Commit Graph

1448 Commits

Author SHA1 Message Date
Luc Maisonobe 19a6674a57 slight optimization:
cached pointers to row vectors from double arrays
wherever the same row was used in a loop, to avoid
double index computation/range check

git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@699846 13f79535-47bb-0310-9956-ffa450edef68
2008-09-28 15:59:14 +00:00
Luc Maisonobe 670ebf6f93 Replaced internal LU-decomposition by the external class.
Deprecated the direct call to these methods as users should
really be able to choose the type of solver they want.
LU-decomposition is only one possibility among others like
QR-decomposition.

git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@699845 13f79535-47bb-0310-9956-ffa450edef68
2008-09-28 15:55:15 +00:00
Luc Maisonobe d3f7151590 pulled some solve-related methods higher in the classes hierarchy
(isNonSinglular(), getInverse())

git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@699844 13f79535-47bb-0310-9956-ffa450edef68
2008-09-28 15:51:47 +00:00
Phil Steitz 44e04f2a0a Fixed error in javadoc added in r699704
JIRA: MATH-207




git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@699762 13f79535-47bb-0310-9956-ffa450edef68
2008-09-28 02:07:19 +00:00
Phil Steitz 6460cd272a Eliminated the "mutation requirement" in nextGeneration method.
Added algorithm description in javadoc.
JIRA: MATH-207
Reported and patched by David Stefka




git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@699704 13f79535-47bb-0310-9956-ffa450edef68
2008-09-27 18:05:19 +00:00
Luc Maisonobe dbd8ffb54f propagated trunk changes from r699157 into branch 2.0
MATH-227.  fixed F distribution inverse CDF computation for small denominator degrees of freedom.

git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@699468 13f79535-47bb-0310-9956-ffa450edef68
2008-09-26 19:51:13 +00:00
Brent Worden 57e0c33a52 MATH-227. fixed F distribution inverse CDF computation for small denominator degrees of freedom.
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@699157 13f79535-47bb-0310-9956-ffa450edef68
2008-09-26 03:09:53 +00:00
Luc Maisonobe e1e21f2f68 Fixed an error in CorrelatedRandomVectorGenerator leading to a component of the generated vector being constant
JIRA: MATH-226

git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@696054 13f79535-47bb-0310-9956-ffa450edef68
2008-09-16 21:00:28 +00:00
Luc Maisonobe 7684119c58 Greatly improved QR-decomposition speed using transposed matrices internally
JIRA: MATH-223

git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@695251 13f79535-47bb-0310-9956-ffa450edef68
2008-09-14 16:38:11 +00:00
Luc Maisonobe f4c984a31b Fixed an infinite loop encountered in some backward integration cases for ODE solvers
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@694197 13f79535-47bb-0310-9956-ffa450edef68
2008-09-11 09:57:11 +00:00
Luc Maisonobe 81c6a9a29d added beta distribution
JIRA: MATH-222

git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@693959 13f79535-47bb-0310-9956-ffa450edef68
2008-09-10 19:55:08 +00:00
Luc Maisonobe 0420458997 distribution factory was removed after 1.2 release
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@693957 13f79535-47bb-0310-9956-ffa450edef68
2008-09-10 19:53:40 +00:00
Luc Maisonobe f125ff3ce2 fixed typo
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@693862 13f79535-47bb-0310-9956-ffa450edef68
2008-09-10 14:51:12 +00:00
Luc Maisonobe dc2767c461 added Ted Dunning to the list of contributors (for probability density functions)
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@693607 13f79535-47bb-0310-9956-ffa450edef68
2008-09-09 20:59:01 +00:00
Luc Maisonobe e8a6f1a76c Added probability density functions computation for distributions for which it is feasible
JIRA: MATH-222

git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@693598 13f79535-47bb-0310-9956-ffa450edef68
2008-09-09 20:37:08 +00:00
Luc Maisonobe 66759ef52a added matrix transformer to bi-diagonal shape
(for later use by singular value decomposition)

git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@691551 13f79535-47bb-0310-9956-ffa450edef68
2008-09-03 09:18:29 +00:00
Luc Maisonobe 60cd425556 typos
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@690941 13f79535-47bb-0310-9956-ffa450edef68
2008-09-01 11:42:08 +00:00
Luc Maisonobe fb17113403 removed spurious throws clause
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@690934 13f79535-47bb-0310-9956-ffa450edef68
2008-09-01 10:42:28 +00:00
Luc Maisonobe 481a091105 added a decompose method to the base DecompositionSolver interface
to allow a solver to decompose a matrix after construction.

