2f0aabbe28
LA Perf: replace parallel copy loops with native copy
13 years ago
d91acbf523
LA Perf: rangesize tweaks
13 years ago
4026fc896a
Tweak Control class
13 years ago
46c43177a1
Tests: perf tests explicit
13 years ago
d3dc54b4c1
Reworking common parallelization routines #92
13 years ago
d4ff406a3d
Tests: cosmetics, increase timeout for slow CI agent VM
13 years ago
9fced67266
Alter parallelisation of matrix multiplication II - Unit Tests
13 years ago
8e1cd36027
Alter parallelisation of matrix multiplication
I empirically noticed that matrix multiplication was extremely slow for
the matrices I was using i.e. multiplications were taking minutes rather
than seconds. After tracking down the root of the problem, I found it
was in the CacheObliviousMatrixMultiply() implementation, specifically,
where the sum of the column/row dimensions were compared with the
Control.ParallelizeOrder variable.
For significantly skewed matrix multiplication (wide * tall), the
parallelised redistribution greatly reduces performance. By removing the
'k' parameter from the comparison (where k is the number of columns in
the left matrix and the number of rows in the right) the performance is
improved drastically.
For perfectly square matrices, this change reduces performance slightly.
13 years ago
f98e92e981
Merge branch 'financial'
13 years ago
043de9838e
Financial: tweaks, add to portable build
13 years ago
7cdde55061
UX: Revert invariant-culture override, move ToString to BCL partial classes
13 years ago
86428a2caf
renamed file to match class name
13 years ago
b8f4e66770
Updated financial calcs and unit tests to deal with NaN return
13 years ago
f9af5aa844
Added GainLossRatio Tests
Added tests around GainLossRatio, but I still have some questions as
noted per test.
13 years ago
28f025e23b
Addition of Financial bases absolute risk stats
Addition of stats and unit tests. Still need test for GainLossRatio.
The tests may be a bit sparse compared to what is required for a pull.
Will need to talk to Chrisoph about that.
13 years ago
fdaa12cd3f
UX: DebuggerDisplay attribute for matrices and vectors
13 years ago
12c918202a
FSharp: use more efficient constructs where possible
13 years ago
0986188176
FSharp: matrix/vector slice syntax unit tests
13 years ago
50c32065b2
FSharp: submatrix/subvector slice syntax setters
13 years ago
93689ef2b3
Statistics: clarify inline xml doc and parameter names
13 years ago
b0d8195af0
Statistics: Func-variants of quantile, icdf, percentile, orderstat
13 years ago
c22c9325e2
Statistics: percentile, quartiles, IQR, fivenum
13 years ago
6647d007ab
Statistics: Proper Quantile statistics (supporting all 9 R-types and custom)
13 years ago
77ace8c7ec
Statistics: Array and Streaming Sample and Population StandardDeviation
13 years ago
3d039413b9
Statistics: Array and Streaming PopulationVariance
13 years ago
15a56daaf2
Statistics: Array and Streaming Variance
13 years ago
e1cf1cc7e6
Statistics: mean of empty set should be NaN
13 years ago
7f839739fd
Statistics: Streaming Mean
13 years ago
ef85446824
Statistics: extending tests and cosmetics
13 years ago
8fb1d36f73
Statistics: never throw on empty data (instead use NaN)
13 years ago
505625c172
Statistics: introduce StreamingStatistics, always throw on null data
13 years ago
669005b509
Statistics: sample/unibiased variance of empty set should be NaN #101
13 years ago
6861de3057
Statistics: introduce unsorted ArrayStatistics
13 years ago
c500524fce
Statistics: add min, max, percentile, quaritle, iqr, fivenum to sorted-array stats
13 years ago
1051d9e5a7
Statistics: introduce SortedArrayStatistics, use it in Percentile class
13 years ago
3c4d20f30c
Statistics: cosmetics
13 years ago
20de4b1702
Percentile: Bug fixes and compliance with Excel.
High boundary check was against 100, should be 1.0.
Close to 0 or 1 percentile values for Nist and Interpolation methods
caused array out of bounds exceptions.
Seemingly arbitrary small dataset restriction removed.
Out of range percentile values and empty dataset returns double.NaN
instead of throwing, similar to Excel returning #NUM! in such cases.
13 years ago
1dc85bf6fb
MCMC: Minor namespace/naming/doc fixes
13 years ago
cf3cae4377
Merge branch 'hybrid-mc'
13 years ago
b215abc890
LA: Obsolete Vector.Plus, drop some redundant operator overloads
13 years ago
5d4c296a74
LA: Result should be called 'result' not 'target'
13 years ago
2cb8a2a0a7
LA: Matrix group operators together, some eol whitespaces fixes
13 years ago
836a07457e
LA: Matrix.Conjugate
13 years ago
b71cacdb89
LA: Matrix arithmetics design pattern: review arg checks and forwards
13 years ago
cebbce91de
LA: Arithmetics design pattern: collect abstract decls at top
13 years ago
34b25db90c
LA: Matrix arithmetics design pattern: de-virtualize, fix forwards
13 years ago
4daf5ec83e
LA: Matrix arithmetics design pattern: Add, Subtract
13 years ago
2df2f0cb83
LA: Sparse complex DoConjugate should not call base.Conjugate
13 years ago
6a085491ef
LA: Vector.Negate should implement common pattern
13 years ago
12c9cd486d
LA: Generic Matrix partial Matrix.BCL class
13 years ago
Christoph Ruegg
Iain McDonald
Phil
IUser