bcebd1a54f
don't compute the expensive Q matrix until really needed
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@722476 13f79535-47bb-0310-9956-ffa450edef68
2008-12-02 14:41:47 +00:00
25756255de
allow eigen decomposition of a matrix already in symmetric tridiagonal form
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@722473 13f79535-47bb-0310-9956-ffa450edef68
2008-12-02 14:39:00 +00:00
4cc732e81f
improved test coverage
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@722471 13f79535-47bb-0310-9956-ffa450edef68
2008-12-02 14:35:00 +00:00
26772782b5
removed commented out code
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@722469 13f79535-47bb-0310-9956-ffa450edef68
2008-12-02 14:32:59 +00:00
d9df34360f
Moved math 2.0 branch to trunk.
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@722335 13f79535-47bb-0310-9956-ffa450edef68
2008-12-02 02:21:22 +00:00
543a3ca57e
Added rigging for checking eigenvalues and eigenvectors and some easy test cases.
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@721943 13f79535-47bb-0310-9956-ffa450edef68
2008-12-01 01:34:56 +00:00
2924cfdf77
fixed wrong loop bounds
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@721399 13f79535-47bb-0310-9956-ffa450edef68
2008-11-28 09:25:38 +00:00
9d442ceec8
completed implementation of EigenDecompositionImpl.
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The implementation is now based on the very fast and accurate dqd/dqds algorithm.
It is faster than Jama for all dimensions and speed gain increases with dimensions.
The gain is about 30% below dimension 100, about 50% around dimension 250 and about
65% for dimensions around 700.
It is also possible to compute only eigenvalues (and hence saving computation of
eigenvectors, thus even increasing the speed gain).
JIRA: MATH-220
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@721203 13f79535-47bb-0310-9956-ffa450edef68
2008-11-27 15:50:42 +00:00
97a3fa7255
Added support for copying statistics
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Changes to stats classes:
- copy constructor
- static copy(-,-)
- instance copy()
Added copy() to UnivariateStatistic and StorelessUnivariateStatistic
interfaces.
JIRA: MATH-212
Reported and patched by Jason C. HandUber
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@720030 13f79535-47bb-0310-9956-ffa450edef68
2008-11-23 18:47:50 +00:00
54a42c0024
Added test case to ensure permuting arrays changes hash.
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@719995 13f79535-47bb-0310-9956-ffa450edef68
2008-11-23 15:35:11 +00:00
9b8d0da71a
Added test case to ensure nextPermutation fails for negative arguments.
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@719993 13f79535-47bb-0310-9956-ffa450edef68
2008-11-23 14:57:44 +00:00
0a19478d2d
Clarified javadoc for nextPermutation (to match interface).
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@719991 13f79535-47bb-0310-9956-ffa450edef68
2008-11-23 14:27:09 +00:00
05c6b8ad5a
Replace hashcode functions with JDK 1.5+ provided impls. Deprecate?
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@719909 13f79535-47bb-0310-9956-ffa450edef68
2008-11-22 20:25:27 +00:00
444d2311ea
Javadoc only.
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@719907 13f79535-47bb-0310-9956-ffa450edef68
2008-11-22 20:16:26 +00:00
dd1a6bf954
Added the following methods to ResizableDoubleArray to support MATH-212
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changes to stats classes:
copy constructor
static copy(-,-)
instance copy()
equals and hashcode
JIRA: MATH-212
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@719894 13f79535-47bb-0310-9956-ffa450edef68
2008-11-22 18:41:40 +00:00
2ef1c3b7d0
applied Cyril Briquet's patch adding an observations removal feature to descriptive statistics
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JIRA: MATH-229
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@713093 13f79535-47bb-0310-9956-ffa450edef68
2008-11-11 17:50:05 +00:00
4ae0245ff6
fixed typo
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@713088 13f79535-47bb-0310-9956-ffa450edef68
2008-11-11 17:24:21 +00:00
6b07dd2122
improved error messages
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@712430 13f79535-47bb-0310-9956-ffa450edef68
2008-11-08 20:42:55 +00:00
d00137cca7
allow chained IOExceptions even before Java 6
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@712187 13f79535-47bb-0310-9956-ffa450edef68
2008-11-07 16:31:58 +00:00
448759e46e
fixed a forgotten possible NPE
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@712178 13f79535-47bb-0310-9956-ffa450edef68
2008-11-07 16:05:50 +00:00
0c7099ab35
improved error messages
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@712144 13f79535-47bb-0310-9956-ffa450edef68
2008-11-07 14:55:23 +00:00
b1592908df
leverage null pointer handling,
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exception classes can be built using null arguments arrays which
are automatically converted to zero-sized arrays to prevent null pointer exceptions
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@712142 13f79535-47bb-0310-9956-ffa450edef68
2008-11-07 14:48:13 +00:00
234e529e70
added factory methods to simplify creation of runtime exceptions with helpful messages
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@712140 13f79535-47bb-0310-9956-ffa450edef68
2008-11-07 14:42:26 +00:00
4a2d68685b
removed forgotten pre-JDK 1.4 stuff
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added protection against null pointer exceptions
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@712136 13f79535-47bb-0310-9956-ffa450edef68
2008-11-07 14:35:16 +00:00
91ec7946e9
added IEEE-754 related useful constants
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@710172 13f79535-47bb-0310-9956-ffa450edef68
2008-11-03 21:37:51 +00:00
ea15217793
replaced RuntimeException by MathRuntimeException
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@710171 13f79535-47bb-0310-9956-ffa450edef68
2008-11-03 21:36:31 +00:00
9e8e88d916
improved error handling in linear package with finer grained exceptions
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@710168 13f79535-47bb-0310-9956-ffa450edef68
2008-11-03 21:32:26 +00:00
13ea282ab8
simplified a javadoc sentence
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@710167 13f79535-47bb-0310-9956-ffa450edef68
2008-11-03 21:30:07 +00:00
89b21145fb
remove pre Java 1.4 emulation stuff as we now need at least Java 5
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@710166 13f79535-47bb-0310-9956-ffa450edef68
2008-11-03 21:28:35 +00:00
e143e9097d
Added a scalb method in MathUtils.
