6908674873
Cosmetics
13 years ago
dbc1217d6d
LA: diagonal OfArray
13 years ago
af476c29f1
LA: matrix construction rework #104
13 years ago
b4ee5ed34f
LA: Adapt parsing and unit tests to modified string formatting
13 years ago
be67015ab5
Tests: weaker timeouts
13 years ago
46c43177a1
Tests: perf tests explicit
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
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
b0d8195af0
Statistics: Func-variants of quantile, icdf, percentile, orderstat
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
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
b215abc890
LA: Obsolete Vector.Plus, drop some redundant operator overloads
13 years ago
e5bed3c158
LA: Generic Vector: Extract BCL interfaces to partial class
13 years ago
c77483a4d0
LA: Vector SetValues SubVector SetSubVector #96
13 years ago
f9680ac4cb
fixed Gram Schmidt bug for solving tall matrices
13 years ago
53679353bf
fixed dimension check with tall matrices and thin qr
13 years ago
d65354f4b8
Native Pull: Updated provider and bug fixes
mathnet-numerics-native a6e5c948049bda46cb3b5625fa41accebaa4bdb3:
1. Updated the native provider to MKL V11 update 2, which fixes the lange bug.
2. Re-enabled native matrix norms.
3. Fixed complex Frobenius norm bug in managed code (we weren't taking the conjugative transpose).
4. Fixed the return type on the double matix norm in the managed side of the native provider.
14 years ago
e6991089e0
Fix some IO tests on non-english OS
14 years ago
c137343596
Lazy load DescriptiveStatistics.Median
14 years ago
e7f29f411b
Remove zlib.net nuget
14 years ago
3d203b46b7
added fix to other data types and updated tests to check that the bug was fixed
14 years ago
2782913139
replaced zlib.net with DeflateStream
14 years ago
ac11d04f99
Bug MKL x64 LANGE routine, using managed for matrix norms until it is fixed
added missing lapack_common.h
tweaked linker settings to statically link openmp library
14 years ago
7dd31a162d
Implement test case for DescriptiveStatistics which proves
that it computes kurtosis incorrectly for large samples
14 years ago
7d546cec00
Fix parse double exception which occures if you try to run tests in
environment with Non-English default locale
14 years ago
136bdbb113
Special Functions: modified bessel & struve functions
Also extracted evaluation functions into dedicated Evaluation class.
14 years ago
1e53f9be07
Tests: drop unit tests for now obsolete use cases
14 years ago
58a580b6a8
tweaked tests to pass (they should have passed before but there might be an issue with the precision class comparing really small numbers)
14 years ago
fb7b2dcd82
added force symmetric helper methods so we can get the EVD solve tests to pass
14 years ago
b22b5a20aa
fixed QR thin solve bug
native QR full now returns the full Q matrix
14 years ago
a5e97e59ca
removed console.writeline
14 years ago
53294d32e2
made UseLinearAlgebraProvider an assembly attribute so it applies to all tests
commented on the norm calcuation in the MKL provider. there seems to be a bug in zlange. contacted intel
14 years ago
5d923d0e99
norm test with work arrays now actually pass a work array
14 years ago
d26d41e848
removed redundant code in lapack.cpp, using gels for all qr solving (dropping gelsy)
14 years ago
30381a1fab
removed old providers and added missing qr thin tests
14 years ago
Christoph Ruegg
Phil
IUser
Marcus Cuda
tibel
Artyom Baranovskiy