Jurgen Van Gael
ad71498901
Added F# Matrix module.
17 years ago
Jurgen Van Gael
5f9611f1d8
Removed VectorNormal distribution awaiting Cholesky decomposition.
17 years ago
Jurgen Van Gael
aab6c0186b
Initial version of VectorNormal distribution.
17 years ago
Marcus Cuda
a2464408d5
changed the count type from int to unlong to help prevent overflow
17 years ago
Marcus Cuda
5f804e3c1e
managed provider addes empty ILinearAlgebraProvider mehtods for the thee currenly supported types
17 years ago
Marcus Cuda
3dbf0ccce9
made ILinearAlgebraProvider generic
17 years ago
Marcus Cuda
a229877ea5
made ILinearAlgebraProvider generic
17 years ago
Marcus Cuda
0f41886fab
corrected the length of the SVD work array documentation
17 years ago
Marcus Cuda
44c258e975
added compound SVD and QR solve
17 years ago
Marcus Cuda
3e4a31ec8a
fixed the QR methods to be more work better with the managed provider
17 years ago
Marcus Cuda
2503155bc7
flushed out linear algebra provider interface
17 years ago
Marcus Cuda
1d8645c15e
Removed the Algorithm factory, now just registering the providers in the Control class
Made the managed provider public
17 years ago
Jurgen Van Gael
8b73646e78
Added Histogram example in F#.
Removed AlmostZero from incomplete Gamma function.
Ported Pearson correlation computation.
Added more histogram unit tests.
Fixed a bug in the histogram code.
Signed-off-by: jvangael <jurgen.vangael@gmail.com>
Signed-off-by: jvangael <jurgen.vangael@gmail.com>
17 years ago
Jurgen Van Gael
db4a70cbe4
Enabled Beta entropy test.
Signed-off-by: jvangael <jurgen.vangael@gmail.com>
Signed-off-by: jvangael <jurgen.vangael@gmail.com>
17 years ago
Jurgen Van Gael
742da56f8c
Added discrete uniform distribution.
Signed-off-by: jvangael <jurgen.vangael@gmail.com>
Signed-off-by: jvangael <jurgen.vangael@gmail.com>
17 years ago
Jurgen Van Gael
497938a20e
Added F# Apply example
Added F# DenseVector implementation
Added the Histogram class
Signed-off-by: jvangael <jurgen.vangael@gmail.com>
17 years ago
Jurgen Van Gael
59ff93f1b0
Added incomplete Gamma functions.
Added incomplete Beta functions.
Signed-off-by: jvangael <jurgen.vangael@gmail.com>
17 years ago
Marcus Cuda
36b0498e6d
Removed AlmostZero and add reference to the NIST test data in the unit tests project
Signed-off-by: Marcus Cuda <marcus@cuda.net>
17 years ago
Marcus Cuda
bef57e21df
added some of the missing parallel tests
Signed-off-by: Marcus Cuda <marcus@cuda.net>
17 years ago
Marcus Cuda
b97b20b2e7
removed failing test, will add back in a moment
Signed-off-by: Marcus Cuda <marcus@cuda.net>
17 years ago
Marcus Cuda
a6f32a241b
removed failing test, will add back in a moment
Signed-off-by: Marcus Cuda <marcus@cuda.net>
17 years ago
Marcus Cuda
4e9ed41576
localInit is now called once per thread rather than once per Parallel call
Signed-off-by: Marcus Cuda <marcus@cuda.net>
17 years ago
Marcus Cuda
1ffd3e13e6
Tweaked the parallel code, but the ForEach still performs slowly
Signed-off-by: Marcus Cuda <marcus@cuda.net>
17 years ago
Marcus Cuda
914c317157
removed GetIndexedEnumerator from Vector - will add it back to the sparse Vector
moved the scaling factor and max block size from control into the Parallel class and made them constant
Signed-off-by: Marcus Cuda <marcus@cuda.net>
17 years ago
Marcus Cuda
dd2a8328a9
Changed Task class to not extend WaitHandle since there can only be at most 64 waithandles
There is still an issues with too many semaphores being created
Signed-off-by: Marcus Cuda <marcus@cuda.net>
17 years ago
Marcus Cuda
96dbd4162e
Parallel: maybe I should check in something that actually compiles
Signed-off-by: Marcus Cuda <marcus@cuda.net>
17 years ago
Marcus Cuda
f50b19f939
Parallel: added zero check, but aggregates still need fast forwards
Signed-off-by: Marcus Cuda <marcus@cuda.net>
17 years ago
Marcus Cuda
960717c374
Parallel: first take on aggregate parallel methods
Signed-off-by: Marcus Cuda <marcus@cuda.net>
17 years ago
Marcus Cuda
5c2efa6c86
Vector: used Parallel.ForEach where we could
Signed-off-by: Marcus Cuda <marcus@cuda.net>
17 years ago
Marcus Cuda
94af0578c8
Parellel: found problem with tests, they were only testing the list version - added set versions
fixed bug when no tasks were ran
Signed-off-by: Marcus Cuda <marcus@cuda.net>
17 years ago
Marcus Cuda
b6562f14da
Parellel: added missing 'wait for threads' to complete code - not sure how the tests passed before. there might be a problem with the tests
Signed-off-by: Marcus Cuda <marcus@cuda.net>
17 years ago
Marcus Cuda
85dcab23f9
Parallel: First take on Parallel.ForEach
Signed-off-by: Marcus Cuda <marcus@cuda.net>
17 years ago
Jurgen Van Gael
be85f223b4
Ported dnA random number generators.
