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5243 Commits

Author SHA1 Message Date
Gilles Sadowski 26581ccd66 Removed test based on the assumption that iterating over a 
"ConcurrentHashMap" would always provide its elements in a
random order. This seemed to be the case up to Java 7 but
not always in Java 8.


git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1591770 13f79535-47bb-0310-9956-ffa450edef68
 2014-05-01 20:43:46 +00:00
Thomas Neidhart 81182700e8 Re-enabled test, build is anyway not ready for Java 8. 
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1591760 13f79535-47bb-0310-9956-ffa450edef68
 2014-05-01 20:05:31 +00:00
Thomas Neidhart 6abd9f7508 Javadoc fixes with Java 8. 
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1591664 13f79535-47bb-0310-9956-ffa450edef68
 2014-05-01 13:48:02 +00:00
Thomas Neidhart 9bab875f03 Disable randomly failing unit test. 
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1591631 13f79535-47bb-0310-9956-ffa450edef68
 2014-05-01 12:14:14 +00:00
Thomas Neidhart 5c16d545c5 Add missing due-to. 
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1591626 13f79535-47bb-0310-9956-ffa450edef68
 2014-05-01 11:57:55 +00:00
Thomas Neidhart dc666f419e [MATH-1110] Added constructor to OLSMultipleLinearRegression to be able to specify a custom singularity threshold for QR decomposition. Thanks to Edward Segall. 
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1591624 13f79535-47bb-0310-9956-ffa450edef68
 2014-05-01 11:54:06 +00:00
Thomas Neidhart 784d6b391f Fix typo. 
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1591603 13f79535-47bb-0310-9956-ffa450edef68
 2014-05-01 11:12:12 +00:00
Gilles Sadowski f5f960d1fe MATH-1092 
Added changelog entry.


git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1591497 13f79535-47bb-0310-9956-ffa450edef68
 2014-04-30 22:18:03 +00:00
Luc Maisonobe 537eb4c22c Added missing change entry for 3.3. 
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1591448 13f79535-47bb-0310-9956-ffa450edef68
 2014-04-30 19:06:20 +00:00
Luc Maisonobe 49b2b9898e Added findbugs exception for CMAES. 
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1591212 13f79535-47bb-0310-9956-ffa450edef68
 2014-04-30 08:21:15 +00:00
Luc Maisonobe 3cfd84f86a Javadoc. 
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1591211 13f79535-47bb-0310-9956-ffa450edef68
 2014-04-30 08:20:51 +00:00
Thomas Neidhart ec9fc51d58 Apache is now part of the project name. 
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1590879 13f79535-47bb-0310-9956-ffa450edef68
 2014-04-29 06:29:53 +00:00
Thomas Neidhart 67b76171aa Change naming of tools jar to support the classifier tag of maven. 
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1590823 13f79535-47bb-0310-9956-ffa450edef68
 2014-04-28 22:04:42 +00:00
Thomas Neidhart ccebfd5cf4 Add link to javadoc of latest release. 
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1590809 13f79535-47bb-0310-9956-ffa450edef68
 2014-04-28 21:33:38 +00:00
Thomas Neidhart ca164b09a5 Update changelog. 
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1590808 13f79535-47bb-0310-9956-ffa450edef68
 2014-04-28 21:32:05 +00:00
Luc Maisonobe 6ac6478ba2 Fixed javadoc. 
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1590561 13f79535-47bb-0310-9956-ffa450edef68
 2014-04-28 06:39:21 +00:00
Luc Maisonobe 7299b17954 Typos. 
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1590560 13f79535-47bb-0310-9956-ffa450edef68
 2014-04-28 06:39:01 +00:00
Luc Maisonobe 2a6c6409a9 Build empty polyhedrons set when given equal min/max boundaries. 
Also explained better in the javadoc about some wrong usage of
PolyhedronsSet constructor.

