Commit Graph

8 Commits

Author SHA1 Message Date
Luc Maisonobe f42fe54595 added an implementation of the Mersenne twister pseudo random number generator
the implementation comes from Mantissa and was a translation of the 2002 version
in C by the algorithm authors, which was published under a BSD license

git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@796546 13f79535-47bb-0310-9956-ffa450edef68
2009-07-21 21:38:55 +00:00
Luc Maisonobe 61e775706d added an implementation of Dantzig's simplex algorithm
to solve constrained linear optimization problems
JIRA: MATH-246

git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@758920 13f79535-47bb-0310-9956-ffa450edef68
2009-03-26 23:25:30 +00:00
Luc Maisonobe 9d442ceec8 completed implementation of EigenDecompositionImpl.
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
Niall Pemberton 1c6411cdee Update m2 build:
- add findbugs-exclude-filter.xml to source distro
 - exclude Cobertura javascript files with license issues
 - remove NOTICE/LICENSE file resources (already in commons-parent pom)
 - update copyright year in NOTICE file to 2008

git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@617741 13f79535-47bb-0310-9956-ffa450edef68
2008-02-02 02:10:35 +00:00
Rahul Akolkar c3f151d32a Update NOTICE files in trunks-proper in light of TLP move (and add component names to NOTICEs where missing).
git-svn-id: https://svn.apache.org/repos/asf/jakarta/commons/proper/math/trunk@553294 13f79535-47bb-0310-9956-ffa450edef68
2007-07-04 18:26:27 +00:00
Luc Maisonobe c9903243a3 moved notice information from Mantissa to commons-math
(concerning Levenberg-Marquardt and Gragg-Bulirsch-Stoer algorithms implementations)

git-svn-id: https://svn.apache.org/repos/asf/jakarta/commons/proper/math/trunk@512386 13f79535-47bb-0310-9956-ffa450edef68
2007-02-27 20:53:46 +00:00
Henri Yandell 4dd57aafc1 Fixed copyright header (committing in parts as the full commit timed out)
git-svn-id: https://svn.apache.org/repos/asf/jakarta/commons/proper/math/trunk@480435 13f79535-47bb-0310-9956-ffa450edef68
2006-11-29 07:06:35 +00:00
Stephen Colebourne 7eb00dc788 Change to Apache License 2.0
git-svn-id: https://svn.apache.org/repos/asf/jakarta/commons/proper/math/trunk@141106 13f79535-47bb-0310-9956-ffa450edef68
2004-02-25 19:28:40 +00:00