Christoph Ruegg
3edc64018d
Release v3.7.1
11 years ago
Christoph Ruegg
5ff5a75389
LA: fix a critical bug in SparseMatrix.Add when adding a matrix to itself #341
11 years ago
Christoph Ruegg
26657680b4
LA: fix a critical bug in SparseMatrix.Add when adding a matrix to itself #341
11 years ago
Christoph Ruegg
87b333896d
Merge pull request #340 from eriove/unified_optimization
Nelder-Mead simplex algorithm (unified optimization)
11 years ago
Erik Ovegard
ac51181682
Fixed XML-errors found by AppVeyor
11 years ago
Erik Ovegard
c942f60eef
Added more documentation to NelderMeadSimplex and changed style to match existing code
11 years ago
Erik Ovegard
10e2a898c6
Added tests and copyright notice
11 years ago
Erik Ovegard
adfb2dc6b5
Initial conversion, tests remaining
11 years ago
Christoph Ruegg
adb8f96d79
Tooling: update dependencies (FAKE 4.1, FSharp.Core, FsUnit, NUnit)
11 years ago
Christoph Ruegg
38dcb32166
Tooling: update paket bootstrapping, use convention folders
11 years ago
Christoph Ruegg
fc187af5a2
Distributions: test for Weibull.Estimate #339
11 years ago
Christoph Ruegg
320c1cc1d1
Merge commit '4966036b86efe39c7a96db67b375f2d7467fa6c1'
11 years ago
Christoph Ruegg
3476699c0f
Repo: add mailmap entry for grovesNL #333
11 years ago
Christoph Ruegg
e9df319867
Tests: fix build warning in MatrixStructureTheory tests
11 years ago
Christoph Ruegg
4b1c9e784a
C#: Explicitly set language version
11 years ago
Christoph Ruegg
a1149de5a5
Compatibility: do not provide actualValue to out of range exception since not available on some platforms.
11 years ago
Christoph Ruegg
5423cfd465
Tests: restore test project to use wildcards again, Resources PCL patch #338
11 years ago
Christoph Ruegg
d2b87616b3
Merge pull request #338 from cuda/memory
Cleaning up native memory usage and other minor issues
11 years ago
Jon Larborn
4966036b86
Comment Adjustment
11 years ago
Jon Larborn
e64adc609d
Estimate extention
11 years ago
Marcus Cuda
e1e2bb294e
removed work arrays from the LA provider interface
11 years ago
Marcus Cuda
484cb758e8
tweaked headers
11 years ago
Kuan Bartel
c6720b630f
Updated OpenBLAS LA provider to remove work arrays to match the MKL LA provider changes.
Changed MKLWrapper and OpenBLASWrapper projects to use shared blas.c and lapack.cpp files. Each project has individual blas.h and lapack.h header files.
11 years ago
Marcus Cuda
06008b1c88
first take on removing work arrays and using LAPACKE in the MKL provider - native side
11 years ago
Christoph Ruegg
4569f51ae7
Distributions: more robust PDF and CDF, better unit tests (against known reference).
11 years ago
Christoph Ruegg
5ab04a2157
Distributions: Chi, ChiSquared and NormalGamma more robust for large shape parameter
11 years ago
Christoph Ruegg
d105a429e8
Distributions: Erlang and Gamma PDF more robust for large shape parameter
11 years ago
Christoph Ruegg
04614416c1
TestData: fix embedded resource paths
11 years ago
Christoph Ruegg
e6bbbda78a
Distributions: Beta.PDF more robust for large distribution parameters #337
11 years ago
Christoph Ruegg
2e13d298e6
Combinatorics: generate or select random permutation, combination or variation #14
11 years ago
Christoph Ruegg
91c3e8b03a
Sorting: fix typos in comments
11 years ago
Christoph Ruegg
ee8d7948eb
Random: NextBoolean extension
11 years ago
Christoph Ruegg
d3327de484
Docs: minor template tweaks
11 years ago
Christoph Ruegg
8d40d1d36a
Native: do not try to load native providers when compiled without native flag
11 years ago
Christoph Ruegg
771072142d
Tests: embed test data as resource streams in new TestData project
11 years ago
Christoph Ruegg
1e4d8681b4
Release Data Extensions v3.1.1
11 years ago
Christoph Ruegg
be75d314a5
Data: fix MatrixMarketWriter.WriteVector to use File.OpenWrite #335
11 years ago
Christoph Ruegg
de15eb6dc1
LA: Matrix Rank calculation should use a tolerance based on the matrix size #334
11 years ago
Christoph Ruegg
f86c4426f3
Financial: rename CompoundMonthlyReturn to CompoundReturn #331
The old method has been made obsolete and will be removed in the next
major version.
11 years ago
Christoph Ruegg
bc04bcfd71
Merge pull request #333 from grovesNL/master
Added RootFinding.Secant and unit tests (based on NewtonRaphson)
11 years ago
grovesNL
6164ba0bb2
Added RootFinding.Secant and unit tests (based on NewtonRaphson)
11 years ago
Christoph Ruegg
d9d787fad4
Update links
11 years ago
Christoph Ruegg
52fb412306
Merge pull request #319 from jbowtie/betapert
Add a method to construct a beta PERT distribution
11 years ago
John C Barstow
3c5e59a8c4
Add optional randomSource parameter to PERT
Per feedback, allowing an optional randomSource parameter to be passed through to the Beta constructor.
11 years ago
John C Barstow
2a85997b68
Restore missing semicolon (typo)
11 years ago
John C Barstow
710cc26e41
Add a method to construct a beta PERT distribution
11 years ago
Scott Stephens
68b3d5e9e5
Optimization: Remove extra function evaluations in GoldenSectionMinimizer
12 years ago
Scott Stephens
312f4e8d50
Optimization: Add interval expansion to GoldenSectionMinimizer
12 years ago
Scott Stephens
9169a2d0a9
Optimization: Add BFGS-B minimization algorithm
13 years ago
Scott Stephens
547e339223
Optimization: Handle case where optimum is found on last iteration in BFGS
13 years ago