2013-03-30 01:02:55 -04:00
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2014-05-19 16:05:27 -04:00
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Apache Commons Math 3.3 RELEASE NOTES
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2013-03-30 01:02:55 -04:00
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2014-05-19 16:05:27 -04:00
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The Apache Commons Math team is pleased to announce the release of commons-math3-3.3.
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2008-02-10 23:52:17 -05:00
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2014-05-19 16:05:27 -04:00
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The Apache Commons Math project is a library of lightweight, self-contained mathematics
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and statistics components addressing the most common practical problems not immediately
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available in the Java programming language or commons-lang.
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2010-03-24 11:26:22 -04:00
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2013-03-30 01:02:55 -04:00
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This is a minor release: It combines bug fixes and new features.
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Changes to existing features were made in a backwards-compatible
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2014-05-19 16:05:27 -04:00
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way such as to allow drop-in replacement of the v3.x JAR file.
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2013-03-30 01:02:55 -04:00
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2014-05-19 16:05:27 -04:00
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Most notable among the new features are:
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Framework for creating artificial neural nets, self organizing feature maps,
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computational geometry algorithms (convex hull, enclosing ball), performance
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improvements of the linear simplex solver, refactoring of curve fitters,
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low-discrepancy random generators (sobol, halton), least-squares fitting.
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2013-03-30 01:02:55 -04:00
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The minimum version of the Java platform required to compile and use
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Commons Math is Java 5.
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Users are encouraged to upgrade to this version as this release not
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only includes bug fixes but also deprecates numerous classes and
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methods that will be deleted from the next major release (4.0).
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Caveat:
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1. The implementation of the BOBYQA optimization algorithm is in alpha
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state (cf. MATH-621): Many code paths are untested, and we are looking
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for volunteers to improve the code readability, robustness and performance
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and to extend the unit tests suite.
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2. A few methods in the FastMath class are in fact slower that their
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counterpart in either Math or StrictMath (cf. MATH-740 and MATH-901).
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2014-05-19 16:05:27 -04:00
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3. A few methods/constructors in the package o.a.c.m.geometry.partitioning
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have changed their signature in a non backwards-compatible way. The respective
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classes are intended to be package private only and are not supposed to be
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used for other purposes.
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2013-03-30 01:02:55 -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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2013-03-29 11:49:49 -04:00
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New features:
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2014-05-19 16:05:27 -04:00
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o N/A: Added an order 6 fixed-step ODE integrator designed by H. A. Luther in 1968.
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o MATH-1110: Added new constructor to "OLSMultipleLinearRegression" to be able
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to specify a custom singularity threshold for QR decomposition. Thanks to Edward Segall.
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o MATH-1119: Added a fast single-step method for fixed-step Runge-Kutta integrators.
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o MATH-1101: Improved documentation of QR decomposition handling of singular matrices.
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o MATH-1053: QR decomposition can compute pseudo-inverses for tall matrices. Thanks to Sean Owen.
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o MATH-820: Field vectors now implement the visitor pattern just like real vectors.
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o MATH-749: Added MonotoneChain algorithm to compute the convex hull of a collection of
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points in 2D. Additionally, the AklToussaintHeuristic can be used to speed up the generation.
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o MATH-1095: Added Emo Welzl algorithm to find the smallest enclosing ball of a collection of points.
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o MATH-1072: Added a constructor to "AbstractListChromosome" that does not copy the input argument.
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o MATH-1091: BSP tree now provides an API to compute a global signed distance from
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a test point to the region. The distance is positive if the point is
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outside of the region, negative if the point is inside, and zero
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when the point is at the boundary. The distance is continuous
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everywhere, so it can be used with a root solver to identify accurately
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boundary crossings. This API is available for all BSP trees, in
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Euclidean and spherical geometries, and in all dimensions.
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o N/A: Added new geometry sub-packages: spherical.oned which deals with geometry
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on the 1-sphere (i.e. the circle) and spherical.twod which deals with the
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2-sphere (i.e. the regular sphere). BSP trees can be used in these new
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spaces, so one can build arcs sets and spherical polygons sets with all
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the regular operations (inside/outside/boundary checks, union, intersection,
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symetric difference, complement ...).
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o MATH-1090: IntervalsSet now implements Iterable<double[]>, so one can iterate
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over the sub-intervals without building a full list containing a copy of everything beforehand.
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o MATH-923: Utilities for creating artificial neural networks (package "o.a.c.m.ml.neuralnet").
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Implementation of Kohonen's Self-Organizing Feature Map (SOFM).