Signed-off-by: jvangael <jurgen.vangael@gmail.com>
Signed-off-by: jvangael <jurgen.vangael@gmail.com>
17 years ago
Jurgen Van Gael
f5f81a11ab
Fixed DiGammaInv bug for 0 and infinity arguments.
Added more more special functions.
Signed-off-by: jvangael <jurgen.vangael@gmail.com>
Signed-off-by: jvangael <jurgen.vangael@gmail.com>
17 years ago
Christoph Ruegg
3331edfcfc
functions: stable x -> exp(x)-1, used in weibull cdf
Signed-off-by: Christoph Ruegg <git@cdrnet.ch>
17 years ago
Jurgen Van Gael
2d5561539b
Added Multinomial distribution Added MersenneTwister Fixed namespace error in unit tests
Signed-off-by: jvangael <jurgen.vangael@gmail.com>
Signed-off-by: jvangael <jurgen.vangael@gmail.com>
17 years ago
Jurgen Van Gael
671953de02
Added inverse DiGamma unit tests.
17 years ago
Jurgen Van Gael
16a3223c28
Added inverse DiGamma function.
17 years ago
Jurgen Van Gael
513d715bdd
Documentation fixes.
Signed-off-by: jvangael <jurgen.vangael@gmail.com>
Signed-off-by: jvangael <jurgen.vangael@gmail.com>
17 years ago
Jurgen Van Gael
e347eb2740
Work Item # 4650
Signed-off-by: jvangael <jurgen.vangael@gmail.com>
Signed-off-by: jvangael <jurgen.vangael@gmail.com>
17 years ago
Jurgen Van Gael
f4d2fa0c76
Added Weibull distribution.
Fixed bug in Dirichlet distribution (when one of the dimensions is singular).
Signed-off-by: jvangael <jurgen.vangael@gmail.com>
17 years ago
Jurgen Van Gael
ab86ca23c6
added AbstractRandomNumberGenerator.cs
Signed-off-by: jvangael <jurgen.vangael@gmail.com>
17 years ago
Jurgen Van Gael
7592ccb50b
Added extension methods for System.Random that sample additional value types.
Signed-off-by: jvangael <jurgen.vangael@gmail.com>
17 years ago
Christoph Ruegg
0d58018eb9
functions: CR factorial
Signed-off-by: Christoph Ruegg <git@cdrnet.ch>
17 years ago
Christoph Ruegg
2fe6a9efcb
combinatorics: permutations
Signed-off-by: Christoph Ruegg <git@cdrnet.ch>
17 years ago
Christoph Ruegg
1d13f8da96
combinatorics: combinations
Signed-off-by: Christoph Ruegg <git@cdrnet.ch>
17 years ago
Christoph Ruegg
c0f8112267
combinatorics: variations
Signed-off-by: Christoph Ruegg <git@cdrnet.ch>
17 years ago
Christoph Ruegg
7d80e506da
functions: Binomial, BinomialLn
Signed-off-by: Christoph Ruegg <git@cdrnet.ch>
17 years ago
Christoph Ruegg
2629bed00d
functions: Factorial, FactorialLn
Signed-off-by: Christoph Ruegg <git@cdrnet.ch>
17 years ago
Christoph Ruegg
61cb43ed81
globalization: double dense vector parsing
Signed-off-by: Christoph Ruegg <git@cdrnet.ch>
17 years ago