Luc Maisonobe
87f2ace0ce
backported part of r999948 from trunk to branch 2.X
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moved PowellOptimizer to the optimization.direct package
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_X@1003881 13f79535-47bb-0310-9956-ffa450edef68
2010-10-02 20:52:39 +00:00
Phil Steitz
2c9bdc138e
Corrected javadoc link.
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_X@1003869 13f79535-47bb-0310-9956-ffa450edef68
2010-10-02 19:14:45 +00:00
Luc Maisonobe
8ad7c0a62e
Prevent ODE integration to be stuck at initial point when it is restarted after
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an event has stopped the previous integration
JIRA: MATH-421
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_X@1002827 13f79535-47bb-0310-9956-ffa450edef68
2010-09-29 19:49:34 +00:00
Gilles Sadowski
635bc4b1b3
Added deprecation markers (conflict with immutable distribution instances).
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Fixed typo in Javadoc.
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_X@1002660 13f79535-47bb-0310-9956-ffa450edef68
2010-09-29 14:51:54 +00:00
Luc Maisonobe
c59919dabe
fixed a missing change from Math to FastMath
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_X@1002040 13f79535-47bb-0310-9956-ffa450edef68
2010-09-28 07:18:31 +00:00
Luc Maisonobe
9c0ed34439
improved documentation (javadoc, code comments about optimization and userguide)
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JIRA: MATH-419
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_X@999579 13f79535-47bb-0310-9956-ffa450edef68
2010-09-21 19:51:57 +00:00
Luc Maisonobe
c8bef749c3
improved Well pseudo random numbers generators performances by inlining transforms and using indirection arrays to avoid index computation
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_X@999136 13f79535-47bb-0310-9956-ffa450edef68
2010-09-20 22:06:40 +00:00
Phil Steitz
aad36b356e
Fixed errors in multiple regression section. JIRA: MATH-407.
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_X@998761 13f79535-47bb-0310-9956-ffa450edef68
2010-09-20 01:57:03 +00:00
Luc Maisonobe
4a18419864
Added François Panneton and Pierre L'Ecuyer WELL random generators:
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WELL512a, WELL1024a, WELL19937a, WELL19937c, WELL44497a and WELL44497b
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_X@998742 13f79535-47bb-0310-9956-ffa450edef68
2010-09-19 22:33:45 +00:00
Dimitri Pourbaix
8541c80563
MATH-416 fixed
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_X@997726 13f79535-47bb-0310-9956-ffa450edef68
2010-09-16 12:39:51 +00:00
Phil Steitz
2534cc0f29
Made intercept/noIntercept configurable in multiple regression classes. JIRA: MATH-409.
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_X@996404 13f79535-47bb-0310-9956-ffa450edef68
2010-09-13 02:01:42 +00:00
Luc Maisonobe
40e0297ae2
use the new Brent solver constructor instead of setting accuracy and max iteration afterwards
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_X@996194 13f79535-47bb-0310-9956-ffa450edef68
2010-09-11 19:05:52 +00:00
Luc Maisonobe
f34a7da42c
Fixed lost cause in MathRuntimeException.createInternalError
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JIRA: MATH-415
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_X@996178 13f79535-47bb-0310-9956-ffa450edef68
2010-09-11 17:19:18 +00:00
Luc Maisonobe
b5d04e247f
added fast cubic root computation
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JIRA: MATH-375
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_X@996166 13f79535-47bb-0310-9956-ffa450edef68
2010-09-11 16:40:25 +00:00
Luc Maisonobe
f5bec5767b
added tests for asin and acos
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JIRA: MATH-375
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_X@996161 13f79535-47bb-0310-9956-ffa450edef68
2010-09-11 16:23:18 +00:00
Luc Maisonobe
92351cbb8f
fixed visibility of an internal constructor that should remain private
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_X@995987 13f79535-47bb-0310-9956-ffa450edef68
2010-09-10 21:24:15 +00:00
Luc Maisonobe
294eaf3415
Use Jonathan and Peter Borwein quartic formula to compute PI,
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it is MUCH faster than the previous one especially for large
numbers of digits and allows quicker loading of the class.
