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740 Commits (edbab552eb59569b0dc7b6a5f32b77e643a757c7)

Author SHA1 Message Date
Scott Stephens edbab552eb Very minimally tested ConjugateGradient minimizer is complete.
14 years ago
Scott Stephens 5dae5505c0 First commit working on optimization tools
14 years ago
Christoph Ruegg 7b59dc3d35 Optimization: move BFGS over to Optimization namespace
12 years ago
Christoph Ruegg 330a577f19 Optimization: (Lazy)ObjectiveFunction base classes
12 years ago
Christoph Ruegg 7139108a19 Optimization: InplaceObjectiveFunction
12 years ago
Christoph Ruegg 362adf2811 Optimization: lambda objective functions (both greedy and lazy)
12 years ago
Christoph Ruegg 63100f7eae Optimization: restore objective function CreateNew (but keep Fork as well)
12 years ago
Christoph Ruegg b276c41d53 Optimization: tweak IObjectiveFunction interface
12 years ago
Christoph Ruegg f2d17d3158 Optimization: rename Evaluation to ObjectiveFunction
12 years ago
Christoph Ruegg c111019d38 Optimization: first pass code style fix
12 years ago
Scott Stephens 78f77a12c9 Optimization: Try design with unifed objective function/evaluation concepts
12 years ago
Scott Stephens 6d642a1d9b Optimization: initial commit of candidate API and Newton implementation
12 years ago
Christoph Ruegg b5a4175da6 Release v3.7.0
12 years ago
Christoph Ruegg 4a1af82320 Statistics: more MovingAverage tests
12 years ago
Kuan Bartel 16851ac48d OpenBlasLinearAlgerbraProvider implementation. It is basically just a copy of the MklLinearAlgebraProvider minus the vector methods not included in OpenBLAS. The OpenBlasLinearAlgerbraProvider replaces the GotoBlasLinearAlgebraProvider.
12 years ago
Justin Needham 10abeebde6 Better code formatting for test vector
12 years ago
Justin Needham 62300406df Added Unit tests that fail current bucket sorting algorithm
12 years ago
Marcus Cuda 644ea702de added support for infinity
12 years ago
bdodson b858289fbe Broyden-Fletcher-Goldfarb-Shanno optimizer
12 years ago
Christoph Ruegg c0a94944d6 Native: uniform test compilation symbols
12 years ago
Matthew Johnson 8d06f9d435 Passing most tests now, investigating the stragglers.
12 years ago
Matthew Johnson 3de6b41527 Fixed some issues, but potrs doesn't seem to be working at all.
12 years ago
Christoph Ruegg ac29a58b3d Statistics: MovingStatistics should handle NaN such that it only affects its window
12 years ago
Christoph Ruegg 030e94daf5 Fourier: fix Bluestein for sequences with more than 46341 samples (not power-of-two). #286
12 years ago
Matthew Johnson 8b7b617481 Some things are working, but most aren't. There appears to be something wrong with my usage of cublas?getriBatched, which isn't entirely surprising. I'll need to figure that out next.
12 years ago
Marcus Cuda 539c1b4331 playing around with moving stats
12 years ago
logophobia 9aa90f54a7 chisquared inverse distribution
12 years ago
Christoph Ruegg c16d27a845 Statistics: RunningStatistics should propagate min/max when combining and handle NaN on Push
12 years ago
Christoph Ruegg 431b727ebe Dependencies
12 years ago
Christoph Ruegg 9771f1bdd1 Release v3.6.0
12 years ago
Christoph Ruegg a6878cc7d1 Distributions: ChiSquared.CDF test fix for more robust implementation #288
12 years ago
Christoph Ruegg 9dbf23a928 Tests: port vector storage combinator tests to matrices
12 years ago
Christoph Ruegg 36b568c5f1 Tests: cleanup, simplifications
12 years ago
Christoph Ruegg 54b48383e6 Tests: merge dense and sparse vector arithmetic tests, cover mixed cases
12 years ago
Christoph Ruegg b244510f0e Tests: refactor LA theory tests to use enum datasets (much more tool friendly)
12 years ago
Christoph Ruegg 14ec5a392b Buildfix: disable Fibonacci tests where not available (pcl, 3.5).
12 years ago
Christoph Ruegg 44ea89a983 Generate: Unfold, Fibonacci
12 years ago
Kuan Bartel 5a01cd91bf Changed architecture directory name from "amd64" to "x64" in NativeProviderLoader.
12 years ago
Christoph Ruegg 43c361dd87 Native: replace NATIVEMKL build constant with NATIVE as it can be used by other native providers as well #296
12 years ago
Kuan Bartel a75e4f6060 Added NativeProviderLoader, a helper class for loading native provider libraries depending on the processor architecture and the process bitness. MklLinearAlgebraProvider modified to call the helper class in InitializeVerify.
12 years ago
Christoph Ruegg bd64c8e612 LA: Matrix.Fold2, Find/2, Exists/2, ForAll/2
12 years ago
Christoph Ruegg 70dda56f85 LA: MatrixStorage.Find/Find2; leverage Find2 in Equals #291
12 years ago
Marcus Cuda 341dec231d fixed tests for complex evd
12 years ago
Christoph Ruegg 810b50cd21 Special Functions: stronger unit tests for Gamma/GammaLn #196
12 years ago
Christoph Ruegg b8c145adfb Release v3.5.0
12 years ago
Hythem Sidky 36050ed83d Numerical Jacobian and Hessian wrappers
12 years ago
Hythem Sidky 3ed9bf9798 Added numerical differentiation classes.
12 years ago
Christoph Ruegg ab636a39d7 LA: Matrix.ToRowArrays/ToColumnArrays #278
12 years ago
Christoph Ruegg 2888834831 Release v3.4.0
12 years ago
Ashley Messer 25a71ff4b4 added correct handling for a=0 for regularized incomplete gamma function, upper and lower for issue #228
12 years ago