git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@690803 13f79535-47bb-0310-9956-ffa450edef68
2008-08-31 22:28:55 +00:00
Luc Maisonobe c1f2e60e81 Changed the equals() methods from RealMatrixImpl, RealVectorImpl and Vector3D
so that they consider +0 and -0 are equal, as required by IEEE-754 standard.
These were bugs similar to MATH-221 for Complex.

git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@690314 13f79535-47bb-0310-9956-ffa450edef68
2008-08-29 16:17:33 +00:00
Luc Maisonobe 94cf29c4e3 Changed the Complex.equals() method so that it considers +0 and -0 are equal,
as required by IEEE-754 standard.
JIRA: MATH-221

git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@690308 13f79535-47bb-0310-9956-ffa450edef68
2008-08-29 15:46:22 +00:00
Luc Maisonobe a48a97b37f added JAMA-like LU-decomposition
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@687519 13f79535-47bb-0310-9956-ffa450edef68
2008-08-21 00:19:48 +00:00
Niall Pemberton 3c72402b42 Upgrade to latest clirr plugin version 2.2.2 (fixes problem downloading the old artifact from the repo)
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@687302 13f79535-47bb-0310-9956-ffa450edef68
2008-08-20 12:56:47 +00:00
Niall Pemberton 7f35915afd Upgrade to latest clirr plugin version 2.2.2 (fixes problem downloading the old artifact from the repo)
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@687301 13f79535-47bb-0310-9956-ffa450edef68
2008-08-20 12:56:25 +00:00
Luc Maisonobe 3dd6fe1807 Started work on JAMA-like interfaces.
This first step is an enhancement of the existing QR-decomposition interface and associated implementation in JAMA-style, i.e with added getH() method and most importantly various solve methods for least-squares solution of the A * X = B equation.
JIRA: MATH-220

git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@687167 13f79535-47bb-0310-9956-ffa450edef68
2008-08-19 21:41:17 +00:00
Luc Maisonobe 07e312f0c3 added removeData methods to the SimpleRegression class.
This allows to support regression calculations across a
sliding window of (time-based) observations without having
to recalculate for the entire window every time.
JIRA: MATH-219

git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@687021 13f79535-47bb-0310-9956-ffa450edef68
2008-08-19 11:18:10 +00:00
Luc Maisonobe be008314f3 fixed typo
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@683434 13f79535-47bb-0310-9956-ffa450edef68
2008-08-06 22:38:28 +00:00
Luc Maisonobe 9d3b1d2f16 added createRealVector for consistency with Matrix factory methods
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@682190 13f79535-47bb-0310-9956-ffa450edef68
2008-08-03 16:12:48 +00:00
Luc Maisonobe 2e82f1fcdc Support for one dimensional vectors has been added to the linear algebra
package with a RealVector interface, a RealVectorImpl default implementation
using a single double array to store elements and a RealVectorFormat class for
input/output.

git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@680172 13f79535-47bb-0310-9956-ffa450edef68
2008-07-27 19:48:17 +00:00
Luc Maisonobe b47b287663 Support for one dimensional vectors has been added to the linear algebra
package with a RealVector interface, a RealVectorImpl default implementation
using a single double array to store elements and a RealVectorFormat class for
input/output.


