ed8fc4a03a
updated general algorithms with latest interfaces definitions
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@758058 13f79535-47bb-0310-9956-ffa450edef68
2009-03-24 22:15:08 +00:00
d99003bc0f
updated univariate algorithms with latest interfaces definitions
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@758056 13f79535-47bb-0310-9956-ffa450edef68
2009-03-24 22:14:03 +00:00
c03fbc71a6
updated direct algorithms with latest interfaces definitions
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@758054 13f79535-47bb-0310-9956-ffa450edef68
2009-03-24 22:13:27 +00:00
891bb84cd0
added new simple convergence checkers implementations
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@758053 13f79535-47bb-0310-9956-ffa450edef68
2009-03-24 22:12:32 +00:00
2d116267b4
improved consistency in class naming with respect to functions in the analysis package
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@758052 13f79535-47bb-0310-9956-ffa450edef68
2009-03-24 22:11:16 +00:00
fa4c993e5d
removed spurious exception in optimization
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@758051 13f79535-47bb-0310-9956-ffa450edef68
2009-03-24 22:10:16 +00:00
07425ec8ae
improved consistency in class naming with respect to functions in the analysis package
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@758049 13f79535-47bb-0310-9956-ffa450edef68
2009-03-24 22:09:34 +00:00
70d82c4fe6
removed spurious exception in optimization
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@758047 13f79535-47bb-0310-9956-ffa450edef68
2009-03-24 22:06:39 +00:00
187dd35c9a
use a single set of consistent functions definitions in the analysis package
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instead of one set in the analysis and another one in optimization
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@758046 13f79535-47bb-0310-9956-ffa450edef68
2009-03-24 22:05:13 +00:00
31e9c848f2
fixed a forgotten counter update
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@757183 13f79535-47bb-0310-9956-ffa450edef68
2009-03-22 13:19:05 +00:00
87c0ddbc6e
separated iteration counter from function evaluation counters,
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some optimizers are based on gradient/jacobian only and cannot
reliably be protected by monitoring the objective function calls.
We now have two or three counters for each algorithm:
- iteration counter, which is checked against a max allowance
to prevent infinite loops if no convergence is reached
- objective function evaluations, for user information only
- objective function gradient/jacobian if the function is
differentiable, for user information only
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@757181 13f79535-47bb-0310-9956-ffa450edef68
2009-03-22 13:00:00 +00:00
cfa4345431
renamed SimpleValueChecker into SimpleScalarValueChecker
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for consistency with the vectorial checker name
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@757180 13f79535-47bb-0310-9956-ffa450edef68
2009-03-22 12:54:45 +00:00
39647f7f30
fixed checkstyle and findbugs errors
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@754765 13f79535-47bb-0310-9956-ffa450edef68
2009-03-15 21:35:38 +00:00
77a6b785d2
updated documentation after the redesign of the optimization package
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@754764 13f79535-47bb-0310-9956-ffa450edef68
2009-03-15 21:34:47 +00:00
c12aa3b936
added all necessary multi-start optimizers types
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@754763 13f79535-47bb-0310-9956-ffa450edef68
2009-03-15 21:33:31 +00:00
8f6fd887f5
removed a spurious print statement
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@754750 13f79535-47bb-0310-9956-ffa450edef68
2009-03-15 21:03:39 +00:00
94f9b580a5
fixed typo in package documentation
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@754744 13f79535-47bb-0310-9956-ffa450edef68
2009-03-15 20:33:47 +00:00
61ca8c04df
resurrected the estimation package but with all interfaces and classes deprecated
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this will help users switch smoothly to the new optimization.general package
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@754732 13f79535-47bb-0310-9956-ffa450edef68
2009-03-15 19:30:44 +00:00
c37f06ed3a
adapted old Levenberg-Marquardt estimator to new top level optimizers API
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@754727 13f79535-47bb-0310-9956-ffa450edef68
2009-03-15 19:11:02 +00:00
3a0df1ba48
adapted the Gauss-Newton optimizer to the new top-level optimization interfaces
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@754500 13f79535-47bb-0310-9956-ffa450edef68
2009-03-14 17:38:27 +00:00
27c1eb726a
updated optimization main interfaces to handle scalar and vectorial functions
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and to handle functions with or without explicit derivatives
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@754499 13f79535-47bb-0310-9956-ffa450edef68
2009-03-14 17:35:49 +00:00
4f206ca3ee
continued refactoring of optimization framework:
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- improved general interfaces at top optimization level
- added a simple implementation of ConvergenceChecker (ObjectiveValueChecker)
- added a general multi-start wrapper
- changed the direct search optimizers to the new interfaces
This work is still not complete yet. The general package classes
are very close to the former design, they have almost not been changed
structurally.
