diff --git a/RELEASENOTES.md b/RELEASENOTES.md index 26d91d23..e078bde8 100644 --- a/RELEASENOTES.md +++ b/RELEASENOTES.md @@ -35,14 +35,15 @@ v2.6.0 - TBA, work in progress - Most algorithms support a TryFind-pattern which returns success instead of throwing an exception. Simplifies common fall-back scenarios and works with F# pattern matching (similar to TryParse from BCL). - Basic bracketing algorithm -### Statistics & Distributions: +### Linear Algebra: -- BUG: Fixed static sampling methods of the `Stable` distribution. *~Artyom Baranovskiy* -- Spearman Rank Correlation Coefficient *~Iain McDonald* +- Native eigenvalue decomposition (EVD) support with our MKL packages *~Marcus Cuda* +- BUG: Fixed exception text message when creating a matrix from enumerables (rows vs columns) *~Thomas Ibel* -### Linear Algebra: +### Statistics & Distributions: -- BUG: Fixed exception text message when creating a matrix from enumerables (rows vs columns) +- Spearman Rank Correlation Coefficient *~Iain McDonald* +- BUG: Fixed static sampling methods of the `Stable` distribution. *~Artyom Baranovskiy* ### Misc: @@ -64,18 +65,18 @@ Despite semver this release contains two changes that may break code but without - More consistent behavior for empty and single-element data sets: Min, Max, Mean, Variance, Standard Deviation etc. no longer throw exceptions if the data set is empty but instead return NaN. Variance and Standard Deviation will also return NaN if the set contains only a single entry. Population Variance and Population Standard Deviation will return 0 in this case. - Reworked order statistics (Quantile, Quartile, Percentile, IQR, Fivenum, etc.), now much easier to use and supporting compatibility with all 9 R-types, Excel and Mathematica. The obsolete Percentile class now leverages the new order statistics, fixing a range check bug as side effect. -- New Hybrid Monte Carlo sampler for multivariate distributions. -- New financial statistics: absolute risk and return measures. +- New Hybrid Monte Carlo sampler for multivariate distributions. *~manyue* +- New financial statistics: absolute risk and return measures. *~Phil Cleveland* - Explicit statistics for sorted arrays, unsorted arrays and sequences/streams. Faster algorithms on sorted data, also avoids multiple enumerations. - Some statistics like Quantile or empirical inverse CDF can optionally return a parametric function when multiple evaluations are needed, like for plotting. ### Linear Algebra: - More reasonable ToString behavior for matrices and vectors: `ToString` methods no longer render the whole structure to a string for large data, among others because they used to wreak havoc in debugging and interactive scenarios like F# FSI. Instead, ToString now only renders an excerpt of the data, together with a line about dimension, type and in case of sparse data a sparseness indicator. The intention is to give a good idea about the data in a visually useful way. How much data is shown can be adjusted in the Control class. See also ToTypeString and ToVector/MatrixString. -- Performance: reworked and tuned common parallelization. Some operations are up to 3 magnitudes faster in some extreme cases. Replaced copy loops with native routines. More algorithms are storage-aware (and should thus perform better especially on sparse data). -- Fixed range checks in the Thin-QR decomposition. -- Fixed bug in Gram Schmidt for solving tall matrices. -- Vectors now implement the BCL IList interfaces (fixed-length) for better integration with existing .Net code. +- Performance: reworked and tuned common parallelization. Some operations are up to 3 magnitudes faster in some extreme cases. Replaced copy loops with native routines. More algorithms are storage-aware (and should thus perform better especially on sparse data). *~Thomas Ibel, Iain McDonald, Marcus Cuda* +- Fixed range checks in the Thin-QR decomposition. *~Marcus Cuda* +- Fixed bug in Gram Schmidt for solving tall matrices. *~Marcus Cuda* +- Vectors now implement the BCL IList interfaces (fixed-length) for better integration with existing .Net code. *~Scott Stephens* - Matrix/Vector parsing has been updated to be able to parse the new visual format as well (see ToMatrixString). - DebuggerDisplay attributes for matrices and vectors. - Map/IndexedMap combinators with storage-aware and partially parallelized implementations for both dense and sparse data. @@ -98,20 +99,20 @@ Despite semver this release contains two changes that may break code but without v2.4.0 - February 3, 2013 ------------------------- -- Drops the dependency on the zlib library. We thus no longer have any dependencies on other packages. -- Adds Modified Bessel & Struve special functions -- Fixes a bug in our iterative kurtosis statistics formula +- Drops the dependency on the zlib library. We thus no longer have any dependencies on other packages. *~Marcus Cuda, Thomas Ibel* +- Adds Modified Bessel & Struve special functions *~Wei Wu* +- Fixes a bug in our iterative kurtosis statistics formula *~Artyom Baranovskiy* ### Linear Algebra: - Performance work, this time mostly around accessing matrix rows/columns as vectors. Opting out from targeted patching in our matrix and vector indexers to allow inlining. -- Fixes an issue around Thin-QR solve +- Fixes an issue around Thin-QR solve *~Marcus Cuda* - Simplifications around using native linear algebra providers (see Math.NET Numerics With Native Linear Algebra) ### F#: -- Adds the BigRational module from the F# PowerPack, now to be maintained here instead. -- Better support for our Complex types (close to the F# PowerPack Complex type) +- Adds the BigRational module from the F# PowerPack, now to be maintained here instead. *~Gustavo Guerra* +- Better support for our Complex types (close to the F# PowerPack Complex type) *~Gustavo Guerra* v2.3.0 - November 25, 2012