1334 Commits (optimization-2)

Author SHA1 Message Date
Christoph Ruegg 6754045a56 LA: diagonal matrix-vector Multiply LeftMultiply/TransposeThisAndMultiply 13 years ago
Christoph Ruegg aadb8a4bb5 LA: diagonal-dense Multiply TransoseAndMultiply TransposeThisAndMultiply 13 years ago
Christoph Ruegg 44228a6d41 LA: Build.SameType of one or two example instances 13 years ago
Christoph Ruegg 2e1dc29f96 LA: dense-diagonal TransposeThisAndMultiply 13 years ago
Christoph Ruegg 19873cb304 LA: dense-diagonal TransposeAndMultiply 13 years ago
Christoph Ruegg 06be8470b6 LA: dense-diagonal Add Subtract Multiply 13 years ago
Christoph Ruegg 3259ce6ba2 LA: extend diagonal matrix builder 13 years ago
Christoph Ruegg 8b92117356 LA: Matrix.ClearSubMatrix should nop-return instead of fail on empty/negative selection 13 years ago
Christoph Ruegg 13ede7dc3a Linear Regression: use more efficient LA routines (via tibel) 13 years ago
Christoph Ruegg 2853fe4b9c Fit: weighted MultiDim and weighted Polynomial 13 years ago
Christoph Ruegg 233b4d4bcc Distance: add Minkowski distance (generalized p-norm) 13 years ago
Christoph Ruegg df9948b48f Distance: add Canberra distance 13 years ago
Christoph Ruegg 7133c1448b Correlation: optimize Spearman ranked correlation algorithm #171 13 years ago
Christoph Ruegg 4f3a9a4f6d Statistics: comment in Correlation.Person on robustness 13 years ago
Christoph Ruegg 0d2a5b096c GoodnessOfFit: docs, add R value 13 years ago
Christoph Ruegg 08ca8301b8 Distance: add Pearson's distance 13 years ago
Christoph Ruegg 3ba8773b30 GoodnessOfFit: benchmarking indicates pearson correlation is twice as fast 13 years ago
Ethar Alali 6dda2ef725 Added license comments to file. 13 years ago
Ethar Alali 8334454fad Added RSquared class (and test - in TD like you mean it style) to the project. 13 years ago
Christoph Ruegg 1b888c4d28 Tests: disable de-CH related number format tests because of Win 8.1 bug 13 years ago
Christoph Ruegg 85db0a6884 Managed Provider: cache-optimized matrix L-infinity norm (8-10 times faster) 13 years ago
Christoph Ruegg 2b41b9a969 Statistics: float-overloads for array Min/Max 13 years ago
Christoph Ruegg 4e031e7a91 Statistics: drop redundant explicit null checks 13 years ago
Christoph Ruegg 2a509edab3 Providers: Leverage MKL in Thin-QR also for single, complex and complex32 types. 13 years ago
Christoph Ruegg bff2f68396 LA: norml xml docs 13 years ago
Christoph Ruegg 89c6824114 Build: roll back F# portable FSharp.Core hint path 13 years ago
Christoph Ruegg 89c76125c6 Build: VS12 (2013) support, build config simplification 13 years ago
Christoph Ruegg 798343ad73 Statistics: correlation matrix (pearson, spearman). Resolves #161. 13 years ago
Christoph Ruegg ee9d754172 Fit: more direct and slightly faster implementation; add MultiDim 13 years ago
Christoph Ruegg c7bd5c795a MKL: Make bit-consistency optional and disabled by default 13 years ago
Christoph Ruegg 48d03189be Providers: drop unused matrix-norm work-array version, simplifications 13 years ago
Christoph Ruegg 9e2b83551c LA: Iterative solvers: make failure stop criterium generic/shared 13 years ago
Christoph Ruegg 77e60dd62a LA: Iterative solvers: make divergence stop criterium generic/shared 13 years ago
Christoph Ruegg db8a7a030c LA: Iterative solvers: make residual stop criterium generic/shared 13 years ago
Christoph Ruegg be4583d133 Precision: rework comparisons, similar to equality before 13 years ago
Christoph Ruegg 778b8151a5 Providers: double-valued matrix norms 13 years ago
Christoph Ruegg 59b1005d7f LA/Precision: Matrix norms double-valued (like vectors); generic AlmostEqual support 13 years ago
Christoph Ruegg afc4f7e167 Precision: rework/cleanup (major) 13 years ago
Martin Posch 44f3541f42 Set Improved MKL Consistency 13 years ago
Christoph Ruegg 8bc882bf88 Precision: cleanup 13 years ago
Christoph Ruegg 8f38ca706a Precision: fix inconsistent behavior 13 years ago
Christoph Ruegg 728dc322ec Docs: Turn F# Sample project into documentation (using FSharp.Literate/Formatting) 13 years ago
tibel 3999c5ebc2 Fit: use generic classes and optimize Polynomial() matrix creation 13 years ago
Christoph Ruegg fadc4c87a0 Samples: extend F# distribution samples to Sample module, random walk 13 years ago
Christoph Ruegg 6fb602cc0b Samples: migrate F# random & distributions to FSharp.Formatting style 13 years ago
Christoph Ruegg 9a5ecea3ac Distributions: update F# module to core changes; easier to specify just seed 13 years ago
Christoph Ruegg 6d7b0e3f2e Random: use a less problematic seed by default 13 years ago
Christoph Ruegg ae053e168b Control: fix portable build 13 years ago
Christoph Ruegg 46bf65d87e Control: simpler UseNativeMKL() and UseManaged() methods 13 years ago
Christoph Ruegg 024570b9e6 Fix a negative-zero issue in complex numbers; make all portable tests pass 13 years ago