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Branch: optimization-1
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1479 Commits (optimization-1)
 

Author SHA1 Message Date
Christoph Ruegg 13ede7dc3a Linear Regression: use more efficient LA routines (via tibel)
13 years ago
Christoph Ruegg 2853fe4b9c Fit: weighted MultiDim and weighted Polynomial
13 years ago
joemoorhouse 9b6771cbef Neaten up code somewhat; add IMinimizer
13 years ago
Christoph Ruegg 233b4d4bcc Distance: add Minkowski distance (generalized p-norm)
13 years ago
Christoph Ruegg df9948b48f Distance: add Canberra distance
13 years ago
Christoph Ruegg 7133c1448b Correlation: optimize Spearman ranked correlation algorithm #171
13 years ago
Christoph Ruegg 4f3a9a4f6d Statistics: comment in Correlation.Person on robustness
13 years ago
Christoph Ruegg 0d2a5b096c GoodnessOfFit: docs, add R value
13 years ago
Christoph Ruegg 08ca8301b8 Distance: add Pearson's distance
13 years ago
Christoph Ruegg 3ba8773b30 GoodnessOfFit: benchmarking indicates pearson correlation is twice as fast
13 years ago
Ethar Alali 6dda2ef725 Added license comments to file.
13 years ago
Ethar Alali 8334454fad Added RSquared class (and test - in TD like you mean it style) to the project.
13 years ago
Christoph Ruegg 1b888c4d28 Tests: disable de-CH related number format tests because of Win 8.1 bug
13 years ago
joemoorhouse 7b2059dfbc Reduce tolerance.
13 years ago
joemoorhouse 5c0466968f More tidying up of minimizers.
13 years ago
joemoorhouse a868efa661 Add more comments.
13 years ago
joemoorhouse 96a618fd3f Cleaning up Powell and Brent minimizers.
13 years ago
joemoorhouse 9610bf032f Very preliminary Brent and Powell minimizations.
13 years ago
joemoorhouse 73c61e7e4f NonLinearLeastSquaresMinimizer change API
13 years ago
joemoorhouse 59cebe9f01 Add options for NonLinearLeastSquaresMinimizer.
13 years ago
joemoorhouse d4ac753043 Add non-linear least squares MKL wrapper
13 years ago
joemoorhouse cee382c096 Change name
13 years ago
joemoorhouse 8d9546f568 Non-linear least squares added
13 years ago
Christoph Ruegg 85db0a6884 Managed Provider: cache-optimized matrix L-infinity norm (8-10 times faster)
13 years ago
Christoph Ruegg 2b41b9a969 Statistics: float-overloads for array Min/Max
13 years ago
Christoph Ruegg 4e031e7a91 Statistics: drop redundant explicit null checks
13 years ago
Christoph Ruegg 0f17e0f741 Udate release notes (cosmetics, add Thin-QR MKL line)
13 years ago
Christoph Ruegg 2a509edab3 Providers: Leverage MKL in Thin-QR also for single, complex and complex32 types.
13 years ago
Christoph Ruegg 03942aa4bc Update release notes (3)
13 years ago
Christoph Ruegg 767d941bce Update release notes (2)
13 years ago
Christoph Ruegg 3665b4b66c Update release notes
13 years ago
Christoph Ruegg b098fce151 Update readme
13 years ago
Christoph Ruegg fdc266e077 Update contributors
13 years ago
Christoph Ruegg bff2f68396 LA: norml xml docs
13 years ago
Christoph Ruegg 89c6824114 Build: roll back F# portable FSharp.Core hint path
13 years ago
Christoph Ruegg 89c76125c6 Build: VS12 (2013) support, build config simplification
13 years ago
Christoph Ruegg 798343ad73 Statistics: correlation matrix (pearson, spearman). Resolves #161.
13 years ago
Christoph Ruegg 99d186ea9b Merge branch 'fit-perf'
13 years ago
Christoph Ruegg ee9d754172 Fit: more direct and slightly faster implementation; add MultiDim
13 years ago
Christoph Ruegg d49b8fe330 Merge branch 'mkl-consistency'
13 years ago
Christoph Ruegg c7bd5c795a MKL: Make bit-consistency optional and disabled by default
13 years ago
Christoph Ruegg 48d03189be Providers: drop unused matrix-norm work-array version, simplifications
13 years ago
Christoph Ruegg 9e2b83551c LA: Iterative solvers: make failure stop criterium generic/shared
13 years ago
Christoph Ruegg 77e60dd62a LA: Iterative solvers: make divergence stop criterium generic/shared
13 years ago
Christoph Ruegg db8a7a030c LA: Iterative solvers: make residual stop criterium generic/shared
13 years ago
Christoph Ruegg be4583d133 Precision: rework comparisons, similar to equality before
13 years ago
Christoph Ruegg 778b8151a5 Providers: double-valued matrix norms
13 years ago
Christoph Ruegg 59b1005d7f LA/Precision: Matrix norms double-valued (like vectors); generic AlmostEqual support
13 years ago
Christoph Ruegg afc4f7e167 Precision: rework/cleanup (major)
13 years ago
Martin Posch 44f3541f42 Set Improved MKL Consistency
13 years ago