Commit Graph

1426 Commits

Author SHA1 Message Date
Luc Maisonobe 234e529e70 added factory methods to simplify creation of runtime exceptions with helpful messages
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
Luc Maisonobe 4a2d68685b removed forgotten pre-JDK 1.4 stuff
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
Luc Maisonobe 91ec7946e9 added IEEE-754 related useful constants
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
Luc Maisonobe ea15217793 replaced RuntimeException by MathRuntimeException
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
Luc Maisonobe 9e8e88d916 improved error handling in linear package with finer grained exceptions
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
Luc Maisonobe 13ea282ab8 simplified a javadoc sentence
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
Luc Maisonobe 89b21145fb remove pre Java 1.4 emulation stuff as we now need at least Java 5
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
Luc Maisonobe e143e9097d Added a scalb method in MathUtils.
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
Luc Maisonobe 223168ee50 fixed checkstyle warnings
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
Luc Maisonobe 0e77ce68b3 added missing serialVersionUID
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
Luc Maisonobe 098eaa3a78 replaced calls to deprecated methods from linear algebra package
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
Luc Maisonobe c376e656d7 removed unneeded import statements
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
Phil Steitz ab5b3d3944 Fixed error in javadoc.
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
Luc Maisonobe 924041770d added a first version of eigen decomposition implementation
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
Luc Maisonobe dc4f70a777 added methods to operate directly on double arrays
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
Luc Maisonobe ca2d12971f removed unneeded multiplications by zero by separating
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
Luc Maisonobe 3a751b5acf removed unneeded multiplications by zero by separating
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
Luc Maisonobe f0aeb29d16 replaced an intermediate variable by its opposite for easier to read expression
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
Luc Maisonobe fcb63bbdac added a test ensuring the part of the symmetric matrix below the diagonal is never used
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
Luc Maisonobe 50f694b7a0 improved javadoc
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
Luc Maisonobe 4f7ede1974 fixed typo
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
Luc Maisonobe 7d5ea6a074 added interfaces for eigen decomposition and for singular value decomposition
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
Luc Maisonobe 94f1e9e013 improved javadoc
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
Luc Maisonobe e95b705442 updated userguide after deprecation of internal LU decomposition in linear algebra
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
Luc Maisonobe bfea325efd added a transformer from symmetric matrix to tri-diagonal matrix
(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
Luc Maisonobe 58e8113ee0 fixed indentation (sorry)
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
Luc Maisonobe a83b792eb0 fixed an matrix mismatch error
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
Luc Maisonobe 8260edaaf6 added a getQT() method to QRDecomposition interface
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 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