6908674873
Cosmetics
13 years ago
73599b146b
LA: Functional vector init
13 years ago
46ef39b84b
LA: Functional matrix init
13 years ago
96f66e8ca4
LA: sparse matrix OfColumnMajor to accept IList instead of just array
13 years ago
555879bdd2
LA: sparse matrix OfColumnMajorList
13 years ago
400d61641f
LA: upgrade old/obsolete ctors to new implementation (deduplication)
13 years ago
3535483489
LA: diagonal matrix OfArray
13 years ago
bd131a91e0
LA: sparse matrix OfArray
13 years ago
dbc1217d6d
LA: diagonal OfArray
13 years ago
29d2a3454e
LA: storage OfVector/OfMatrix
13 years ago
af476c29f1
LA: matrix construction rework #104
13 years ago
d87f23e046
LA: Initialize sparse matrix by enumerable #104
13 years ago
0f2a289373
LA: Initialize sparse vector by enumerable #104
13 years ago
ec483fb874
LA: clarify 'column-major' in xml docs
13 years ago
5e07f34a8e
LA: Initialize dense storage by enumerable #104
13 years ago
8ac6bb151f
LA: Improving ctor xml doc based on user feedback
13 years ago
eff67bf5d0
Doc: typos
13 years ago
b4ee5ed34f
LA: Adapt parsing and unit tests to modified string formatting
13 years ago
05cf8a435f
LA: Sparse vector/matrix ToString to include %-filled
13 years ago
a9bd17eb96
LA: Rework ToString for matrices and vectors #100
13 years ago
be67015ab5
Tests: weaker timeouts
13 years ago
dc05000d03
LA: DoModulus should be parallelized and avoid range checks #110
13 years ago
5189e49fbd
Control: update obsolete attributes
13 years ago
b4a0cc97ed
LA Perf: replace parallel copy loops with native copy II
13 years ago
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
Christoph Ruegg
Iain McDonald
Phil