2010-03-23 19:45:27 -04:00
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2008-02-10 23:52:17 -05:00
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2011-02-20 06:21:26 -05:00
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Apache Commons Math 2.2 RELEASE NOTES
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2008-02-10 23:52:17 -05:00
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2010-03-24 20:41:40 -04:00
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This is primarily a maintenance release, but it also includes new features and enhancements.
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2009-07-19 12:47:56 -04:00
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2011-02-20 06:21:26 -05:00
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Users of version 2.1 are encouraged to upgrade to 2.2, as this release includes some important bug fixes.
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See the detailed list of changes below for full description of all bug fixes and enhancements.
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This release contains some minor compatibility breaks with version 2.1 in some internal classes but none
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2011-02-21 16:31:05 -05:00
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of them are in APIs likely to be accessed by user code:
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the MessagesResources_fr class has been removed (replaced by a properties file);
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the arguments of the EventState.reinitializeBegin method have changed;
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some protected fields which already had public accessors in AbstractStepInterpolator have been replaced.
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2011-02-20 06:21:26 -05:00
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2011-02-23 04:55:30 -05:00
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There is a behavior change that users of the multiple regression classes should be aware of. In version
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2.1, there was no way to estimate models without intercept terms, and, while this was not clear from
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the documentation, design (X) matrices needed to include initial unitary columns. In 2.2, initial
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unitary columns are not necessary and whether or not models include intercept terms is configurable.
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See the change log and javadoc for the classes in org.apache.commons.math.stat.regression for details.
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2011-02-20 06:21:26 -05:00
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The major new features are:
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a new FastMath class, both faster, more accurate and with a few additional functions than StrictMath and Math;
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a new package for floating point arbitrary precision computing, including high level functions like exponential, sine, square root ...;
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new linear and tricubic interpolators;
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a new Gaussian curve fitter;
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a new erfc function;
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characteristic support for distributions;
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a set of new Well Equidistributed Long-period Linear (WELL) random generators.
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2010-03-24 11:26:22 -04:00
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2010-03-23 19:45:27 -04:00
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Changes in this version include:
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2008-02-10 23:52:17 -05:00
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2009-07-19 12:47:56 -04:00
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New features:
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2011-02-20 06:21:26 -05:00
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o MATH-364: Added complementary error function, erfc. Thanks to Christian Winter.
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o MATH-385: Added characteristic support to distributions, including methods to return numerical
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estimates of the mean and variance and upper and lower bounds of support. In version 2.2,
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methods returning distribution characteristics have been added only to the implementation
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classes. In version 3, supporting methods have been added to the abstract base classes
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and distribution interfaces.
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o MATH-440: Created "MathUserException" class to convey cause of failure between
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layers of user code separated by a layer of Commons-Math code.
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o MATH-419: Added new random number generators from the Well Equidistributed Long-period Linear (WELL).
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o MATH-412: Added the dfp library providing arbitrary precision floating point computation in the spirit of
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IEEE 854-1987 (not exactly as it uses base 1000 instead of base 10). In addition to finite numbers,
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infinities and NaNs are available (but there are no subnormals). All IEEE 854-1987 rounding modes and
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signaling flags are supported. The available operations are +, -, *, / and the available functions
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are sqrt, sin, cos, tan, asin, acos, atan, exp, log. Thanks to Bill Rossi.
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o MATH-375: Added faster and more accurate version of traditional mathematical functions in a FastMath
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class intended to be a drop-in replacement for java.util.Math at source-level. Some functions
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still directly delegates to Math but this will improve with time. Some functions like exp
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may be twice as fast (even 3 times faster on some processors). Sine, cosine or power functions
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show typical speedups of 1.5 times faster or more. Thanks to Bill Rossi.
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o MATH-400: Added support for Gaussian curve fitting. Thanks to J. Lewis Muir.
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o MATH-388: Added a feature allowing error estimation to be computed only on a subset of
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Ordinary Differential Equations, considered as the main set, the remaining equations
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being considered only as an extension set that should not influence the ODE integration
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algorithm
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o MATH-379: Created "MultidimensionalCounter" class.
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o MATH-378: Implementation of linear interpolation. Thanks to Matthew Rowles.
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o MATH-370: Added new "equalsIncludingNaN" methods that have the same semantics as the old "equals" methods.
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The semantics of the old methods will be modified (in the next major release) such that
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NaNs are not considered equal (to be more compliant with IEEE754).
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o MATH-366: Implementation of tricubic interpolation.
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2009-07-19 12:47:56 -04:00
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Fixed Bugs:
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2011-02-20 06:21:26 -05:00
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o MATH-505: TestUtils is thread-hostile. Deprecate the getters and setters.
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o MATH-471: MathUtils.equals(double, double) does not work properly for floats
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- add equivalent (float, float) methods and basic tests
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o MATH-467: Fixed an awkward statement that triggered a false positive warning.
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o MATH-456: Modified erf (and erfc) to return extreme values for x with abs(x) > 40.
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For these arguments, the true value is indistinguishable from an extrema as a double.
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o MATH-414: Modified NormalDistributionImpl.cumulativeProbability to return 0 or 1,
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respectively for values more than 40 standard deviations from the mean.
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For these values, the actual probability is indistinguishable from 0 or 1
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as a double. Top coding improves performance for extreme values and prevents
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convergence exceptions.
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o MATH-380: Deprecated the whole ode.jacobians package. It is clumsy and difficult to use. It will
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be replaced by a completely rewritten implementation in 3.0, which will be more tightly
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bound to the top level ode package
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o MATH-426: Added a normalization feature to transform samples so they have zero mean and unit standard deviation Thanks to Erik van Ingen.
