Commit Graph

4110 Commits

Author SHA1 Message Date
Luc Maisonobe c768e7288a Integrated the new differentiation framework in the solvers package.
As discussed on the developers mailing list, a separate
NewtonRaphsonSolver has been set up using the new interfaces, and the
older NewtonSolver has been deprecated. It should be removed in 4.0.

git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1377245 13f79535-47bb-0310-9956-ffa450edef68
2012-08-25 10:06:00 +00:00
Luc Maisonobe f3f5800a4c Removed compilation warnings related to deprecated classes.
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1377244 13f79535-47bb-0310-9956-ffa450edef68
2012-08-25 10:05:13 +00:00
Sebastien Brisard e9b6a4ffb3 In Gamma.logGamma, replaced local variable g with class variable LANCZOS_G.
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1376835 13f79535-47bb-0310-9956-ffa450edef68
2012-08-24 06:23:34 +00:00
Phil Steitz 7b1b5e529c Added deprecation that should have been included in r1375192. JIRA: MATH-850.
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1375722 13f79535-47bb-0310-9956-ffa450edef68
2012-08-21 19:17:56 +00:00
Phil Steitz 2c8cfb1aa7 Added RandomDataGenerator to replace RandomDataImpl and deprecated
RandomData interface and RandomDataImpl class. Deprecated
nextInversionDeviate methods from RandomDataImpl class. Ensured that
all nextXxx methods in RandomDataImpl/RandomDataGenerator use the
configured RandomGenerator.

JIRA: MATH-850

git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1375192 13f79535-47bb-0310-9956-ffa450edef68
2012-08-20 19:53:57 +00:00
Sebastien Brisard 74d366c819 MATH-849: new unit test showing the relative accuracy of
Gamma.logGamma(double).


git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1374909 13f79535-47bb-0310-9956-ffa450edef68
2012-08-20 03:40:58 +00:00
Luc Maisonobe f936520bfa use the new function objects were possible in tests.
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1374632 13f79535-47bb-0310-9956-ffa450edef68
2012-08-18 18:11:11 +00:00
Luc Maisonobe 4fd62ba05b the regular function objects (Acos, Sqrt, ...) now implement the new UnivariateDifferentiable interface.
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1374631 13f79535-47bb-0310-9956-ffa450edef68
2012-08-18 18:10:34 +00:00
Luc Maisonobe 63d00ba803 Polynomials now implement the new UnivariateDifferentiable interface.
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1374630 13f79535-47bb-0310-9956-ffa450edef68
2012-08-18 18:09:45 +00:00
Luc Maisonobe 09463e6705 added utilities for differentiable functions
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1374629 13f79535-47bb-0310-9956-ffa450edef68
2012-08-18 18:09:21 +00:00
Luc Maisonobe 93d37df3b3 renamed UnivariateDifferential into UnivariateDifferentiable
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1374628 13f79535-47bb-0310-9956-ffa450edef68
2012-08-18 18:08:57 +00:00
Luc Maisonobe f175f37038 Typo in comment.
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1374627 13f79535-47bb-0310-9956-ffa450edef68
2012-08-18 18:08:29 +00:00
Luc Maisonobe f3f3fc2595 Added compose to the public API of DerivativeStructure.
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1374626 13f79535-47bb-0310-9956-ffa450edef68
2012-08-18 18:08:02 +00:00
Gilles Sadowski b23e1c330e Javadoc.
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1374493 13f79535-47bb-0310-9956-ffa450edef68
2012-08-18 01:10:20 +00:00
Gilles Sadowski 8abe21fe47 Code cleanup: Moved all computations to the constructor, allowing the class
to be immutable.


git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1374492 13f79535-47bb-0310-9956-ffa450edef68
2012-08-18 01:09:25 +00:00
Sebastien Brisard fea45dcee8 Checkstyle: missing license.
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1374396 13f79535-47bb-0310-9956-ffa450edef68
2012-08-17 18:54:06 +00:00
Sebastien Brisard 67dcc70533 MATH-843: integrated changes suggested by Dominik Gruntz.
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1374395 13f79535-47bb-0310-9956-ffa450edef68
2012-08-17 18:45:49 +00:00
Gilles Sadowski 43c489d7cb Code cleanup: moved all computations to the constructor, allowing to make
the class immutable.


git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1374308 13f79535-47bb-0310-9956-ffa450edef68
2012-08-17 15:09:59 +00:00
Gilles Sadowski bd59fee7a6 Code comment.
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1374187 13f79535-47bb-0310-9956-ffa450edef68
2012-08-17 09:50:54 +00:00
Luc Maisonobe 64a7948cee Added log10 to DerivativeStructure and DSCompiler.
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1374162 13f79535-47bb-0310-9956-ffa450edef68
2012-08-17 07:15:28 +00:00
Luc Maisonobe d48f623281 Changed parameters name for consistency with getters and DSCompiler.
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1374161 13f79535-47bb-0310-9956-ffa450edef68
2012-08-17 07:15:05 +00:00
Gilles Sadowski acaf4d9caa Change suggested by "FindBugs".
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1374071 13f79535-47bb-0310-9956-ffa450edef68
2012-08-16 21:35:14 +00:00
Gilles Sadowski 02123844e8 Javadoc.
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1374065 13f79535-47bb-0310-9956-ffa450edef68
2012-08-16 21:22:09 +00:00
Gilles Sadowski b1741d1b46 Precondition check.
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1374054 13f79535-47bb-0310-9956-ffa450edef68
2012-08-16 21:00:39 +00:00
Gilles Sadowski 7994d3ee9d MATH-844
Generate an exception when the parameter guessing procedure cannot perform
correctly (in rare ill-conditioned cases).