JIRA: MATH-1115

git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1590254 13f79535-47bb-0310-9956-ffa450edef68
 2014-04-26 17:36:34 +00:00
Luc Maisonobe f4c926ea82 Build properly empty polygons for equal min/max box. 
JIRA: MATH-1117

git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1590251 13f79535-47bb-0310-9956-ffa450edef68
 2014-04-26 16:55:11 +00:00
Luc Maisonobe cbc32459f8 Added a fast single-step method for fixed-step Runge-Kutta integrators. 
JIRA: MATH-1119

git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1588769 13f79535-47bb-0310-9956-ffa450edef68
 2014-04-20 14:29:42 +00:00
Luc Maisonobe 2985728c00 Javadoc. 
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1588755 13f79535-47bb-0310-9956-ffa450edef68
 2014-04-20 13:30:16 +00:00
Luc Maisonobe 931a67ff52 Math.nextUp is not available before Java 1.6. 
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1588754 13f79535-47bb-0310-9956-ffa450edef68
 2014-04-20 13:25:36 +00:00
Luc Maisonobe 7f162008a2 Added an order 6 fixed-step ODE integrator. 
The integrator was designed by H. A. Luther in 1968. We have added a
corresponding step interpolator by solving the order conditions provided
by the rkcheck tool.

git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1588753 13f79535-47bb-0310-9956-ffa450edef68
 2014-04-20 13:25:11 +00:00
Phil Steitz 4b724bdc2e Removed deprecations of test(.) methods. 
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1588601 13f79535-47bb-0310-9956-ffa450edef68
 2014-04-19 01:27:33 +00:00
Phil Steitz 57247cd3dd Advertise the right exception. 
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1588600 13f79535-47bb-0310-9956-ffa450edef68
 2014-04-19 01:24:37 +00:00
Gilles Sadowski 7f31bc04bd MATH-1118 
Fixed compatibility of "equals(Object)" with "hashCode()" ("Complex" will
behave as JDK's "Double"). Added new methods for testing floating-point
equality.
Thanks to Cyrille Artho for reporting the issue.


git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1588500 13f79535-47bb-0310-9956-ffa450edef68
 2014-04-18 15:58:47 +00:00
Gilles Sadowski baf9888f8f Typo. 
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1588182 13f79535-47bb-0310-9956-ffa450edef68
 2014-04-17 09:14:24 +00:00
Gilles Sadowski 70101ee3ca MATH-1118 
Equality of double values in accordance with the semantics of "java.lang.Double".


git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1587548 13f79535-47bb-0310-9956-ffa450edef68
 2014-04-15 12:22:31 +00:00
Gilles Sadowski 5b118e04de MATH-1116 
Javadoc


git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1587494 13f79535-47bb-0310-9956-ffa450edef68
 2014-04-15 10:02:54 +00:00
Thomas Neidhart 1cca06f22c Replace tabs. 
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1582491 13f79535-47bb-0310-9956-ffa450edef68
 2014-03-27 21:47:41 +00:00
Gilles Sadowski c678ddefae Clearer statements. 
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1581393 13f79535-47bb-0310-9956-ffa450edef68
 2014-03-25 16:05:36 +00:00
Gilles Sadowski 6d3f22348c Minimize number of array accesses. 
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1581391 13f79535-47bb-0310-9956-ffa450edef68
 2014-03-25 16:00:36 +00:00
Gilles Sadowski 5c70086611 "final" keyword. 
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1581389 13f79535-47bb-0310-9956-ffa450edef68
 2014-03-25 15:57:18 +00:00
Gilles Sadowski 4670a7fb9a Minimize number of array accesses. 
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1581383 13f79535-47bb-0310-9956-ffa450edef68
 2014-03-25 15:51:25 +00:00
Gilles Sadowski 6ab8b14847 "final" keyword. 
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1581381 13f79535-47bb-0310-9956-ffa450edef68
 2014-03-25 15:48:28 +00:00
Gilles Sadowski 1879cf1a3d Javadoc. 
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1579346 13f79535-47bb-0310-9956-ffa450edef68
 2014-03-19 18:43:39 +00:00
Gilles Sadowski 7cafdb73f2 MATH-1111 
Javadoc.


git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1579343 13f79535-47bb-0310-9956-ffa450edef68
 2014-03-19 18:33:13 +00:00
Luc Maisonobe c5ae09d77e Improved brackting utility for univariate solvers. 
Bracketing utility for univariate root solvers now returns a tighter
interval than before. It also allows choosing the search interval
expansion rate, supporting both linear and asymptotically exponential
rates.

