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Commit Graph

54 Commits (ec497cb610a150f81ca57daf371b993abb8cbcfd)

Author SHA1 Message Date
Christoph Ruegg dc9c70098b Optimization: move BFGS over to Optimization namespace
11 years ago
bdodson 99cfdca8d0 Broyden-Fletcher-Goldfarb-Shanno optimizer
11 years ago
Konstantin Tretyakov a2baaba2cc Fixed accuracy handling in RootFinding.Bisection (#403)
10 years ago
Christoph Ruegg c836df7219 Find Roots: extend bracketing in derivative-free algorithms to also reduce/subdevision after trying to expand
10 years ago
Christoph Ruegg b076067402 Root Finding: Zero Crossing Bracketing expansion must reset boundaries if it fails
10 years ago
Christoph Ruegg 36a46bd7fc Cleanup: no longer mention CodePlex in file headers, deprecate its release archive
10 years ago
Christoph Ruegg b2e9445a88 Minor optimization how we call Array.Copy
11 years ago
grovesNL 6164ba0bb2 Added RootFinding.Secant and unit tests (based on NewtonRaphson)
11 years ago
Christoph Ruegg 7b59dc3d35 Optimization: move BFGS over to Optimization namespace
11 years ago
bdodson b858289fbe Broyden-Fletcher-Goldfarb-Shanno optimizer
11 years ago
Christoph Ruegg c72bb3662e Precision: migrate epsilon logic from NumericalDerivative to Precision class
12 years ago
Christoph Ruegg 3991084de6 RootFinding: auto zero-crossing bracketing expansion in FindRoots.OfFunction; include missing R# settings, apply
12 years ago
Hythem Sidky 304bdb86b3 Changed tolerance check and added bracket check.
12 years ago
Christoph Ruegg cc5079bdcf StyleCop
12 years ago
Christoph Ruegg e34cb08994 Distributions: Binomial.CDF should leverage BetaRegularized
12 years ago
Christoph Ruegg b0ed692ab2 RootFinding: new implementation for complex cubic roots, tests
12 years ago
Christoph Ruegg 8249d26267 RootFinding: expose cubic in facade class
12 years ago
Christoph Ruegg efd0b14ae2 Constants: sqrt(3) #194
13 years ago
Christoph Ruegg 3b9a609d7d RootFinding: fix .Net 3.5 build
13 years ago
Candy Chiu 09c89cc400 Added class Cubic to find the real roots of a cubic polynomial.
13 years ago
Christoph Ruegg afc4f7e167 Precision: rework/cleanup (major)
13 years ago
Christoph Ruegg 8bc882bf88 Precision: cleanup
13 years ago
Christoph Ruegg 7d11e73aaa Inspections/CodeAnalysis Cleanup
13 years ago
Christoph Ruegg 55f85a60d3 Vector: proper L1, L2 and infinity norms
13 years ago
Christoph Ruegg 8bfcab62ed LA: Move all from .Generic namespace to parent namespace
13 years ago
Christoph Ruegg b951320241 RootFinding: minor linear algebra and naming tweaks in Broyden method
13 years ago
Christoph Ruegg e126c553db RootFinding: drop 'and' in functions; migrate exception text to resx.
13 years ago
taschna 64aefa8077 RootFit: Implemented simple N-dim root finder.
13 years ago
taschna 66650a7c2b Add test cases for Brent. Add termination condition to Brent.
13 years ago
taschna c3146f3b98 Add test cases for Bisection. Add termination condition to Bisection.
13 years ago
Christoph Ruegg 97be12923e RootFinding: default values, newton-raphson initial guess optional (separate function)
13 years ago
Christoph Ruegg 9d0fe06509 RootFinding: applying common pattern also to bisection algorithm
13 years ago
Christoph Ruegg c5c1cb9654 RootFinding: add pure newton-raphson (in addition to existing robust one)
13 years ago
taschna 1b347b4155 Add test for Brent and Bisection. Fix termination condition of Bisection.FindRoot.
13 years ago
Christoph Ruegg 9905ef3038 RootFinding: s/hybrid/robust/
13 years ago
Christoph Ruegg c12a648197 RootFinding: simplify namespaces
13 years ago
Christoph Ruegg dc942b947a RootFinding: cubic tests
13 years ago
Christoph Ruegg 50d1cef552 RootFinding: proper zero comparison early at boundaries; xml doc
13 years ago
Christoph Ruegg ca033cbae2 RootFinding: merge bracketing class into ZeroCrossingBracketing
13 years ago
Christoph Ruegg 72b86504fe RootFinding: s/FloatingPointRoots/RealRoots/
13 years ago
Christoph Ruegg ccf89f8186 RootFinding: protect newton-raphson better against singularities, more tests
13 years ago
Christoph Ruegg 7ed6c6f887 RootFinding: Update Brent to TryFindRoot pattern as well
13 years ago
Christoph Ruegg c70c07b6d7 RootFinding: more robust hybrid newton-raphson
13 years ago
Christoph Ruegg 7d80ad6e69 RootFinding: add hybrid newton-raphson/bisection algorithm
13 years ago
Christoph Ruegg 7dfa4a083f RootFinding: separate bracketing from algorithm, unify error behavior
13 years ago
Christoph Ruegg fd18c32f25 RootFinding: align algorithms, no need for objects
13 years ago
Christoph Ruegg e523675a43 RootFinding: move bisection to root-finding namespace, update portable project
13 years ago
Christoph Ruegg d5666d7b67 RootFinding: apply common algorithms pattern
13 years ago
Christoph Ruegg 9570ae1d6e RootFinding: file headers, white space
13 years ago
Christoph Ruegg f142f3abb7 Common NonConvergenceException
13 years ago