago
Christoph Ruegg
b872818d47
Paket install
10 years ago
Christoph Ruegg
c8d3b272ba
Merge pull request #426 from Aixile/master
Fix recursion issue of CacheObliviousMatrixMultiply
10 years ago
Aixile
f36f7581d9
Fix recursion issue of CacheObliviousMatrixMultiply
10 years ago
Christoph Ruegg
b559ca166e
Random: Non-biased integer range sampling
10 years ago
Christoph Ruegg
00eda31645
Euclid: Log2 implementation using DeBruijn sequence lookup
10 years ago
Christoph Ruegg
484f1e44f2
Random: improved fallbacks on zero-minInclusive integer sampling
10 years ago
Christoph Ruegg
aa4aa9d158
Random: explicit byte sampling implementation for MersenneTwister and XorShift
10 years ago
Christoph Ruegg
ef808bbf30
Random: protected RandomSource.DoSampleBytes for clearer design around byte-based sampling
10 years ago
Christoph Ruegg
656af9870f
Merge pull request #423 from larzw/gauss-legendre
Gauss-Legendre
10 years ago
Larz White
02fa24b297
Changed code documentaion to make it more clear on the allowed node/weights.
10 years ago
Larz White
c9cd5ae24a
Added documentaion for numerical integration.
10 years ago
Larz White
d475314597
Cleaned up Gauss Legendre code.
10 years ago
Christoph Ruegg
97cfdfbbe2
Random: CryptoRandomSource must not generate 1.0 sample #418
10 years ago
Christoph Ruegg
fc44034a5f
Update contributors
10 years ago
Christoph Ruegg
fd7e7a3a69
Merge pull request #417 from praeclarum/xamios
Create Xamarin iOS specific project
10 years ago
Frank A. Krueger
ffe7cd71f8
Replace bigint.Negate because it doesn't exist in Xamarin
10 years ago
Frank A. Krueger
32b095b0aa
Add FSharp Xamarin.iOS project
10 years ago
Frank A. Krueger
50feb9873b
Switch to using globs for includes
10 years ago
Christoph Ruegg
001fa4c871
Merge pull request #415 from StratThinker/correlation
Correlation
10 years ago
Frank A. Krueger
a8d9d105cd
Fix .DS_Store entry for macOS
10 years ago
Frank A. Krueger
8c7f1dbdf7
Build Xamarin iOS specific version
10 years ago
Frank A. Krueger
b6e2b0c16e
Hand hack an iOS project
10 years ago
Jon Smit
2442a96ffd
Corrected comments.
10 years ago
Jon Smit
2c83a519b8
Statistics: Fixed incorrect formula in WeightedPearson that could cause the correlation to be greater than 1.
10 years ago
Jon Smit
34016386ea
UnitTest: checked whether some correlations are equal to 1.
10 years ago
Christoph Ruegg
bb3d75f4a3
Release v3.12.0
10 years ago
Christoph Ruegg
af4ab2ee7d
Paket install
10 years ago
Christoph Ruegg
f33269d435
Merge pull request #410 from florianwechsung/master
fixed generation of ChiSquared Samples
10 years ago
Christoph Ruegg
e7016921f5
Merge pull request #409 from arthurvb/408-sparsedensemultiplication
Multiplying sparse with dense matrices with DenseColumnMajorMatrixStorage
10 years ago
Arthur
40af1c8f1b
Directly address underlying data-array for multiplying sparse with dense matrices with DenseColumnMajorMatrixStorage for Complex types
10 years ago