mathnet-numerics

Commit Graph

Author	SHA1	Message	Date
Christoph Ruegg	d3dc54b4c1	Reworking common parallelization routines #92	14 years ago
Christoph Ruegg	d4ff406a3d	Tests: cosmetics, increase timeout for slow CI agent VM	14 years ago
Christoph Ruegg	9fced67266	Alter parallelisation of matrix multiplication II - Unit Tests	14 years ago
Iain McDonald	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.	14 years ago
Christoph Ruegg	043de9838e	Financial: tweaks, add to portable build	14 years ago
Christoph Ruegg	7cdde55061	UX: Revert invariant-culture override, move ToString to BCL partial classes	14 years ago
Phil	86428a2caf	renamed file to match class name	14 years ago
Phil	b8f4e66770	Updated financial calcs and unit tests to deal with NaN return	14 years ago
Phil	f9af5aa844	Added GainLossRatio Tests Added tests around GainLossRatio, but I still have some questions as noted per test.	14 years ago
Phil	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.	14 years ago
Christoph Ruegg	fdaa12cd3f	UX: DebuggerDisplay attribute for matrices and vectors	14 years ago
Christoph Ruegg	12c918202a	FSharp: use more efficient constructs where possible	14 years ago
Christoph Ruegg	0986188176	FSharp: matrix/vector slice syntax unit tests	14 years ago
Christoph Ruegg	50c32065b2	FSharp: submatrix/subvector slice syntax setters	14 years ago
Christoph Ruegg	93689ef2b3	Statistics: clarify inline xml doc and parameter names	14 years ago
Christoph Ruegg	b0d8195af0	Statistics: Func-variants of quantile, icdf, percentile, orderstat	14 years ago
Christoph Ruegg	c22c9325e2	Statistics: percentile, quartiles, IQR, fivenum	14 years ago
Christoph Ruegg	6647d007ab	Statistics: Proper Quantile statistics (supporting all 9 R-types and custom)	14 years ago
Christoph Ruegg	77ace8c7ec	Statistics: Array and Streaming Sample and Population StandardDeviation	14 years ago
Christoph Ruegg	3d039413b9	Statistics: Array and Streaming PopulationVariance	14 years ago
Christoph Ruegg	15a56daaf2	Statistics: Array and Streaming Variance	14 years ago
Christoph Ruegg	e1cf1cc7e6	Statistics: mean of empty set should be NaN	14 years ago
Christoph Ruegg	7f839739fd	Statistics: Streaming Mean	14 years ago
Christoph Ruegg	ef85446824	Statistics: extending tests and cosmetics	14 years ago
Christoph Ruegg	8fb1d36f73	Statistics: never throw on empty data (instead use NaN)	14 years ago
Christoph Ruegg	505625c172	Statistics: introduce StreamingStatistics, always throw on null data	14 years ago
Christoph Ruegg	669005b509	Statistics: sample/unibiased variance of empty set should be NaN #101	14 years ago
Christoph Ruegg	6861de3057	Statistics: introduce unsorted ArrayStatistics	14 years ago
Christoph Ruegg	c500524fce	Statistics: add min, max, percentile, quaritle, iqr, fivenum to sorted-array stats	14 years ago
Christoph Ruegg	1051d9e5a7	Statistics: introduce SortedArrayStatistics, use it in Percentile class	14 years ago
Christoph Ruegg	3c4d20f30c	Statistics: cosmetics	14 years ago
IUser	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.	14 years ago
Christoph Ruegg	1dc85bf6fb	MCMC: Minor namespace/naming/doc fixes	14 years ago
Christoph Ruegg	b215abc890	LA: Obsolete Vector.Plus, drop some redundant operator overloads	14 years ago
Christoph Ruegg	5d4c296a74	LA: Result should be called 'result' not 'target'	14 years ago
Christoph Ruegg	2cb8a2a0a7	LA: Matrix group operators together, some eol whitespaces fixes	14 years ago
Christoph Ruegg	836a07457e	LA: Matrix.Conjugate	14 years ago
Christoph Ruegg	b71cacdb89	LA: Matrix arithmetics design pattern: review arg checks and forwards	14 years ago
Christoph Ruegg	cebbce91de	LA: Arithmetics design pattern: collect abstract decls at top	14 years ago
Christoph Ruegg	34b25db90c	LA: Matrix arithmetics design pattern: de-virtualize, fix forwards	14 years ago
Christoph Ruegg	4daf5ec83e	LA: Matrix arithmetics design pattern: Add, Subtract	14 years ago
Christoph Ruegg	2df2f0cb83	LA: Sparse complex DoConjugate should not call base.Conjugate	14 years ago
Christoph Ruegg	6a085491ef	LA: Vector.Negate should implement common pattern	14 years ago
Christoph Ruegg	12c9cd486d	LA: Generic Matrix partial Matrix.BCL class	14 years ago
Christoph Ruegg	f2f702a017	LA: Vector enumeration migrated to storage, unified Zero definition	14 years ago
Christoph Ruegg	7c9f77b750	LA: Collect operators on sparse vectors, add modulo where missing	14 years ago
Christoph Ruegg	eb81b23fd9	LA: Drop redundant arg checks on dense & sparse vector operations	14 years ago
Christoph Ruegg	81f454df70	LA: Scalar addition/subtraction operators on generic vectors	14 years ago
Christoph Ruegg	17a72cf1f2	LA: Drop redundant arg checks on generic vector operations	14 years ago
tibel	7bc37d34b6	DenseVector and SparseVector operators should call correct method	14 years ago

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862 Commits (d3dc54b4c128a44fc2fa3b16d0298fd7ba84256d)