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Branch: optimization-3
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Commit Graph

946 Commits (optimization-3)

Author SHA1 Message Date
Christoph Ruegg 841e1f8843 LA: Subtract a scalar from a matrix, and a matrix from a scalar
13 years ago
Christoph Ruegg 90ea9c62e6 LA: Add a scalar to a matrix
13 years ago
Christoph Ruegg b25f62dc8c LA: Collect vector arithmetics in separate file
13 years ago
Christoph Ruegg ae5e913e9f Portable: SpecialName attribute backport
13 years ago
Christoph Ruegg c0e72352d1 LA: Collect vector operators in separate file
13 years ago
Christoph Ruegg 51f27cd24c LA: Collect matrix operators in separate file
13 years ago
Christoph Ruegg 50a334bf2c LA: Support for pointwise .*, ./ and .% operators where supported (F# for now)
13 years ago
Christoph Ruegg 775cc5d444 Fix build
13 years ago
Christoph Ruegg f304fac8e2 Distributions: formatting cleanup (no code changes)
13 years ago
Christoph Ruegg fc1d4a4715 Distributions: ctor overloads that accept Random argument
13 years ago
Christoph Ruegg a179264f75 Simplify root files slightly
13 years ago
Christoph Ruegg f1a6746f3b Integration: clean up old overly complicated formatting
13 years ago
Christoph Ruegg e32a80ee9e Interpolation: clean up old overly complicated formatting
13 years ago
Christoph Ruegg 9af57cf3d6 Interpolation: computing interpolation 1st/2nd derivative at once should use tuple type instead of out parameters
13 years ago
Christoph Ruegg 01b54a5168 Drop obsolete code
13 years ago
Christoph Ruegg a4bd36217e Integration: simplify namespaces, minor formatting
13 years ago
Christoph Ruegg 893a5c48c7 Interpolation: simplify namespaces, minor formatting
13 years ago
Christoph Ruegg 42004fa292 Fit: linear generic fitting (generic x values)
13 years ago
Christoph Ruegg 0c16e0d31d Fit: rework multi-dimensional fitting
13 years ago
Christoph Ruegg 705a47a6e9 Fit: add 'Linear' prefix to multidim and vector for clarity
13 years ago
Christoph Ruegg fabce7cb9f Fit: rework multidim/vector linear combination fitting
13 years ago
Christoph Ruegg e9d4298541 Fit: multidim/vector version of linear combination fitting
13 years ago
Christoph Ruegg b951320241 RootFinding: minor linear algebra and naming tweaks in Broyden method
13 years ago
Christoph Ruegg 898fdbcf02 Build: fix portable build directives in FindRoots
13 years ago
Christoph Ruegg 3601b704e3 GammaRegularized: minor code cleanup
13 years ago
Christoph Ruegg e97387dc0b GammaRegularized: fix for large argument bug
13 years ago
Christoph Ruegg 886de41952 RootFinding: quadratic case, inline docs
13 years ago
Christoph Ruegg e126c553db RootFinding: drop 'and' in functions; migrate exception text to resx.
13 years ago
taschna 64aefa8077 RootFit: Implemented simple N-dim root finder.
13 years ago
Christoph Ruegg 547ec34e0b RootFinding: FindRoots functions with optional maxIterations argument
13 years ago
Christoph Ruegg 42731600ed RootFinding: OfFunctionAndDerivative fall back to Bisection instead of Brent (more robust)
13 years ago
taschna a12684649e RootFinding: Add fallback to Bisection in FindRoots.OfFunction.
13 years ago
taschna 66650a7c2b Add test cases for Brent. Add termination condition to Brent.
13 years ago
taschna c3146f3b98 Add test cases for Bisection. Add termination condition to Bisection.
13 years ago
Christoph Ruegg 97be12923e RootFinding: default values, newton-raphson initial guess optional (separate function)
13 years ago
Christoph Ruegg 9d0fe06509 RootFinding: applying common pattern also to bisection algorithm
13 years ago
Christoph Ruegg c5c1cb9654 RootFinding: add pure newton-raphson (in addition to existing robust one)
13 years ago
taschna 1b347b4155 Add test for Brent and Bisection. Fix termination condition of Bisection.FindRoot.
13 years ago
Christoph Ruegg e44454ef94 Build: No longer impersonate System.Numerics to avoid conflicts; introduce new build flags for more flexible config: NOSYSNUMERICS, NATIVEMKL
13 years ago
Christoph Ruegg b8461a384c Build: Portable project now using wildcards to catch all files - no more need for manual update
13 years ago
Christoph Ruegg a1e46dff86 FSharp: support new F#3.1 slicing setters on matrices
13 years ago
Christoph Ruegg 9905ef3038 RootFinding: s/hybrid/robust/
13 years ago
Christoph Ruegg c12a648197 RootFinding: simplify namespaces
13 years ago
Christoph Ruegg 498e9c0a6d Matrix: create directly from row/column vectors
13 years ago
Christoph Ruegg 324082c90d Fitting: faster algorithm for fitting to a line
13 years ago
Christoph Ruegg 1580a3d4ec Statistics: minor reordering (no code change)
13 years ago
Christoph Ruegg 03f43e0b83 Fitting: fit to line using covariance instead of QR decomposition (perf)
13 years ago
Christoph Ruegg 9104c3b789 Statistics: do not use term 'samples' in population statistics
13 years ago
Christoph Ruegg 132d4d4465 Statistics: Covariance
13 years ago
Christoph Ruegg 1c2b37e320 Statistics: clarifying inline docs on sample variance bias
13 years ago