3a751b5acf
removed unneeded multiplications by zero by separating
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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
f0aeb29d16
replaced an intermediate variable by its opposite for easier to read expression
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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
fcb63bbdac
added a test ensuring the part of the symmetric matrix below the diagonal is never used
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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
50f694b7a0
improved javadoc
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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
4f7ede1974
fixed typo
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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
7d5ea6a074
added interfaces for eigen decomposition and for singular value decomposition
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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
94f1e9e013
improved javadoc
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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
e95b705442
updated userguide after deprecation of internal LU decomposition in linear algebra
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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
bfea325efd
added a transformer from symmetric matrix to tri-diagonal matrix
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(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
58e8113ee0
fixed indentation (sorry)
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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
a83b792eb0
fixed an matrix mismatch error
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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
8260edaaf6
added a getQT() method to QRDecomposition interface
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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
19a6674a57
slight optimization:
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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
670ebf6f93
Replaced internal LU-decomposition by the external class.
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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
d3f7151590
pulled some solve-related methods higher in the classes hierarchy
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(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
44e04f2a0a
Fixed error in javadoc added in r699704
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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
6460cd272a
Eliminated the "mutation requirement" in nextGeneration method.
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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
dbd8ffb54f
propagated trunk changes from r699157 into branch 2.0
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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
57e0c33a52
MATH-227. fixed F distribution inverse CDF computation for small denominator degrees of freedom.
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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
e1e21f2f68
Fixed an error in CorrelatedRandomVectorGenerator leading to a component of the generated vector being constant
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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
7684119c58
Greatly improved QR-decomposition speed using transposed matrices internally
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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
f4c984a31b
Fixed an infinite loop encountered in some backward integration cases for ODE solvers
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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
81c6a9a29d
added beta distribution
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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
0420458997
distribution factory was removed after 1.2 release
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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
f125ff3ce2
fixed typo
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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
dc2767c461
added Ted Dunning to the list of contributors (for probability density functions)
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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
e8a6f1a76c
Added probability density functions computation for distributions for which it is feasible
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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
66759ef52a
added matrix transformer to bi-diagonal shape
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(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
60cd425556
typos
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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
fb17113403
removed spurious throws clause
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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
481a091105
added a decompose method to the base DecompositionSolver interface
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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
c1f2e60e81
Changed the equals() methods from RealMatrixImpl, RealVectorImpl and Vector3D
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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
94cf29c4e3
Changed the Complex.equals() method so that it considers +0 and -0 are equal,
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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
a48a97b37f
added JAMA-like LU-decomposition
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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
3c72402b42
Upgrade to latest clirr plugin version 2.2.2 (fixes problem downloading the old artifact from the repo)
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@687302 13f79535-47bb-0310-9956-ffa450edef68
2008-08-20 12:56:47 +00:00
7f35915afd
Upgrade to latest clirr plugin version 2.2.2 (fixes problem downloading the old artifact from the repo)
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@687301 13f79535-47bb-0310-9956-ffa450edef68
2008-08-20 12:56:25 +00:00
3dd6fe1807
Started work on JAMA-like interfaces.
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This first step is an enhancement of the existing QR-decomposition interface and associated implementation in JAMA-style, i.e with added getH() method and most importantly various solve methods for least-squares solution of the A * X = B equation.
JIRA: MATH-220
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@687167 13f79535-47bb-0310-9956-ffa450edef68
2008-08-19 21:41:17 +00:00
07e312f0c3
added removeData methods to the SimpleRegression class.
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This allows to support regression calculations across a
sliding window of (time-based) observations without having
to recalculate for the entire window every time.
JIRA: MATH-219
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@687021 13f79535-47bb-0310-9956-ffa450edef68
2008-08-19 11:18:10 +00:00
be008314f3
fixed typo
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@683434 13f79535-47bb-0310-9956-ffa450edef68
2008-08-06 22:38:28 +00:00
9d3b1d2f16
added createRealVector for consistency with Matrix factory methods
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@682190 13f79535-47bb-0310-9956-ffa450edef68
2008-08-03 16:12:48 +00:00
2e82f1fcdc
Support for one dimensional vectors has been added to the linear algebra
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package with a RealVector interface, a RealVectorImpl default implementation
using a single double array to store elements and a RealVectorFormat class for
input/output.
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@680172 13f79535-47bb-0310-9956-ffa450edef68
2008-07-27 19:48:17 +00:00
b47b287663
Support for one dimensional vectors has been added to the linear algebra
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package with a RealVector interface, a RealVectorImpl default implementation
using a single double array to store elements and a RealVectorFormat class for
input/output.
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@680166 13f79535-47bb-0310-9956-ffa450edef68
2008-07-27 19:15:22 +00:00
6ef68ad4a9
Javadoc fixes.
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@680165 13f79535-47bb-0310-9956-ffa450edef68
2008-07-27 19:11:33 +00:00
a77322c262
Changed OLSMultipleLinearRegression implementation to use QR decomposition to
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solve the normal equations.
JIRA: MATH-217
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@680162 13f79535-47bb-0310-9956-ffa450edef68
2008-07-27 18:52:38 +00:00
38f83e6070
updated minimum java version required
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@680144 13f79535-47bb-0310-9956-ffa450edef68
2008-07-27 16:28:43 +00:00
c7c19df2da
improved explanation of NaN coordinates
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@680123 13f79535-47bb-0310-9956-ffa450edef68
2008-07-27 15:17:37 +00:00
8560c231d5
fixed javadoc
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@680121 13f79535-47bb-0310-9956-ffa450edef68
2008-07-27 15:11:43 +00:00
083f748403
fixed javadoc comments pasted from ComplexFormat without care
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@680113 13f79535-47bb-0310-9956-ffa450edef68
2008-07-27 14:34:37 +00:00
3a8e7620e3
fixed typo
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@680111 13f79535-47bb-0310-9956-ffa450edef68
2008-07-27 14:30:43 +00:00
a7cd35389d
reverting a return type changed inadvertently
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@680036 13f79535-47bb-0310-9956-ffa450edef68
2008-07-26 20:00:29 +00:00
Luc Maisonobe
Phil Steitz
Brent Worden
Niall Pemberton