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Commit Graph

683 Commits (f028b207308f021e36b4b33407e7e79e561fe73c)

Author SHA1 Message Date
Christoph Ruegg ec7101b0d3 LA: simplify iterative solver stop criteria by merging Indeterminate+Running into Continue state
13 years ago
Christoph Ruegg 60bf831b35 LA: s/IPreConditioner/IPreconditioner/ (casing)
13 years ago
Christoph Ruegg c095cdb536 LA: iterative solver no longer stateful on iterator
13 years ago
Christoph Ruegg 00cf3d197e LA: iterative solver stop criterium cosmetics, fix potential race (minor)
13 years ago
Christoph Ruegg cc8d89dd8b LA: replace complicated OO iterative solver states with simple enum
13 years ago
Christoph Ruegg 78b99a51b1 LA: drop iterative solver IIterator abstraction, simplifications
13 years ago
Christoph Ruegg 00c0ef6612 LA: simplify IIterationStopCriterium, drop StopLevel
13 years ago
Christoph Ruegg db046f8e99 LA: simplify IPreConditioner, misc iterative solver cleanup
13 years ago
Christoph Ruegg e5fed32a8b LA: make UnitPreconditioner generic & shared
13 years ago
Christoph Ruegg 563baac19d LA: Simplify iterative solver implementation namespaces
13 years ago
Christoph Ruegg 34aa081124 LA: make IPreConditioner generic & shared
13 years ago
Christoph Ruegg 5f66808724 LA: Simplify QR decomposition architecture
13 years ago
Christoph Ruegg f4ea07ce21 LA: Simplify SVD decomposition architecture
13 years ago
Christoph Ruegg 390cae2177 LA: Simplify Gram-Schmidt decomposition architecture
13 years ago
Christoph Ruegg be00439c57 LA: Simplify Eigen decomposition architecture
13 years ago
Christoph Ruegg fab7bb1600 LA: QR tests expecting full QR should indicate so
13 years ago
Christoph Ruegg f3879199dd LA: Avoid cloning matrix factorization results at point of access
13 years ago
Christoph Ruegg d1cffeb4c1 LA: make Iterator generic & shared
13 years ago
Christoph Ruegg d1cbfb5487 LA: make IterationCountStopCriterium generic & shared
13 years ago
Christoph Ruegg 6a41820fc0 LA: make IIterationStopCriterium generic & shared
13 years ago
Christoph Ruegg 7ec72961a9 LA: Refactor away the remaining usages of the non-generic base classes
13 years ago
Christoph Ruegg e6fe8a8560 LA: Refactoring towards the generic matrix/vector types, test simplification
13 years ago
Christoph Ruegg fdd2c5368f LA: expose publicly whether a matrix/vector storage format is dense or not
13 years ago
Christoph Ruegg a6c9e3eff3 Fix unit test bug
13 years ago
Christoph Ruegg 03a05b29ed LA: push some of the manual F# matrix create routines up to storage for perf and C# support
13 years ago
Christoph Ruegg b4f03e4560 LA: Further clean up and extend matrix/vector enumeration
13 years ago
Christoph Ruegg d53c1cda0d LA: Clean up and extend matrix enumeration
13 years ago
Christoph Ruegg 88d26ccee0 LA: Clean up and extend vector enumeration
13 years ago
Christoph Ruegg dab0fb03d2 Integration: simpify weird double-exponential transformation design
13 years ago
Christoph Ruegg 65c44cf560 Financial: cosmetics
13 years ago
Christoph Ruegg 0d385148c0 Distributions: adapt Rayleigh, add InvCDF
13 years ago
Christoph Ruegg b8c68e9775 Distributions: adapt Pareto, add InvCDF
13 years ago
Christoph Ruegg c710944044 Distributions: adapt Laplace
13 years ago
Christoph Ruegg dc12629f83 Distributions: adapt InverseGamma
13 years ago
Christoph Ruegg e9adc7e563 Distributions: adapt Gamma
13 years ago
Christoph Ruegg 7f6514ca38 Distributions: adapt FisherSnedecor
13 years ago
Christoph Ruegg cef08e67d1 Distributions: adapt Exponential, add InvCDF
13 years ago
Christoph Ruegg b6d70e8e6c Distributions: adapt Erlang
13 years ago
Christoph Ruegg 6ee0dd032e Distributions: adapt continuous-uniform, add InvCDF
13 years ago
Christoph Ruegg 8075fd7f27 Distributions: adapt Chi, ChiSquared
13 years ago
Christoph Ruegg 221da13f42 Distributions: adapt Cauchy, add InvCDF
13 years ago
Christoph Ruegg d68ea335aa Distributions: fix string tests
13 years ago
Christoph Ruegg e12b1e2162 Distributions: adapt Beta
13 years ago
Christoph Ruegg 81ba0967b0 Distributions: log-normal InvCDF, tweak prototype
13 years ago
Christoph Ruegg f1dbedd766 Distributions: prototype for slightly modified api on normal, log-normal
13 years ago
Christoph Ruegg 707261922b Distributions: s/ChiSquare/ChiSquared/, cleanup, docs
13 years ago
Christoph Ruegg 87aed9dad2 Distributions: parameter clarification & unicode tweaks
13 years ago
Christoph Ruegg 6ae4b6bd5a Distributions: align head members, smarter RandomSource setter
13 years ago
Christoph Ruegg 09cc6f7a13 Use existing constants where appropriate
13 years ago
Christoph Ruegg e84479eab0 Distributions: s/IDistribution/IUnivariateDistribution/
13 years ago