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o MATH-1014: Refactoring of curve fitters (package "o.a.c.m.fitting").
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o MATH-970: Added possibility to retrieve the best found solution of the "SimplexSolver" in case
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the iteration limit has been reached. The "optimize(OptimizationData...)" method now
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supports a "SolutionCallback" which provides access to the best solution if
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a feasible solution could be found (phase 2 of the Two-Phase simplex method has been reached).
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o MATH-1061: Added InsufficientDataException.
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o MATH-983: Added a graphical overview of available continuous distributions to the userguide.
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o MATH-1051: Added Kendall's tau correlation (KendallsCorrelation). Thanks to Matt Adereth,devl.
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o MATH-1036: Added SparseGradient to deal efficiently with first derivatives when the number
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of variables is very large but most computations depend only on a few of the
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variables. Thanks to Ajo Fod.
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o MATH-1038: Added ConfidenceInterval class and BinomialConfidenceInterval providing several
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estimators for confidence intervals for binomial probabilities. Thanks to Thorsten Schäfer.
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o MATH-1004: Added new methods to compute the inverse of a matrix to "DiagonalMatrix"
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and "MatrixUtils". Thanks to Ajo Fod.
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o MATH-1041: "Pair": added factory method and "toString" method. Thanks to Sean Owen.
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o MATH-1002: "AbstractUnivariateStatistic.test(...)" methods have uses outside subclasses;
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implementation moved to MathArrays.verifyValues(...).
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o MATH-1034: Added exact binomial test implementation. Thanks to Thorsten Schäfer.
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o MATH-1018: Added overloaded constructors for subclasses of "RealDistribution" implementations
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which do not require an explicit "inverseCumulativeAccuracy". The default accuracy will
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be used instead. Thanks to Ajo Fod.
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o MATH-1001: Added overloaded methods for "Frequency#incrementValue(Comparable, long)" with
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int, long and char primitive arguments. Thanks to sebb.
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o MATH-1030: Added a section to the userguide for the new package o.a.c.m.ml with an
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overview of available clustering algorithms and a code example. Thanks to Thorsten Schäfer.
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o MATH-1028: Added new distance metric "EarthMoversDistance". Thanks to Thorsten Schäfer.
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o MATH-1025: Added CombinatoricsUtils to the util package, moving binomial
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coefficients, factorials and Stirling numbers there and adding
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a combinations iterator.
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o MATH-991: "PolynomialSplineFunction": added method "isValidPoint" that
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checks whether a point is within the interpolation range.
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o MATH-989: "BicubicSplineInterpolatingFunction": added method "isValidPoint" that
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checks whether a point is within the interpolation range.
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o MATH-1010: Utility to shuffle an array.
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o MATH-1008: Created package ("o.a.c.m.fitting.leastsquares") for least-squares
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fitting, with implementations of "LevenbergMarquardtOptimizer" and
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"GaussNewtonOptimizer" adapted to a new ("fluent") API.
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o MATH-1007: Add mode function to StatUtils class.
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o MATH-1000: Add mode function to Frequency class.
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o MATH-997: Implemented Gauss-Hermite quadrature scheme (in package "o.a.c.m.analysis.integration.gauss").
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o MATH-967: Added midpoint integration method. Thanks to Oleksandr Kornieiev.
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o MATH-851: Added method "MathArrays#convolve(double[], double[])" to compute the
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discrete, linear convolution of two sequences. Thanks to Clemens Novak.
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o MATH-977: Added low-discrepancy random generator "HaltonSequenceGenerator".
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o MATH-826: Added low-discrepancy random generator "SobolSequenceGenerator". Thanks to Sam Halliday.
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o MATH-973: Added "GeometricDistribution" to "o.a.c.m.distribution" package. Thanks to Mauro Tortonesi.
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o MATH-968: Added "ParetoDistribution" to "o.a.c.m.distribution" package. Thanks to Alex Gryzlov.
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o MATH-898: Added "FuzzyKMeansClusterer" to "o.a.c.m.ml.clustering" package.
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2009-07-19 12:47:56 -04:00
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Fixed Bugs:
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2014-05-19 16:05:27 -04:00
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o N/A: Fixed an issue with noisy functions for ODE events detection.
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o MATH-1092: Extracted class "LineSearch" from "PowellOptimizer", to be used in
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"NonLinearConjugateGradientOptimizer" (in place of the implementation that triggered this issue).
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o MATH-1115: Build properly empty polyhedrons set when given equal min/max boundaries. Also explained
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better in the javadoc about some wrong usage of PolyhedronsSet constructor.