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This method is similar to the method with same name added in java.lang.Math as of Java 6.
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@708001 13f79535-47bb-0310-9956-ffa450edef68
2008-10-26 14:55:45 +00:00
223168ee50
fixed checkstyle warnings
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@705239 13f79535-47bb-0310-9956-ffa450edef68
2008-10-16 13:32:32 +00:00
0e77ce68b3
added missing serialVersionUID
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@705231 13f79535-47bb-0310-9956-ffa450edef68
2008-10-16 12:49:13 +00:00
098eaa3a78
replaced calls to deprecated methods from linear algebra package
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@705211 13f79535-47bb-0310-9956-ffa450edef68
2008-10-16 11:34:38 +00:00
c376e656d7
removed unneeded import statements
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@705210 13f79535-47bb-0310-9956-ffa450edef68
2008-10-16 11:33:21 +00:00
ab5b3d3944
Fixed error in javadoc.
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@703818 13f79535-47bb-0310-9956-ffa450edef68
2008-10-12 13:50:35 +00:00
924041770d
added a first version of eigen decomposition implementation
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this version is not finished yet, but it does work when
eigenvalues are well separated and is faster than JAMA for
dimensions above 100.
It still needs work as the MRRR algorithm is not implemented
yet (only the basic parts with twisted factorization is there).
I continue working on this, but wanted to have a first version
committed to let people play with it and as a basis for comparison.
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@701897 13f79535-47bb-0310-9956-ffa450edef68
2008-10-05 22:38:13 +00:00
dc4f70a777
added methods to operate directly on double arrays
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@701883 13f79535-47bb-0310-9956-ffa450edef68
2008-10-05 20:37:15 +00:00
ca2d12971f
removed unneeded multiplications by zero by separating
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the first iteration from the following ones in a loop
(once again ...)
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@701857 13f79535-47bb-0310-9956-ffa450edef68
2008-10-05 19:16:18 +00:00
3a751b5acf
removed unneeded multiplications by zero by separating
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the first iteration from the following ones in a loop
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@701852 13f79535-47bb-0310-9956-ffa450edef68
2008-10-05 19:12:05 +00:00
f0aeb29d16
replaced an intermediate variable by its opposite for easier to read expression
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@701846 13f79535-47bb-0310-9956-ffa450edef68
2008-10-05 18:53:18 +00:00
fcb63bbdac
added a test ensuring the part of the symmetric matrix below the diagonal is never used
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@701810 13f79535-47bb-0310-9956-ffa450edef68
2008-10-05 15:37:02 +00:00
50f694b7a0
improved javadoc
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@701809 13f79535-47bb-0310-9956-ffa450edef68
2008-10-05 15:36:20 +00:00
4f7ede1974
fixed typo
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@701642 13f79535-47bb-0310-9956-ffa450edef68
2008-10-04 13:43:57 +00:00
7d5ea6a074
added interfaces for eigen decomposition and for singular value decomposition
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the implementation for this interfaces is not ready yet, but it seems
important to show what the interface will look like.
JIRA: MATH-220
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@700492 13f79535-47bb-0310-9956-ffa450edef68
2008-09-30 15:09:17 +00:00
94f1e9e013
improved javadoc
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@700491 13f79535-47bb-0310-9956-ffa450edef68
2008-09-30 15:05:10 +00:00
e95b705442
updated userguide after deprecation of internal LU decomposition in linear algebra
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@700367 13f79535-47bb-0310-9956-ffa450edef68
2008-09-30 07:15:05 +00:00
bfea325efd
added a transformer from symmetric matrix to tri-diagonal matrix
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(this is only for internal purposes only yet, it will be used later)
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@700272 13f79535-47bb-0310-9956-ffa450edef68
2008-09-29 21:47:41 +00:00
58e8113ee0
fixed indentation (sorry)
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@699857 13f79535-47bb-0310-9956-ffa450edef68
2008-09-28 16:31:33 +00:00
a83b792eb0
fixed an matrix mismatch error
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@699855 13f79535-47bb-0310-9956-ffa450edef68
2008-09-28 16:28:50 +00:00
8260edaaf6
added a getQT() method to QRDecomposition interface
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compute Q by transposing QT rather than the other way round for efficiency
JIRA: MATH-223
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@699850 13f79535-47bb-0310-9956-ffa450edef68
2008-09-28 16:17:41 +00:00
Luc Maisonobe
Phil Steitz