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Branch: optimization-3
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1322 Commits (optimization-3)

Author SHA1 Message Date
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 1b888c4d28 Tests: disable de-CH related number format tests because of Win 8.1 bug
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 89c6824114 Build: roll back F# portable FSharp.Core hint path
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
Christoph Ruegg c7bd5c795a MKL: Make bit-consistency optional and disabled by default
13 years ago
Christoph Ruegg 48d03189be Providers: drop unused matrix-norm work-array version, simplifications
13 years ago
Christoph Ruegg 9e2b83551c LA: Iterative solvers: make failure stop criterium generic/shared
13 years ago
Christoph Ruegg 77e60dd62a LA: Iterative solvers: make divergence stop criterium generic/shared
13 years ago
Christoph Ruegg db8a7a030c LA: Iterative solvers: make residual stop criterium generic/shared
13 years ago
Christoph Ruegg be4583d133 Precision: rework comparisons, similar to equality before
13 years ago
Christoph Ruegg 778b8151a5 Providers: double-valued matrix norms
13 years ago
Christoph Ruegg 59b1005d7f LA/Precision: Matrix norms double-valued (like vectors); generic AlmostEqual support
13 years ago
Christoph Ruegg afc4f7e167 Precision: rework/cleanup (major)
13 years ago
Martin Posch 44f3541f42 Set Improved MKL Consistency
13 years ago
Christoph Ruegg 8bc882bf88 Precision: cleanup
13 years ago
Christoph Ruegg 8f38ca706a Precision: fix inconsistent behavior
13 years ago
Christoph Ruegg 728dc322ec Docs: Turn F# Sample project into documentation (using FSharp.Literate/Formatting)
13 years ago
tibel 3999c5ebc2 Fit: use generic classes and optimize Polynomial() matrix creation
13 years ago
Christoph Ruegg fadc4c87a0 Samples: extend F# distribution samples to Sample module, random walk
13 years ago
Christoph Ruegg 6fb602cc0b Samples: migrate F# random & distributions to FSharp.Formatting style
13 years ago
Christoph Ruegg 9a5ecea3ac Distributions: update F# module to core changes; easier to specify just seed
13 years ago
Christoph Ruegg 6d7b0e3f2e Random: use a less problematic seed by default
13 years ago
Christoph Ruegg ae053e168b Control: fix portable build
13 years ago
Christoph Ruegg 46bf65d87e Control: simpler UseNativeMKL() and UseManaged() methods
13 years ago
Christoph Ruegg 024570b9e6 Fix a negative-zero issue in complex numbers; make all portable tests pass
13 years ago
Christoph Ruegg a36d20bece Build: do not vary test assembly name by configuration
13 years ago
Christoph Ruegg 2f275c1fb0 Build: make whole unit test suite hybrid so it can run against all portable profiles
13 years ago
Christoph Ruegg c50297f890 Build: add portable profile 47 (in addition to 136) with System.Numerics
13 years ago
Christoph Ruegg 6a65aa5027 LA: align CreateIdentity with the other static create functions
13 years ago
Christoph Ruegg 6773c6f9cc LA: create matrix of 2D-array of matrices #133
13 years ago
Christoph Ruegg cc4a4e57ce LA: SetSubMatrix overloads (one more convenient, one more flexible) #133
13 years ago
Christoph Ruegg 3ced81752b LA: docs: refer from Stack/Append/DiagonalStack to each other #133
13 years ago
Christoph Ruegg 9fbb6646c9 LA: vector.OfArray (copy) #136
13 years ago
Christoph Ruegg e70a5977ec LA: Builder tweaks #139
13 years ago
Christoph Ruegg f9d8009858 LA: split builders to vector/matrix, also allows shorter member names #139
13 years ago
Christoph Ruegg a5503f8563 LA: create of column/row arrays/vectors IEnumerable overload #139; F# workaround no longer needed
13 years ago
Christoph Ruegg 7c816fe93b Basic regression: cosmetics
13 years ago