It was tested to compute about 10000 decimal digits, just for the fun
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_X@995986 13f79535-47bb-0310-9956-ffa450edef68
2010-09-10 21:23:25 +00:00
Luc Maisonobe
8d9febb32f
prevent DfpField radix digit to be smaller than 4 as it created problem when converting to double
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(we need to be able to create a Dfp with value 2^52 which needs 16 decimal digits or 4 radix digits)
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_X@995965 13f79535-47bb-0310-9956-ffa450edef68
2010-09-10 20:24:54 +00:00
Phil Steitz
995efe1ead
* Modified multiple regression newSample methods to ensure that by default in all cases,
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regression models are estimated with intercept terms. Prior to the fix for this issue,
newXSampleData(double[][]), newSampleData(double[], double[][]) and
newSampleData(double[], double[][], double[][]) all required columns of "1's"
to be inserted into the x[][] arrays to create a model with an intercept term;
while newSampleData(double[], int, int) created a model including an intercept
term without requiring the unitary column. All methods have been changed to
eliminate the need for users to add unitary columns to specify regression models.
* Improved javadoc
* Improved tests
JIRA: MATH-411
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_X@993574 13f79535-47bb-0310-9956-ffa450edef68
2010-09-08 01:24:51 +00:00
Luc Maisonobe
a7cfaf46e3
fixed checkstyle warnings
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_X@992878 13f79535-47bb-0310-9956-ffa450edef68
2010-09-05 19:42:20 +00:00
Luc Maisonobe
5b1beecc97
removing unused variables
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_X@992875 13f79535-47bb-0310-9956-ffa450edef68
2010-09-05 19:34:41 +00:00
Luc Maisonobe
e22b8c8a2b
added tests based on dfp library (now a package in commons-math)
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_X@992872 13f79535-47bb-0310-9956-ffa450edef68
2010-09-05 19:28:58 +00:00
Luc Maisonobe
e945ddcd4e
fixed errors with infinities
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added asin/acos
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_X@992869 13f79535-47bb-0310-9956-ffa450edef68
2010-09-05 19:26:35 +00:00
Luc Maisonobe
dd715b13cd
fixed wrong hashcode for mantissa array
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_X@992861 13f79535-47bb-0310-9956-ffa450edef68
2010-09-05 19:07:50 +00:00
Luc Maisonobe
8d37aa4016
fixed javadoc
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_X@992860 13f79535-47bb-0310-9956-ffa450edef68
2010-09-05 19:06:49 +00:00
Luc Maisonobe
6f2cecc697
fixed missing annotations preventing test to run
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_X@992735 13f79535-47bb-0310-9956-ffa450edef68
2010-09-05 08:48:26 +00:00
Luc Maisonobe
b378a18f8d
added the dfp library
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The Dfp class represent the high precision numbers, it implements our existing Field interface and hence each instance is associated with a DfpField that provides the constants at the required precision as well as factory methods. This allowed to remove the compile-time constraint in the library. Users can even use at the same time a field for 20 decimals digits precision and another field for 100 digits precision. Dfp instances with different precision CANNOT be mixed in the same computation (doing so creates a NaN). A few utility methods have been added, like constructors from integral types, isInfinite and isNaN methods, equal has been renames to equals and its signature changed to match the general Object method (a hashcode method has been added too).
JIRA: MATH-412
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_X@992696 13f79535-47bb-0310-9956-ffa450edef68
2010-09-04 22:57:31 +00:00
Luc Maisonobe
48411e62fc
updated a findbugs filter after a method signature change
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_X@992598 13f79535-47bb-0310-9956-ffa450edef68
2010-09-04 13:19:01 +00:00
Luc Maisonobe
2d7ba25cb8
replacing non-working equality test with NaN by a call to Double.isNaN()
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NaNs have the strange property that they can be compared to nothing, they are not event equal to themselves!
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_X@992595 13f79535-47bb-0310-9956-ffa450edef68
2010-09-04 13:10:25 +00:00
Gilles Sadowski
3231090f64
Deprecation warning.
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_X@991207 13f79535-47bb-0310-9956-ffa450edef68
2010-08-31 14:27:58 +00:00
Gilles Sadowski
8f52a66d5a
Fix backported from trunk.
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_X@991166 13f79535-47bb-0310-9956-ffa450edef68
2010-08-31 12:08:57 +00:00
Luc Maisonobe
2acca0c424
added FastMath and used it everywhere in replacement of java.util.Math
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the unit tests have not been added yet (waiting for dfp library addition)
JIRA: MATH-375
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_X@990655 13f79535-47bb-0310-9956-ffa450edef68
2010-08-29 21:49:40 +00:00
William Barker
38f987dd12
Fix test that was failing on Windows
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_X@988779 13f79535-47bb-0310-9956-ffa450edef68
2010-08-25 01:41:46 +00:00
Phil Steitz
89af30268f
Created 2.x branch.
