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Branch: optimization-3
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946 Commits (optimization-3)

Author SHA1 Message Date
Christoph Ruegg 348ee3fa2f FindRoots: explicit formula for chebychev polynomials (1st and 2nd kind)
13 years ago
Christoph Ruegg 2a839bac28 Windows: port window functions from neodym
13 years ago
Christoph Ruegg a52c2c1b9e Providers: fix tests against native providers
13 years ago
Christoph Ruegg 2b0700a1d1 Native: unit test native providers
13 years ago
Christoph Ruegg cb28a44a61 Providers: InitializeVerify
13 years ago
Christoph Ruegg 10f8e22bd3 LA: concrete conjugate and negate
13 years ago
Christoph Ruegg 67a0923040 LA: Matrix ConjugateTransposeAndMultiply and variants
13 years ago
Christoph Ruegg f934eb66c6 Tests: refactoring towards generic builder 1
13 years ago
Christoph Ruegg 5e997534ad LA: build random with standard distribution, seed
13 years ago
Christoph Ruegg d243a5b246 LA: Build.RandomPositiveDefinite; Build.Random with standard dist+rng
13 years ago
Christoph Ruegg f8e81d375e Random: use thread-safe mersenne twister instead of System.Random as default fallback
13 years ago
Christoph Ruegg d130a2ba8f Random: MersenneTwister.Default (thread-safe)
13 years ago
Christoph Ruegg 0a5a9b4346 Compatiblity: Tuple backport for .Net 3.5 must implement IComparable
13 years ago
Christoph Ruegg 2ae9c2f811 Build: .Net 3.5 variant of UnitTests project in portable solution
13 years ago
Christoph Ruegg 7c6d83464f Build: .Net 3.5 variant of Numerics project in portable solution
13 years ago
Christoph Ruegg 26b30e590a Inline docs
13 years ago
Christoph Ruegg fa1c97abbc LA: more sensible choice of return storage type, with tests #146
13 years ago
Christoph Ruegg a0a861e790 LA: phase out Vector.CreateMatrix/CreateVector (no longer needed)
13 years ago
Christoph Ruegg 7f7120ea60 LA: phase out Matrix.CreateMatrix/CreateVector (no longer needed)
13 years ago
Christoph Ruegg 64a641e8ca LA: extend Build.Diagonal for diagonal matrices
13 years ago
Christoph Ruegg d83566155f Fit: use diagonal matrices where appropritate (since they are much faster now)
13 years ago
Christoph Ruegg 241336e1e4 LA: diagonal-dense Add Subtract
13 years ago
Christoph Ruegg 465a2c2bd8 LA: Diagonal matrices: clean up some pointless null-checks
13 years ago
Christoph Ruegg 6754045a56 LA: diagonal matrix-vector Multiply LeftMultiply/TransposeThisAndMultiply
13 years ago
Christoph Ruegg aadb8a4bb5 LA: diagonal-dense Multiply TransoseAndMultiply TransposeThisAndMultiply
13 years ago
Christoph Ruegg 44228a6d41 LA: Build.SameType of one or two example instances
13 years ago
Christoph Ruegg 2e1dc29f96 LA: dense-diagonal TransposeThisAndMultiply
13 years ago
Christoph Ruegg 19873cb304 LA: dense-diagonal TransposeAndMultiply
13 years ago
Christoph Ruegg 06be8470b6 LA: dense-diagonal Add Subtract Multiply
13 years ago
Christoph Ruegg 3259ce6ba2 LA: extend diagonal matrix builder
13 years ago
Christoph Ruegg 8b92117356 LA: Matrix.ClearSubMatrix should nop-return instead of fail on empty/negative selection
13 years ago
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
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 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 2a509edab3 Providers: Leverage MKL in Thin-QR also for single, complex and complex32 types.
13 years ago
Christoph Ruegg bff2f68396 LA: norml xml docs
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 ee9d754172 Fit: more direct and slightly faster implementation; add MultiDim
13 years ago