Commit Graph

5226 Commits

Author SHA1 Message Date
Thomas Neidhart 0aa89cc22e [MATH-1062] Use MatrixUtils.inverse to invert a matrix in the KalmanFilter, added new unit test.
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1539676 13f79535-47bb-0310-9956-ffa450edef68
2013-11-07 15:15:18 +00:00
Gilles Sadowski 4ebd967c96 MATH-1058
Precision improvements by using "expm1" and "log1p". Thanks to Sean Owen.


git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1538998 13f79535-47bb-0310-9956-ffa450edef68
2013-11-05 13:51:24 +00:00
Thomas Neidhart 67fc63b994 Add missing AL header.
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1538968 13f79535-47bb-0310-9956-ffa450edef68
2013-11-05 12:30:32 +00:00
Gilles Sadowski 6527a801c1 MATH-1054
Standardize "x = x op y" to "x op= y". Thanks to Sean Owen.


git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1538368 13f79535-47bb-0310-9956-ffa450edef68
2013-11-03 13:57:37 +00:00
Thomas Neidhart 534dd69069 [MATH-1055] Fixed some invalid links inside javadoc and added missing deprecated annotations, thanks to Sean Owen.
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1538354 13f79535-47bb-0310-9956-ffa450edef68
2013-11-03 12:48:40 +00:00
Thomas Neidhart ac8a587829 Remove override for interface.
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1538348 13f79535-47bb-0310-9956-ffa450edef68
2013-11-03 12:27:12 +00:00
Thomas Neidhart 6a23c13706 Further adjustments for site publishing.
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1538299 13f79535-47bb-0310-9956-ffa450edef68
2013-11-02 22:57:41 +00:00
Thomas Neidhart 03bc14d5f3 Fix pom for website publishing.
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1538297 13f79535-47bb-0310-9956-ffa450edef68
2013-11-02 22:44:46 +00:00
Thomas Neidhart d755a83c9c [MATH-982] Added an overview of available continuous distributions to the userguide.
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1538294 13f79535-47bb-0310-9956-ffa450edef68
2013-11-02 22:05:18 +00:00
Thomas Neidhart 4d93242518 Update of distribution overview.
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1538293 13f79535-47bb-0310-9956-ffa450edef68
2013-11-02 22:01:24 +00:00
Thomas Neidhart 652084aa55 Add overview of available continuous distributions to the userguide.
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1538289 13f79535-47bb-0310-9956-ffa450edef68
2013-11-02 21:42:57 +00:00
Thomas Neidhart 8a073f12e5 Remove inaccessible link in userguide.
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1538288 13f79535-47bb-0310-9956-ffa450edef68
2013-11-02 21:39:15 +00:00
Thomas Neidhart 5ecdf2312d Add separate example project for some code used to generate figures for the userguide.
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1538287 13f79535-47bb-0310-9956-ffa450edef68
2013-11-02 21:36:55 +00:00
Thomas Neidhart 6191949f89 Fix font size.
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1538283 13f79535-47bb-0310-9956-ffa450edef68
2013-11-02 21:03:57 +00:00
Thomas Neidhart 40a97ba13a Add recently added features to the userguide.
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1538282 13f79535-47bb-0310-9956-ffa450edef68
2013-11-02 21:02:13 +00:00
Thomas Neidhart 280af43635 Reduce font-size as it looks odd when rendered.
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1538268 13f79535-47bb-0310-9956-ffa450edef68
2013-11-02 20:46:04 +00:00
Thomas Neidhart f2e10b7e6f Fix font-size and width.
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1538260 13f79535-47bb-0310-9956-ffa450edef68
2013-11-02 20:30:44 +00:00
Thomas Neidhart 97900db83f Update changelog text for some updates.
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1537722 13f79535-47bb-0310-9956-ffa450edef68
2013-10-31 21:59:55 +00:00
Thomas Neidhart 2b45b294b5 [MATH-1002] Renamed methods to verifyValues, also copied unit tests to MathArraysTest.
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1537714 13f79535-47bb-0310-9956-ffa450edef68
2013-10-31 21:54:21 +00:00
Thomas Neidhart c1f3a7bd3b Add missing svn:keywords.
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1537688 13f79535-47bb-0310-9956-ffa450edef68
2013-10-31 21:36:03 +00:00
Thomas Neidhart 9c23ce3fd1 [MATH-814] Added Kendalls correlation to R testcases.
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1537664 13f79535-47bb-0310-9956-ffa450edef68
2013-10-31 21:17:09 +00:00
Thomas Neidhart 3631295c43 [MATH-814] Added Kendalls tau correlation, Thanks to Matt Adereth.
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1537660 13f79535-47bb-0310-9956-ffa450edef68
2013-10-31 21:16:08 +00:00
Thomas Neidhart fdbdb5eba8 [MATH-1045] Removed spurious code fragment with an impossible code path.
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1537616 13f79535-47bb-0310-9956-ffa450edef68
2013-10-31 20:07:38 +00:00
Thomas Neidhart bda25b4029 [MATH-1051] Fix EigenDecomposition for certain non-symmetric matrices.
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1537611 13f79535-47bb-0310-9956-ffa450edef68
2013-10-31 20:06:15 +00:00
Gilles Sadowski 5bbbe7709f Update "changes.xml".
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1537473 13f79535-47bb-0310-9956-ffa450edef68
2013-10-31 12:56:51 +00:00
Gilles Sadowski 93b51cc6fd MATH-1047
Added overflow checking to "ArithmeticUtils.pow(long,int)".


git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1537324 13f79535-47bb-0310-9956-ffa450edef68
2013-10-30 21:59:57 +00:00
Gilles Sadowski 9be92c371c MATH-1050
Deprecating "pow(int,long)" and "pow(long,long)".