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_X@988060 13f79535-47bb-0310-9956-ffa450edef68
2010-08-23 10:24:23 +00:00
Phil Steitz
95ebe8294c
Added R-squared and adjusted R-squared statistics to
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OLSMultipleLinearRegression
JIRA: MATH-386
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@987983 13f79535-47bb-0310-9956-ffa450edef68
2010-08-23 02:55:01 +00:00
Gilles Sadowski
ad63c1629d
Indentation.
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@987962 13f79535-47bb-0310-9956-ffa450edef68
2010-08-22 23:45:38 +00:00
Phil Steitz
25c9e050af
Eliminated unnecessary residual calculation (should have been rmoved in r987897 fixing JIRA: MATH-392).
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@987901 13f79535-47bb-0310-9956-ffa450edef68
2010-08-22 13:25:52 +00:00
Phil Steitz
30c9e8c111
Corrected Y variance formula and added error variance methods to return
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what were previously reported as Y variances.
JIRA: MATH-392
Reported and patched by Mark Devaney
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@987897 13f79535-47bb-0310-9956-ffa450edef68
2010-08-22 13:13:35 +00:00
Phil Steitz
a46c441cec
Removed trailing spaces.
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@987809 13f79535-47bb-0310-9956-ffa450edef68
2010-08-21 18:12:27 +00:00
Phil Steitz
ede256b235
Removed tabs and trailing spaces.
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@987808 13f79535-47bb-0310-9956-ffa450edef68
2010-08-21 18:11:31 +00:00
Dimitri Pourbaix
93362abb9b
Code simplified in AbstractLeastSquaresOptimizer
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@985828 13f79535-47bb-0310-9956-ffa450edef68
2010-08-16 08:45:10 +00:00
Dimitri Pourbaix
19f58cfa37
MATH-406 corrected
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@985589 13f79535-47bb-0310-9956-ffa450edef68
2010-08-14 21:59:07 +00:00
Dimitri Pourbaix
6b4085c327
MathUtils.safeNorm (translation of enorm.f from Minpack) added
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@984453 13f79535-47bb-0310-9956-ffa450edef68
2010-08-11 15:55:14 +00:00
Dimitri Pourbaix
784e4f69ec
MATH-405 corrected
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@984404 13f79535-47bb-0310-9956-ffa450edef68
2010-08-11 13:40:39 +00:00
Gilles Sadowski
31fef8fab1
Minor clean-up (to avoid changing a method arguments in-place).
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@983968 13f79535-47bb-0310-9956-ffa450edef68
2010-08-10 12:45:10 +00:00
Gilles Sadowski
d2fd025403
Moved "Localizable", "DummyLocalizable" and "LocalizedFormats" from
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package "exception" to package "exception.util". Modified "import"
statements in all affected files.
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@983921 13f79535-47bb-0310-9956-ffa450edef68
2010-08-10 10:46:06 +00:00
Gilles Sadowski
c15e80eba9
MATH-401
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Created "NullArgumentException" (subclass of "MathIllegalArgumentException").
Changed all occurrences of "createIllegalArgumentException" (in "MathRuntime")
to throw the new exception whenever a "null" is not allowed. Added a few
checks for null in "BigFraction.java".
Simplified "LocalizedFormats" enum.
Changed "ZeroNotAllowedException" to "ZeroException".
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@982950 13f79535-47bb-0310-9956-ffa450edef68
2010-08-06 13:29:01 +00:00
Gilles Sadowski
d402f6b5e1
"PowellOptimizer": Added a constructor for setting of the absolute tolerance,
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removed one redundant function evaluation.
Line search relative tolerance explicitly set in the optimizer instance
created in "PowellOptimizerTest".
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@982639 13f79535-47bb-0310-9956-ffa450edef68
2010-08-05 14:26:13 +00:00
Gilles Sadowski
173735d2df
Moved exception utilities to package "exception.util". Created
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"MathUnsupportedOperationException". Replaced factory method
"createUnsupportedOperationException" occurences by an explicit
construction of a "MathUnsupportedOperationException".
Corrected a bug (in "AbstractRealVector") where a "dimension"
was stored in a "double". Replaced a "createIllegalArgumentException"
by a "DimensionMismatchException".
Removed checks for "null" in "BigFraction".
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@982526 13f79535-47bb-0310-9956-ffa450edef68
2010-08-05 09:51:48 +00:00
Dimitri Pourbaix
c640932de2
MATH-377 fixed
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@982507 13f79535-47bb-0310-9956-ffa450edef68
2010-08-05 08:48:00 +00:00