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@749850 13f79535-47bb-0310-9956-ffa450edef68
2009-03-04 00:07:51 +00:00
4a64740b4a
added compareTo method with epsilon
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JIRA: MATH-247
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@749139 13f79535-47bb-0310-9956-ffa450edef68
2009-03-01 22:21:22 +00:00
722fc97a7a
started refactoring of optimization framework:
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- created subpackages optimization.direct, optimization.general,
optimization.linear (currently empty) and optimization.univariate
- removed packages analysis.minimization and estimation
- renamed all Cost-related interfaces/classes into Objective
(this allows both minimization and maximization)
- added a few new general interfaces
This work is not complete yet. The direct and general packages classes
are very close to the former design, they have almost not been changed
structurally.
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@748274 13f79535-47bb-0310-9956-ffa450edef68
2009-02-26 19:17:39 +00:00
1cf41555f1
epsilon needs to be set before calling isZero, plus copy epsilon for append
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@747650 13f79535-47bb-0310-9956-ffa450edef68
2009-02-25 03:32:52 +00:00
1fe117edf0
minor code cleanups
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(error messages, javadoc, avoiding array copies, final attributes ...)
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@747544 13f79535-47bb-0310-9956-ffa450edef68
2009-02-24 20:59:41 +00:00
fafe306ce7
fixed wrong word in javadoc
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@746583 13f79535-47bb-0310-9956-ffa450edef68
2009-02-21 20:21:38 +00:00
f1ee00c759
handle NaN and infinities correctly in the MathUtils.equals method with tolerance
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@746582 13f79535-47bb-0310-9956-ffa450edef68
2009-02-21 20:16:36 +00:00
c1b97f87d5
fixed exception type in a test
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@746579 13f79535-47bb-0310-9956-ffa450edef68
2009-02-21 20:02:59 +00:00
2f335ac471
replaced Object[] parameters by variable arguments in exceptions constructors
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this allows simpler error declaration and removes the need for the strange
null argument with fixed messages
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@746578 13f79535-47bb-0310-9956-ffa450edef68
2009-02-21 20:01:14 +00:00
8bf548c5e8
Fixed an error in computing gcd and lcm for some extreme values at integer range boundaries.
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JIRA: MATH-243
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@746511 13f79535-47bb-0310-9956-ffa450edef68
2009-02-21 13:54:25 +00:00
39a80bf2cd
Added a MathUtils method to check equality given some error bounds
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JIRA: MATH-247
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@746506 13f79535-47bb-0310-9956-ffa450edef68
2009-02-21 13:36:08 +00:00
da9117b726
added a no-args constructor for GaussNewtonEstimator
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@745188 13f79535-47bb-0310-9956-ffa450edef68
2009-02-17 18:38:32 +00:00
4cc86649f4
Increased sensitivity of test and added another p-value verification.
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@744918 13f79535-47bb-0310-9956-ffa450edef68
2009-02-16 13:52:33 +00:00
64fa01cd78
Added Pearsons correlation implemendation. JIRA: MATH-114
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@744802 13f79535-47bb-0310-9956-ffa450edef68
2009-02-16 05:09:49 +00:00
2d73d9f99a
Changed to persist and expose the number of observations in the source dataset.