git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1537279 13f79535-47bb-0310-9956-ffa450edef68
2013-10-30 20:23:06 +00:00
Gilles Sadowski c979a6f0fe MATH-1045
Loop added to ensure that the largest norm is used in the singularity
check. Patch provided by Sean Owen.


git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1537099 13f79535-47bb-0310-9956-ffa450edef68
2013-10-30 14:16:11 +00:00
Gilles Sadowski 5526877f31 "Precision.compareTo" returns an "int".
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1537053 13f79535-47bb-0310-9956-ffa450edef68
2013-10-30 11:46:00 +00:00
Gilles Sadowski a4ffd39333 MATH-1045
Singular matrices were considered non-singular due to strict comparison
with zero. Reported and fixed by Sean Owen.


git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1536766 13f79535-47bb-0310-9956-ffa450edef68
2013-10-29 15:43:04 +00:00
Gilles Sadowski 53f55d2ca0 MATH-1047
Overflow checking in "ArithmeticUtils.pow(int,int)".
Added "LocalizedFormats.BASE" error pattern.


git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1536683 13f79535-47bb-0310-9956-ffa450edef68
2013-10-29 12:01:12 +00:00
Luc Maisonobe 27bbf640fe Fixed userguide typos.
Thanks to Matt Adereth for the patch.

JIRA: MATH-1048

git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1536265 13f79535-47bb-0310-9956-ffa450edef68
2013-10-28 07:10:12 +00:00
Luc Maisonobe a6be244e7f Fixed wrong naming and typo.
Thanks to Gilles for spotting this!

git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1536147 13f79535-47bb-0310-9956-ffa450edef68
2013-10-27 14:39:16 +00:00
Luc Maisonobe 4b6b25d558 Removed Java6 @Override annotations.
@Override is needed in Java6 when implementing an interface, but is
allowed only when overriding a previous implementation in Java5. Apache
Commons Math currently targets Java5, so these annotations were
spurious.

git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1536082 13f79535-47bb-0310-9956-ffa450edef68
2013-10-27 10:10:16 +00:00
Luc Maisonobe c528afa780 Added SparseGradient to deal efficiently with numerous variables.
This new class is devoted to differentiation computation when the number
of variables is very large but most computations depend only on a few of
subset of the variables.

Thanks to Ajo Fod for the contribution.

JIRA: MATH-1036

git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1536073 13f79535-47bb-0310-9956-ffa450edef68
2013-10-27 09:52:44 +00:00
Luc Maisonobe a0ef8539d3 Typos.
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1536072 13f79535-47bb-0310-9956-ffa450edef68
2013-10-27 09:52:09 +00:00
Gilles Sadowski 18308998a0 MATH-1045
Added unit test (tiny eigenvalues).


git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1535725 13f79535-47bb-0310-9956-ffa450edef68
2013-10-25 13:11:50 +00:00
Luc Maisonobe cffd29da6b Removed tab.
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1535290 13f79535-47bb-0310-9956-ffa450edef68
2013-10-24 06:58:32 +00:00
Gilles Sadowski 721444f232 MATH-1045
Unit test with matrix containing only very small values.


git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1534709 13f79535-47bb-0310-9956-ffa450edef68
2013-10-22 17:49:51 +00:00
Sebastian Bazley e5f5a2dbaa Missing @Override
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1534463 13f79535-47bb-0310-9956-ffa450edef68
2013-10-22 01:53:43 +00:00
Thomas Neidhart 082baefb06 Add reference test values for ZipfDistribution.logProbability.
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1534389 13f79535-47bb-0310-9956-ffa450edef68
2013-10-21 21:36:37 +00:00
Thomas Neidhart f90de3fe0b Add reference test values for GeometricDistribution.logProbability.
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1534378 13f79535-47bb-0310-9956-ffa450edef68
2013-10-21 21:17:06 +00:00
Thomas Neidhart 7433bbfd76 Add R test script for geometric distribution
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1534375 13f79535-47bb-0310-9956-ffa450edef68
2013-10-21 21:12:46 +00:00
Thomas Neidhart 0d3f14e99f Update reference test values for HypergeometricDistribution#logDensity test.
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1534369 13f79535-47bb-0310-9956-ffa450edef68
2013-10-21 21:00:03 +00:00
Thomas Neidhart 456723dd14 Replace impl of NormalDistribution.density by calling FastMath.exp(logDensity()) which should be faster.
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1534363 13f79535-47bb-0310-9956-ffa450edef68
2013-10-21 20:28:05 +00:00
Thomas Neidhart 243e7260b9 Formatting.
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1534362 13f79535-47bb-0310-9956-ffa450edef68
2013-10-21 20:23:54 +00:00
Thomas Neidhart 96d6a416d6 Avoid code duplication in Distribution density/probability methods by using the result of logDensity or logProbability respectively.
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1534358 13f79535-47bb-0310-9956-ffa450edef68
2013-10-21 20:13:52 +00:00
Sebastian Bazley 2745587342 ASF Branding
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1534244 13f79535-47bb-0310-9956-ffa450edef68
2013-10-21 15:51:02 +00:00
Thomas Neidhart fb3a167582 [MATH-1039] Avoid code duplication by calling logDensity itself.
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1533990 13f79535-47bb-0310-9956-ffa450edef68
2013-10-20 21:24:45 +00:00
Phil Steitz 422fc2a426 Added logDensity methods to AbstractReal/IntegerDistribution with naive default implementations and improved implementations for some current distributions.
JIRA: MATH-1039
Patch provided by Aleksei Dievskii

git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1533974 13f79535-47bb-0310-9956-ffa450edef68
2013-10-20 20:42:41 +00:00