mathnet-numerics

Commit Graph

Author	SHA1	Message	Date
Christoph Ruegg	484b5e40a0	Build: restore using msbuild, fix test where expected accuracy was higher than requested from algorithm	9 years ago
Aappo Pulkkinen	32e0bd49c1	Fixed the broken unit tests by either decreasing the Jacobian step size or by increasing the assert tolerance.	9 years ago
Aappo Pulkkinen	4f6236a2d4	Added unit test demonstrating how Broyden method will fail if initial guess is close to coordinate axis.	9 years ago
Christoph Ruegg	dc9c70098b	Optimization: move BFGS over to Optimization namespace	12 years ago
bdodson	99cfdca8d0	Broyden-Fletcher-Goldfarb-Shanno optimizer	12 years ago
Konstantin Tretyakov	a2baaba2cc	Fixed accuracy handling in RootFinding.Bisection (#403 ) * Fixed accuracy handling in RootFinding.Bisection * Fixed F# unit tests * Actually fixed F# unit tests * One less iteration, same accuracy guarantees	10 years ago
Christoph Ruegg	c836df7219	Find Roots: extend bracketing in derivative-free algorithms to also reduce/subdevision after trying to expand	10 years ago
Christoph Ruegg	bc3cd95dfd	Build: upgrade to NUnit 3.2.1 and revert usage of extern alias as no longer needed	11 years ago
Christoph Ruegg	b866a4cb32	Build: try migrating to NUnit v3.2 (from v2) Includes a workaround for a type collision when using NUnit3's .Net 2.0 build on .Net 3.5, see nunit/nunit#1349 for details. Leverage Paket file-dependencies for FsUnit instead of NuGet packages since it makes sense and the FsUnit NuGet package no longer supports .Net 3.5. Partially migrate to FsUnitTypes where possible. Since every unit test file had to be touched anyway, also fixes file headers where they were broken. No longer commit packages folder (.gitignore). Use restore.cmd to restore.	11 years ago
Christoph Ruegg	ced3049437	Tests: disable 4 tests which Mono is known to have problems with	11 years ago
Christoph Ruegg	36a46bd7fc	Cleanup: no longer mention CodePlex in file headers, deprecate its release archive	11 years ago
Christoph Ruegg	2662df1c3f	Release v3.8.0	11 years ago
Christoph Ruegg	f86c4426f3	Financial: rename CompoundMonthlyReturn to CompoundReturn #331 The old method has been made obsolete and will be removed in the next major version.	11 years ago
grovesNL	6164ba0bb2	Added RootFinding.Secant and unit tests (based on NewtonRaphson)	11 years ago
Christoph Ruegg	7b59dc3d35	Optimization: move BFGS over to Optimization namespace	12 years ago
bdodson	b858289fbe	Broyden-Fletcher-Goldfarb-Shanno optimizer	12 years ago
Christoph Ruegg	3991084de6	RootFinding: auto zero-crossing bracketing expansion in FindRoots.OfFunction; include missing R# settings, apply	12 years ago
Hythem Sidky	304bdb86b3	Changed tolerance check and added bracket check. Added a check ensuring a root is bracketed - that is, the function changes sign between the lower and upper bound. Also changed convergence check to be consistent with a relative tolerance.	12 years ago
Christoph Ruegg	719f0dcad3	Code Style & Inspections	13 years ago
Christoph Ruegg	df4cc7ef8e	Code style; merge MCMC namespaces into one (drop .Diagnostics)	13 years ago
Christoph Ruegg	b8ccb66a9d	Tests: Use Assert.That for exception tests	13 years ago
Christoph Ruegg	b0ed692ab2	RootFinding: new implementation for complex cubic roots, tests	13 years ago
Christoph Ruegg	efd0b14ae2	Constants: sqrt(3) #194	13 years ago
Candy Chiu	09c89cc400	Added class Cubic to find the real roots of a cubic polynomial. Added unit test class CubicTest.	13 years ago
Christoph Ruegg	f2e0ad6f10	Tests: test category attributes	13 years ago
Christoph Ruegg	865d83ba2d	Build: .Net 3.5 tests now compiled against .Net 3.5 (instead of .Net 4.5)	13 years ago
Christoph Ruegg	afc4f7e167	Precision: rework/cleanup (major)	13 years ago
Christoph Ruegg	2f275c1fb0	Build: make whole unit test suite hybrid so it can run against all portable profiles	13 years ago
taschna	54c5065d75	RootFinding: Add higher dimensional test cases. Added further tests for Broyden method.	13 years ago
taschna	59448f3c67	RootFinding: Add further test for 2D and 3D roots.	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. Implemented simple version of Broyden's method. Added all 1D test cases and a simple 2D test case from http://www.polymath-software.com/library/problemlist.shtml for Broydens root finder.	13 years ago
taschna	a12684649e	RootFinding: Add fallback to Bisection in FindRoots.OfFunction. Add fallback to Bisection in FindRoots.OfFunction. Add test cases for FindRoots.OfFunction.	13 years ago
taschna	66650a7c2b	Add test cases for Brent. Add termination condition to Brent. Add all test cases from http://www.polymath-software.com/library/problemlist.shtml for Brent. Add termination condition to Brent.TryFindRoot for faster termination in case the accuracy cannot be improved further. Add further roots to BisectionTest.Oneeq18a.	13 years ago
taschna	c3146f3b98	Add test cases for Bisection. Add termination condition to Bisection. Add all test cases from http://www.polymath-software.com/library/problemlist.shtml for Bisection. Add termination condition to Bisection.TryFindRoot for faster termination in case the accuracy cannot be improved further.	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. Add test case Oneeq2a (http://www.polymath-software.com/library/nle/Oneeq2a.htm) for Brent and Bisection. Fix termination condition of Bisection.FindRoot (new test case results in infinite loop otherwise).	13 years ago
taschna	be0f2d0471	Tests: Add test for Brent and Bisection. Add test case Oneeq1 (http://www.polymath-software.com/library/nle/Oneeq1.htm) for Brent and Bisection.	13 years ago
Christoph Ruegg	9905ef3038	RootFinding: s/hybrid/robust/	13 years ago
Christoph Ruegg	c12a648197	RootFinding: simplify namespaces	13 years ago
Christoph Ruegg	cedff536f7	RootFinding: cubic tests now use EvaluatePolynomial	14 years ago
Christoph Ruegg	dc942b947a	RootFinding: cubic tests	14 years ago
Christoph Ruegg	72b86504fe	RootFinding: s/FloatingPointRoots/RealRoots/	14 years ago
Christoph Ruegg	ccf89f8186	RootFinding: protect newton-raphson better against singularities, more tests	14 years ago
Christoph Ruegg	7ed6c6f887	RootFinding: Update Brent to TryFindRoot pattern as well	14 years ago
Christoph Ruegg	c70c07b6d7	RootFinding: more robust hybrid newton-raphson	14 years ago
Christoph Ruegg	7d80ad6e69	RootFinding: add hybrid newton-raphson/bisection algorithm	14 years ago

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56 Commits (484b5e40a0e06012b10e39d65eb36ea8cd7e8faa)