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o MATH-429: Fixed k-means++ to add several strategies to deal with empty clusters that may appear
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during iterations
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o MATH-391: Fixed an error preventing zero length vectors to be built by some constructors
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o MATH-421: Fixed an error preventing ODE solvers to be restarted after they have been stopped by a discrete event
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o MATH-415: Fixed lost cause in MathRuntimeException.createInternalError. Note that the message is still the default
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message for internal errors asking to report a bug to commons-math JIRA tracker. In order to retrieve
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the message from the root cause, one has to get the cause itself by getCause().
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o MATH-411: Modified multiple regression newSample methods to ensure that by default in all cases,
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regression models are estimated with intercept terms. Prior to the fix for this issue,
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newXSampleData(double[][]), newSampleData(double[], double[][]) and
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newSampleData(double[], double[][], double[][]) all required columns of "1's" to be inserted
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into the x[][] arrays to create a model with an intercept term; while newSampleData(double[], int, int)
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created a model including an intercept term without requiring the unitary column. All methods have
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been changed to eliminate the need for users to add unitary columns to specify regression models.
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Users of OLSMultipleLinearRegression or GLSMultipleLinearRegression versions 2.0 or 2.1 should either
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verify that their code either does not use the first set of data loading methods above or set the noIntercept
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property to true on estimated models to get the previous behavior.
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o MATH-386: Added R-squared and adjusted R-squared statistics to OLSMultipleLinearRegression.
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o MATH-392: Corrected the formula used for Y variance returned by calculateYVariance and associated
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methods in multiple regression classes (AbstractMultipleLinearRegression,
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OLSMultipleLinearRegression, GLSMultipleLinearRegression). These methods previously returned
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estimates of the variance in the model error term. New "calulateErrorVariance" methods have
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been added to compute what was previously returned by calculateYVariance. Thanks to Mark Devaney.
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o MATH-406: Bug fixed in Levenberg-Marquardt (handling of weights).
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o MATH-405: Bug fixed in Levenberg-Marquardt (consistency of current).
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o MATH-377: Bug fixed in chi-square computation in AbstractLeastSquaresOptimizer.
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o MATH-395: Fixed several bugs in "BrentOptimizer".
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o MATH-393: Fixed inconsistency in return values in "MultiStartUnivariateRealOptimizer".
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o MATH-382: Fixed bug in precondition check (method "setMicrosphereElements").
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o MATH-361: Improved localization of error messages.
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o MATH-376: Allow multiple optimizations with a default simplex.
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o MATH-352: Added a setQRRankingThreshold method to Levenberg-Marquardt optimizer to improve robustness
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of rank determination.
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o MATH-362: Fixed Levenberg-Marquardt optimizer that did not use the vectorial convergence checker.
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Now this optimizer can use either the general vectorial convergence checker or its own
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specialized convergence settings.
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o MATH-371: Fixed loss of significance error in PersonsCorrelation p-value computation causing p-values
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smaller than the machine epsilon (~1E-16) to be reported as 0. Thanks to Kevin Childs.
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o MATH-369: Fix NullPointerException in BisectionSolver.solve(f, min, max, initial) Thanks to Sasun Pundev.
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o MATH-368: Fix spelling of getSparcity [sic] method of OpenMapRealVector
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o MATH-367: Fix problem with the default sparseIterator when a RealVector has exactly one non-zero entry Thanks to Albert Huang.
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2009-08-01 15:01:59 -04:00
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2009-07-19 12:47:56 -04:00
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Changes:
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2011-02-20 06:21:26 -05:00
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o MATH-384: Added a constructor and addValues(double[]) methods allowing DescriptiveStatistics to
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be initialized with values from a double[] array. Similarly enhanced
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ResizeableDoubleArray.
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o MATH-448: Added a getUniqueCount() method to Frequency to return the number of unique
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values included in the frequency table. Thanks to Patrick Meyer.
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o MATH-420: Added toString() override to StatisticalSummaryValues.
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o MATH-417: Improved Percentile performance by using a selection algorithm instead of a
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complete sort, and by allowing caching data array and pivots when several
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different percentiles are desired
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o MATH-409: Made intercept / no intercept configurable in multiple regression classes. By default, regression
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models are estimated with an intercept term. When the "noIntercept" property is set to
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true, regression models are estimated without intercepts.
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o MATH-361: Created package "exception" to contain the new exceptions hierarchy.
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Created package "exception.util": utilities for the exception classes
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(e.g. managing the localization of error messages).
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Default policy for dealing with invalid null references: raise a
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"NullArgumentException" (subclass of "IllegalArgumentException").
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o MATH-310: Added random data generation methods to RandomDataImpl for the remaining distributions in the
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distributions package. Added a generic nextInversionDeviate method that takes a discrete
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or continuous distribution as argument and generates a random deviate from the distribution.
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Also added sampling methods based on the implementations in RandomDataImpl to distributions.
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o MATH-365: Deprecated SmoothingBicubicSplineInterpolator and SmoothingBicubicSplineInterpolatorTest.
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Added BicubicSplineInterpolator and BicubicSplineInterpolatorTest.
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Added SmoothingPolynomialBicubicSplineInterpolator and SmoothingPolynomialBicubicSplineInterpolatorTest.
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Added method to clear the list of observations in PolynomialFitter.
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2010-03-23 19:45:27 -04:00
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2010-03-25 20:27:33 -04:00
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For complete information on Commons Math, including instructions on how to submit bug reports,
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patches, or suggestions for improvement, see the Apache Commons Math website:
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2009-07-19 12:47:56 -04:00
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2010-03-23 19:45:27 -04:00
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http://commons.apache.org/math/
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2009-07-19 12:47:56 -04:00
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