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o MATH-1117: Build properly empty polygons set when given equal min/max boundaries. Also explained
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better in the javadoc about some wrong usage of PolygonsSet constructor.
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o MATH-1118: "Complex": Fixed compatibility of "equals(Object)" with "hashCode()".
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Added new methods for testing floating-point equality between the real
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(resp. imaginary) parts of two complex numbers.
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o MATH-1107: Prevent penalties to grow multiplicatively in CMAES for out of bounds points. Thanks to Bruce A Johnson.
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o MATH-875: Un-deprecated RealVector.sparseIterator, documenting explicitly that entries
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not iterated above are the zero ones.
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o MATH-821: Relaxed specification for function mapping on vectors, thus allowing straightforward
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implementation for sparse vectors.
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o MATH-1065: Calculating the inverse cumulative probability of an "EnumeratedRealDistribution"
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will now return the correct result according to the selected enumerated probability
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mass function. Thanks to matteodg.
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o MATH-976: Create additional artifact "commons-math3-x.y.z-tools.jar" as part of the
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release process. This artifact contains useful tools, e.g. for performance testing.
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o MATH-990: Improved performance of "MathArrays#sortInPlace(...)".
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o MATH-1044: Clarify javadoc of "DecompositionSolver#getInverse()" and corresponding implementations
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wrt the actually returned inverse. Several decomposition implementations are able
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to return a pseudo-inverse in case of a singular matrix. Thanks to Sean Owen.
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o MATH-985: Fixed an indexing problem in "BicubicSplineInterpolatingFunction" which
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resulted in wrong interpolations. Thanks to Johnathan Kool.
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o MATH-1089: "Precision#round(double, ...)" will now return negative zero for negative
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values rounded to zero, similar to the float variant.
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o MATH-1088: The iterator returned by "MultiDimensionalCounter#iterator()" will now
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correctly throw a "NoSuchElementException" when calling "next()" and the iterator is already exhausted.
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o MATH-1082: The cutOff mechanism of the "SimplexSolver" in package o.a.c.math3.optim.linear
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could lead to invalid solutions. The mechanism has been improved in a way that
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the tableau does not need to be updated anymore. Additionally, a new check will
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prevent impossible solutions to be returned as valid.
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o MATH-1079: Improved performance of "SimplexSolver" in package o.a.c.math3.optim.linear by
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directly performing row operations and keeping track of the current basic variables.
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o MATH-842: Added support for different pivot selection rules to the "SimplexSolver" by introducing
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the new "OptimizationData" class "PivotSelectionRule". Currently supported rules are:
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Dantzig (default) and Bland (avoids cycles).
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o MATH-1070: Fix "Precision#round(float, int, int)" when using rounding mode "BigDecimal.ROUND_UP"
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and the discarded fraction is zero. Thanks to Oleksandr Muliarevych.
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o MATH-1059: Use "FastMath" instead of "Math" within Commons Math.
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o MATH-1068: Avoid overflow when calculating Kendall's correlation for large arrays. Thanks to Gal Lalouche.
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o MATH-1067: Avoid infinite recursion in "Beta.regularizedBeta" (package "o.a.c.m.special"). Thanks to Florian Erhard.
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o MATH-1056: Fixed unintended integer division error in PoissonDistribution sampling method. Thanks to Sean Owen.
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o MATH-1057: Fixed failing unit tests for "BOBYQAOptimizer" when executed with a Oracle/Sun JVM 1.5.
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o MATH-1062: A call to "KalmanFilter#correct(...)" may have resulted in "NonSymmetricMatrixException"
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as the internally used matrix inversion method was using a too strict symmetry check.
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o MATH-1058: Precision improvements (for small values of the argument) in "Beta" function
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and in "LogNormalDistribution" and "WeibullDistribution". Thanks to Sean Owen.
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o MATH-1055: Fixed some invalid links inside javadoc and added missing deprecated annotations. Thanks to Sean Owen.
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o MATH-1051: "EigenDecomposition" may have failed to compute the decomposition for certain
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non-symmetric matrices. Port of the respective bugfix in Jama-1.0.3.
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o MATH-1047: Check for overflow in methods "pow" (class "o.a.c.m.util.ArithmeticUtils").
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o MATH-1045: "EigenDecomposition": Using tolerance for detecting whether a matrix is singular. Thanks to Sean Owen.
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o MATH-1035: Simplified and improved performance of "ArithmeticUtils#addAndCheck(long, long)". Thanks to derphead.
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o MATH-1029: The "BigFraction" constructor will throw a "FractionConversionException"
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also in case negative values are provided which exceed the allowed range (+/- Integer.MAX_VALUE).