git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1578428 13f79535-47bb-0310-9956-ffa450edef68
 2014-03-17 15:14:07 +00:00
Luc Maisonobe 5929846a20 Fixed failing test. 
As functions evaluations were not counted properly, which has been fixed
a few days ago, the multi-start test in fact did not performed all
expected restarts. This commit fixes this (by increasing the max
evaluations), and fixes the result checks accordingly.

git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1573523 13f79535-47bb-0310-9956-ffa450edef68
 2014-03-03 11:11:46 +00:00
Luc Maisonobe 3f0a000fef Prevent penalties to grow multiplicatively in CMAES. 
Patch provided by Bruce A Johnson.

JIRA: MATH-1107

git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1573506 13f79535-47bb-0310-9956-ffa450edef68
 2014-03-03 09:58:29 +00:00
Luc Maisonobe 007a701755 Add SVD to GaussNewtonOptimizer 
Allow using the SVD decomposition which has excellent stability and can
provide a "solution" for singular problems.

Figured out why one of the least squares tests did not check two of the
states. There was only one equation for the two states. The test now
verifies the states satisfy the constraint.

Patch provided by Evan Ward.

JIRA: MATH-1104

git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1573351 13f79535-47bb-0310-9956-ffa450edef68
 2014-03-02 19:54:43 +00:00
Gilles Sadowski 8068e84a33 MATH-1092 
Javadoc.


git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1573341 13f79535-47bb-0310-9956-ffa450edef68
 2014-03-02 19:38:47 +00:00
Gilles Sadowski b95cfc9b57 MATH-1092 
Added parameter in "LineSearch" and "NonLinearConjugateGradientOptimizer".


git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1573316 13f79535-47bb-0310-9956-ffa450edef68
 2014-03-02 14:54:37 +00:00
Luc Maisonobe e2dc384d7b Fix switched iterations and evaluations 
In LevenbergMarquardtOptimizer the number of iterations and evaluations
was switched in two of the return statements.

Patch provided by Evan Ward.

JIRA: MATH-1106

git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1573308 13f79535-47bb-0310-9956-ffa450edef68
 2014-03-02 14:02:50 +00:00
Luc Maisonobe a6f9630666 Fix checker seeing not old point 
ConvergenceCheckers always saw previous.getPoint() to equal
current.getPoint() because the optimizers used the same array and did
not make a copy of the previous point. Fixed by using a new array for
each model evaluation and LSP.evaluate() now makes its own copy of the
state vector as well.

Path provided by Evan Ward.

JIRA: MATH-1103

git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1573307 13f79535-47bb-0310-9956-ffa450edef68
 2014-03-02 14:02:21 +00:00
Thomas Neidhart 5a8eff6985 Fix typo. 
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1573271 13f79535-47bb-0310-9956-ffa450edef68
 2014-03-02 08:31:30 +00:00
Gilles Sadowski f0ae42aa93 MATH-1092 
Extracted class "LineSearch" from "PowellOptimizer".
Made method "computeObjectiveValue" public in "MultivariateOptimizer".
Modified "PowellOptimizer" to use the now public class.
"NonLinearConjugateGradientOptimizer" uses the new "LineSearch".
Added constructors to set the line search tolerances and deprecated
obsolete contructors and inner classes ("BracketingStep" and
"LineSearchFunction".
Removed method "findUpperBound".



git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1572988 13f79535-47bb-0310-9956-ffa450edef68
 2014-02-28 16:23:26 +00:00
Phil Steitz ba70cfc5c9 Fixed comment. 
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1572341 13f79535-47bb-0310-9956-ffa450edef68
 2014-02-26 23:24:21 +00:00
Phil Steitz 99189ff527 Added KolmogorovSmirnovTest, deprecated KolmogorovSmirnovDistributio. JIRA: MATH-437 
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1572335 13f79535-47bb-0310-9956-ffa450edef68
 2014-02-26 23:14:08 +00:00
Luc Maisonobe eb66fe4a1f Improved test coverage. 
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1571737 13f79535-47bb-0310-9956-ffa450edef68
 2014-02-25 16:42:07 +00:00