Christoph Ruegg
a7cc9def57
Release v3.20.2
9 years ago
Christoph Ruegg
0263f20c3d
BUG: Distributions: BetaScaled no longer ignores optional random source parameter #547
9 years ago
diluculo
118a3c028e
Apply approximation to Asinh(x) and Acosh(x)
9 years ago
diluculo
7d28c17082
Set huge = 22.0
Apply approximation to Sinh(z) and Cosh(z).
9 years ago
diluculo
9a67b5d9fd
To avoid overflow, widen the range of x to apply the approximation of sinh^2(x).
Simplify Coth(z), Tan(z), and Cot(z)
9 years ago
diluculo
7589568a8a
Trig: updated Tan(z), Cot(z), Tanh(z), Coth(z), Csch(z), and Sech(z) based on the Kahan algorithm.
9 years ago
Christoph Ruegg
13bf674b5e
Release v3.20.1
9 years ago
Christoph Ruegg
1daa68fbd3
BUG: Trigonometry: fix imaginary part sign of complex hyperbolic cotangent #539
9 years ago
Christoph Ruegg
9d6f59a795
MatrixStorage: more reasonable GetHashCode #534
9 years ago
mjmckp
564a4658fc
Fix for IndexOutOfRangeException in GetHashCode method in certain cases where ColumnCount > RowCount ( #535 )
9 years ago
Ksero
350e37219c
Fix another typo in the Runge-Kutta solvers (the time-step was added rather than multiplied with the slope) ( #531 )
9 years ago
Christoph Ruegg
29550af497
Release v3.20.0
9 years ago
Christoph Ruegg
c6c24bf007
Optimization: objective function cleanup
9 years ago
Christoph Ruegg
e7ae7a6633
Optimization: cleanup
9 years ago
Christoph Ruegg
b9b0686a75
Optimization: Simple to use FindMinimum facade; static impl rename
9 years ago
Christoph Ruegg
9f48af911c
Optimization: NewtonMinimizer: allow static usage
9 years ago
Christoph Ruegg
d633f8e608
Optimization: NelderMeadSimplex: allow static usage
9 years ago
Christoph Ruegg
7825e7fdb9
Support Native Providers also in .Net 3.5
9 years ago
Christoph Ruegg
a872a1328b
Fix System.Xml reference casing to fix mono5 build
9 years ago
Christoph Ruegg
b3ca838ba7
Release v3.20.0-beta01
9 years ago
Elias Abou Jaoude
944ea5f0b9
BetaRegularized Fix - Issue 491 ( #497 )
* BetaRegularize Fix Issue 491
Changed the number of iterations for the loop from 140 to 100,000. This
brought the result from
MathNet.Numerics.SpecialFunctions.BetaRegularized(6985172036240.918,
5029323866093.4609, 0.581395348837209); to 0.5101 which is inline with
the results in R(0.5) and Mathematica(0.495).
9 years ago
Christoph Ruegg
a1372e624f
Optimization: ExitCondition is no longer nested in MinimizationResult
9 years ago
Christoph Ruegg
c6ff3d5b76
Build: upgrade fsproj build tool version (net35)
9 years ago
Christoph Ruegg
6ab6c50f78
Build: upgrade fsproj build tool version
9 years ago
Christoph Ruegg
4670915043
Build: upgrade Benchmark-group dependencies
9 years ago
Christoph Ruegg
2ddba7399c
Remove mentioning of codeplex in file headers
10 years ago
Christoph Ruegg
e246f74b6f
Fix duplicate using statements in portable builds
10 years ago
Christoph Ruegg
48cf73eea9
Paket install
10 years ago
Christoph Ruegg
2159e3c596
Optimization: interface segregation: don't ask for function if only evaluation is needed
10 years ago
Christoph Ruegg
a8bd33e9ba
Optimization: cleanup test file headers
10 years ago
Christoph Ruegg
7d61334282
Optimization: fix portable builds: covariance and type inferrence
10 years ago
Christoph Ruegg
2a70b01616
Optimization: fix portable builds: configure csharp v6
10 years ago
Christoph Ruegg
a6905158df
Optimization: cleanup file headers
10 years ago
Christoph Ruegg
4d931074ab
Release v3.19.0
10 years ago
mjmckp
9a7edaf7aa
Added method 'Factorize' to 'Cholesky' base class to allow factorization with re-use of an existing factor matrix, and corresponding implementations and unit tests. ( #477 )
10 years ago
Lucas Godshalk
39959e8a2e
Handle empty statistics ( #482 )
This prevents most of the fields from being set to NaN.
10 years ago
Christoph Ruegg
9dfc208a7d
Release Data Extensions v3.2.1
10 years ago
Christoph Ruegg
cc3eb596d3
Data: use File.Create instead of OpenWrite to enforce overwriting #487
10 years ago
Erik Ovegard
71ae7bae99
Fixing non CLS-compliant code and malformed XML-comments
10 years ago
Erik Ovegard
1965c7b591
Upgraded the rest of the projects to C# 6
10 years ago
Erik Ovegard
0a1f9414ef
Changed from C# 5 to 6
10 years ago
Erik Ovegard
bdd01db281
Fixes after rebase
10 years ago
Scott Stephens
fc76933cea
Optimization: add finite difference objective function adapter
10 years ago
Scott Stephens
0eef7f093b
Optimization: Add MGH tests to Nelder-Mead algo
10 years ago
Scott Stephens
e032e8f083
Optimization: Ignore tests that fail
* I suspect they fail because the algorithm doesn't work well
for those test cases, not that there is an implementation error.
But this suspicion has not been verified.
10 years ago
Scott Stephens
85edd3842f
Optimization: revamp testing
* Changed file and class names from TestClassName to
ClassNameTests to better conform with other parts of Math.Net
* Added some organizational abstractions to simplify adding
test cases.
* Added test cases based on several functions from
Testing Unconstrained Optimization Software
Jorge J. Moré, Burton S. Garbow, Kenneth E. Hillstrom
ACM Transactions on Mathematical Software, Vol 7, No. 1, March 1981, Pages 17-41.
* At this point, most test functions are low-dimensional,
well-scaled, unimodal functions.
* There are test failures for Conjugate Gradient and Newton
unconstrained minimizers. Currently I believe these to be
failures of the algorithm, rather than failures of
implementation, but it hasn't been investigated thoroughly.
10 years ago
Scott Stephens
5283dc9d19
Optimization: Changes to LazyObjectiveFunctionBase
* Previous versions of the class did not allow subclasses to
initialize the value/gradient/hessian fields once and reuse the
memory for subsequent evaluations.
* This commit exposes raw value/gradient/hessian fields to
subclasses
10 years ago
Erik Ovegard
f57081d0b4
Removed obsolete comments
10 years ago
Erik Ovegard
febf07b584
Removed NelderMeadSimplexTests.FindParableConstantsThatMinimizesErrors() since it only passed due to new SystemRandom() being called in close succession which leads to identical seeds.
10 years ago
Erik Ovegard
660a9eda32
Merged Bfgs optimizations and line search algorithms
10 years ago