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@744800 13f79535-47bb-0310-9956-ffa450edef68
2009-02-16 05:04:57 +00:00
f24bbdd41d
moved the decomposition algorithms in a subpackage of the linear package
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@744768 13f79535-47bb-0310-9956-ffa450edef68
2009-02-15 21:59:09 +00:00
0992284ca5
improved error messages consistency
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fixed checkstyle warnings
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@744724 13f79535-47bb-0310-9956-ffa450edef68
2009-02-15 19:15:51 +00:00
59e6743960
fixed findbugs warning
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@744717 13f79535-47bb-0310-9956-ffa450edef68
2009-02-15 18:40:31 +00:00
3796de49e0
fixed checkstyle warnings
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@744716 13f79535-47bb-0310-9956-ffa450edef68
2009-02-15 18:38:49 +00:00
098b003e18
added Cholesky decomposition
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@744708 13f79535-47bb-0310-9956-ffa450edef68
2009-02-15 17:53:32 +00:00
23a8fc2592
removed references to InvalidStateException, they are never thrown
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cleaned up exception messages
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@744682 13f79535-47bb-0310-9956-ffa450edef68
2009-02-15 15:43:52 +00:00
b29a6c1e6e
moved NotPositiveDefiniteMatrixException to the linear package
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@744681 13f79535-47bb-0310-9956-ffa450edef68
2009-02-15 15:39:50 +00:00
63e1a2c76c
Add working equals to SparseRealVector.
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hashCode implementation is minimal, but I can't see a use case for using a SparseRealVector as a key.
Remove unused imports from OpenInToDoubleHashMap.
Some cleanup for optimized methods, and javadoc fixes.
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@744614 13f79535-47bb-0310-9956-ffa450edef68
2009-02-15 06:46:15 +00:00
e01294b158
Failed attempt to implement Strassen matrix multiplication on recursive layout as
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described in Siddhartha Chatterjee, Alvin R. Lebeck, Praveen K. Patnala and Mithuna
Thottehodi paper "Recursive Array Layout and Fast Matrix Multiplication".
As of 2009-02-13, this implementation does not work! The padding at left and bottom
sides of the matrix should be cleared after some operations like scalerAdd and is not.
Also there is a limitation in the multiplication that can only process matrices with
sizes similar enough to have the same power of two number of tiles in all three
matrices A, B and C such that C = A*B. These parts have not been fixed since the
performance gain with respect to DenseRealMatrix are not very important, and the
numerical stability is poor.
This may well be due to a bad implementation.
This code has been put in the experimental directory for the record, putting it into
production would require solving all these issues.
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@744126 13f79535-47bb-0310-9956-ffa450edef68
2009-02-13 14:38:48 +00:00
42b68a69ce
Added correlation package, Covariance class. JIRA: MATH-114
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@743688 13f79535-47bb-0310-9956-ffa450edef68
2009-02-12 11:21:54 +00:00
01f82aed42
remove eclipse generated equals since it doesn't work. Will add a working equals later
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@742837 13f79535-47bb-0310-9956-ffa450edef68
2009-02-10 03:02:38 +00:00
01ff509885
Fis some problems with equals for OpenInttoDoubleHashmap.
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@742445 13f79535-47bb-0310-9956-ffa450edef68
2009-02-09 12:41:20 +00:00
7d4f6893f9
Mostly completing the methods that don't make sense if using a sparse vector in the first place. Initial implementations for equals on the backing store, but it seems it will need more work (since still have to comment out junit tests).
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Making checkVectorDimensions protected instead of public on all RealVector classes.
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@742257 13f79535-47bb-0310-9956-ffa450edef68
2009-02-09 04:50:27 +00:00
d22f9559e1
Exposed sums of squares.
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@742145 13f79535-47bb-0310-9956-ffa450edef68
2009-02-08 19:30:09 +00:00
Luc Maisonobe
William Barker
Phil Steitz