git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@680166 13f79535-47bb-0310-9956-ffa450edef68
2008-07-27 19:15:22 +00:00
Phil Steitz 6ef68ad4a9 Javadoc fixes.
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@680165 13f79535-47bb-0310-9956-ffa450edef68
2008-07-27 19:11:33 +00:00
Phil Steitz a77322c262 Changed OLSMultipleLinearRegression implementation to use QR decomposition to
solve the normal equations.
JIRA: MATH-217



git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@680162 13f79535-47bb-0310-9956-ffa450edef68
2008-07-27 18:52:38 +00:00
Luc Maisonobe 38f83e6070 updated minimum java version required
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@680144 13f79535-47bb-0310-9956-ffa450edef68
2008-07-27 16:28:43 +00:00
Luc Maisonobe c7c19df2da improved explanation of NaN coordinates
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@680123 13f79535-47bb-0310-9956-ffa450edef68
2008-07-27 15:17:37 +00:00
Luc Maisonobe 8560c231d5 fixed javadoc
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@680121 13f79535-47bb-0310-9956-ffa450edef68
2008-07-27 15:11:43 +00:00
Luc Maisonobe 083f748403 fixed javadoc comments pasted from ComplexFormat without care
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@680113 13f79535-47bb-0310-9956-ffa450edef68
2008-07-27 14:34:37 +00:00
Luc Maisonobe 3a8e7620e3 fixed typo
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@680111 13f79535-47bb-0310-9956-ffa450edef68
2008-07-27 14:30:43 +00:00
Luc Maisonobe a7cd35389d reverting a return type changed inadvertently
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@680036 13f79535-47bb-0310-9956-ffa450edef68
2008-07-26 20:00:29 +00:00
Luc Maisonobe 4da38a0b39 added in user guide a reference to the Vector3DFormat class for input/output.
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@680034 13f79535-47bb-0310-9956-ffa450edef68
2008-07-26 19:47:56 +00:00
Luc Maisonobe ac99bbd13c filtered out findbugs warnings for intentional and documented features
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@680032 13f79535-47bb-0310-9956-ffa450edef68
2008-07-26 19:35:35 +00:00
Luc Maisonobe ccbe22eb02 added a Vector3DFormat class
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@680029 13f79535-47bb-0310-9956-ffa450edef68
2008-07-26 18:31:41 +00:00
Luc Maisonobe 7004e490aa extracted a CompositeFormat base class from ComplexFormat
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@680026 13f79535-47bb-0310-9956-ffa450edef68
2008-07-26 18:28:45 +00:00
Niall Pemberton 51a7a27740 change commons-parent to version 11
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@678500 13f79535-47bb-0310-9956-ffa450edef68
2008-07-21 17:45:31 +00:00
Niall Pemberton 60131cca73 change commons-parent to version 11
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@678495 13f79535-47bb-0310-9956-ffa450edef68
2008-07-21 17:43:58 +00:00
Luc Maisonobe f745b46abf fixed javadoc related checkstyle errors
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@676891 13f79535-47bb-0310-9956-ffa450edef68
2008-07-15 11:53:23 +00:00
Luc Maisonobe 642e3f63f2 removed false comment
(coefficients are not cached, they are computed for each new instance)

git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@676882 13f79535-47bb-0310-9956-ffa450edef68
2008-07-15 11:34:46 +00:00
Luc Maisonobe 8365d33be2 New ODE integrators have been added: the explicit Adams-Bashforth and implicit
Adams-Moulton multistep methods. These methods support customizable starter
integrators and support discrete events even during the start phase.
All these methods provide the same rich features has the existing ones:
continuous output, step handlers, discrete events, G-stop ...


git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@676737 13f79535-47bb-0310-9956-ffa450edef68
2008-07-14 21:13:23 +00:00
Luc Maisonobe 4fb3ee4e70 preparing test to work with multistep integrators
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@676622 13f79535-47bb-0310-9956-ffa450edef68
2008-07-14 15:16:11 +00:00
Luc Maisonobe a28698bb0c fixed test which did not bounce properly when convergence setting was low
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@676620 13f79535-47bb-0310-9956-ffa450edef68
2008-07-14 15:14:42 +00:00
Luc Maisonobe 0c125f71ed fixed a problem preventing integration stop when end time was exactly 0
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@676618 13f79535-47bb-0310-9956-ffa450edef68
2008-07-14 15:12:36 +00:00