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o MATH-1033: The "KalmanFilter" wrongly enforced a column dimension of 1 for
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the provided control and measurement noise matrix. Thanks to Yuan Qu.
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o MATH-1037: Fix a typo in the test class of "GeometricDistribution" and ensure that a meaningful
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tolerance value is used when comparing test results with expected values. Thanks to Aleksei Dievskii.
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o MATH-996: Creating a "Fraction" or "BigFraction" object with a maxDenominator parameter
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does not throw a "FractionConversionException" anymore in case the value is
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very close to fraction. Thanks to Tim Allison.
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o MATH-999: Improve performance of "DiagonalMatrix#preMultiply(RealVector)". Thanks to Ajo Fod.
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o MATH-1021: Fixed overflow in "HypergeometricDistribution". Thanks to Brian Bloniarz.
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o MATH-1020: Fixed "nextPermutation" method (in "o.a.c.m.random.RandomDataGenerator").
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This bug does not affect applications using a previous version of Commons Math.
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o MATH-1019: Buggy (private) method "shuffle" in "o.a.c.m.random.RandomDataGenerator"
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superseded by "MathArrays.shuffle" (cf. MATH-1010).
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o MATH-1012: Created "RandomGeneratorFactory" (package "o.a.c.m.random") to reduce
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code duplication in "RandomDataGenerator".
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o MATH-1005: Fixed "MathArrays.linearCombination" when array length is 1. Thanks to Roman Werpachowski.
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o MATH-993: In "GaussNewtonOptimizer", check for convergence before updating the
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parameters estimation for the next iteration.
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o MATH-988: Fixed NullPointerException in 2D and 3D sub-line intersections. Thanks to Andreas Huber.
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o MATH-962: Added clarification to the javadoc of "VectorFormat" and derived classes
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in case "," is used as a separator.
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o MATH-965: Fixed inconsistent dimensions preventing use of secondary states in ODE events.
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2012-03-02 13:23:09 -05:00
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2013-03-29 11:49:49 -04:00
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Changes:
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2014-05-19 16:05:27 -04:00
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o N/A: Bracketing utility for univariate root solvers returns a tighter interval than before.
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It also allows choosing the search interval expansion rate, supporting both linear
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and asymptotically exponential rates.
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o MATH-437: Added KolmogorovSmirnovTest class, deprecating KolmogorovSmirnovDistribution.
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o MATH-1099: Make QR the default in GaussNewtonOptimizer. Thanks to Evan Ward.
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o MATH-1099: Add Cholesky option to GaussNewtonOptimizer. Thanks to Evan Ward.
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o MATH-1099: Make QR in GaussNewton faster and more accurate. Thanks to Evan Ward.
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o MATH-870: The sparse vector and matrix classes have been un-deprecated. This is a reversal
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of a former decision, as we now think we should adopt a generally accepted
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behavior which is ... to ignore the problems of NaNs and infinities in
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sparse linear algebra entities.
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o MATH-1050: Deprecated "ArithmeticUtils#pow(int, long)" and "ArithmeticUtils#pow(long, long)"
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in favor of corresponding methods "ArithmeticUtils#pow(..., int)".
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o MATH-1080: The "LinearConstraintSet" will now return the enclosed collection of "LinearConstraint"
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objects in the same order as they have been added.
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o MATH-1031: Added new class "ClusterEvaluator" to evaluate the result of a clustering algorithm
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and refactored existing evaluation code in "MultiKMeansPlusPlusClusterer"
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into separate class "SumOfClusterVariances". Thanks to Thorsten Schäfer.
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o MATH-1039: Added logDensity methods to AbstractReal/IntegerDistribution with naive default
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implementations and improved implementations for some current distributions. Thanks to Aleksei Dievskii.
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o MATH-1011: Improved implementation of "sample" method of "UniformIntegerDistribution".
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o MATH-1006: Enabled LaTeX expressions in javadoc and site docs via MathJax.
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o MATH-995: Documented limitation of "IterativeLegendreGaussIntegrator" (added warning about potential wrong usage).
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o MATH-987: Added append method to SimpleRegression, making this class map/reducible. Thanks to Ajo Fod.
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o MATH-978: Added append method to StorelessCovariance, making this class map/reducible. Thanks to Ajo Fod.
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For complete information on Apache Commons Math, including instructions on how to submit bug reports,
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2013-03-30 01:02:55 -04:00
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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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2013-03-30 01:02:55 -04:00
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http://commons.apache.org/proper/commons-math/
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