git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1374046 13f79535-47bb-0310-9956-ffa450edef68
2012-08-16 20:43:59 +00:00
Thomas Neidhart 91d24dcb6f Disabled random data tests for eigen decomposition, improved checkUnsymmetricMatrix helper.
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1374031 13f79535-47bb-0310-9956-ffa450edef68
2012-08-16 20:14:15 +00:00
Luc Maisonobe f06fe1c098 Added toDegrees and toRadians to DerivativeStructure.
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1373782 13f79535-47bb-0310-9956-ffa450edef68
2012-08-16 10:08:17 +00:00
Luc Maisonobe d26fd0236a Added signum to DerivativeStructure.
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1373781 13f79535-47bb-0310-9956-ffa450edef68
2012-08-16 10:07:59 +00:00
Luc Maisonobe 7b090c5eec Added rint and round to DerivativeStructure.
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1373780 13f79535-47bb-0310-9956-ffa450edef68
2012-08-16 10:07:42 +00:00
Luc Maisonobe 486224fd36 Added getExponent, scalb and hypot to DerivativeStructure.
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1373779 13f79535-47bb-0310-9956-ffa450edef68
2012-08-16 10:07:26 +00:00
Luc Maisonobe 4c56e61497 Added expm1 and log1p to DSCompiler and DerivativeStructure.
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1373778 13f79535-47bb-0310-9956-ffa450edef68
2012-08-16 10:07:08 +00:00
Luc Maisonobe 68c813c945 Added copySign to DerivativeStructure.
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1373777 13f79535-47bb-0310-9956-ffa450edef68
2012-08-16 10:06:50 +00:00
Luc Maisonobe 70ea046932 Added ceil and floor to DerivativeStructure.
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1373776 13f79535-47bb-0310-9956-ffa450edef68
2012-08-16 10:06:33 +00:00
Luc Maisonobe 09b90da825 Added abs to DerivativeStructure.
We handle +0.0/-0.0 correctly, i.e. we flip derivatives sign when value
is negative zero.

git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1373775 13f79535-47bb-0310-9956-ffa450edef68
2012-08-16 10:06:16 +00:00
Thomas Neidhart 4e72620a37 Fix RealMatrixFormatTests to always use a fixed locale instead of the default one.
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1373554 13f79535-47bb-0310-9956-ffa450edef68
2012-08-15 18:30:18 +00:00
Thomas Neidhart c90de5a469 Use fixed locale for matrix formatter to prevent decimal point problems.
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1373551 13f79535-47bb-0310-9956-ffa450edef68
2012-08-15 18:24:25 +00:00
Gilles Sadowski 9b5b8d7d45 Fixed FindBugs warning.
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1373134 13f79535-47bb-0310-9956-ffa450edef68
2012-08-14 22:02:06 +00:00
Thomas Neidhart 16a5a02a84 Javadoc fixes.
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1373026 13f79535-47bb-0310-9956-ffa450edef68
2012-08-14 18:50:53 +00:00
Luc Maisonobe ff43dac3d2 Added hyperbolic trigonometric functions and inverses to DSCompiler.
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1372902 13f79535-47bb-0310-9956-ffa450edef68
2012-08-14 14:25:50 +00:00
Luc Maisonobe 6f859c5f5b Simplified tangent higher derivatives computation.
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1372812 13f79535-47bb-0310-9956-ffa450edef68
2012-08-14 09:45:36 +00:00
Gilles Sadowski 30866a4cd3 MATH-815
Unit test update (patch provided by Jared Becksfort).


git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1372556 13f79535-47bb-0310-9956-ffa450edef68
2012-08-13 19:14:00 +00:00
Luc Maisonobe b6d4068162 Added Taylor expansion for DSCompiler.
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1372432 13f79535-47bb-0310-9956-ffa450edef68
2012-08-13 14:14:17 +00:00
Luc Maisonobe 07aa93aae7 Added support for atan2 in DSCompiler.
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1372414 13f79535-47bb-0310-9956-ffa450edef68
2012-08-13 13:06:26 +00:00
Gilles Sadowski 1ec0b8d527 Fixed CheckStyle warnings.
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1372208 13f79535-47bb-0310-9956-ffa450edef68
2012-08-12 22:55:34 +00:00
Gilles Sadowski 0f9adb1875 Code cleanup.
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1372199 13f79535-47bb-0310-9956-ffa450edef68
2012-08-12 21:22:58 +00:00
Luc Maisonobe 33877ac5ed Added support for x^y in DerivativeStructure and DSCompiler.
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1371808 13f79535-47bb-0310-9956-ffa450edef68
2012-08-10 18:58:58 +00:00
Luc Maisonobe d05fac054e Completed support fo asin, acos and atan in DSCompiler.
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1371805 13f79535-47bb-0310-9956-ffa450edef68
2012-08-10 18:33:06 +00:00
Luc Maisonobe b46cdf1bd6 Added forgotten notification of recent changes.
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1371683 13f79535-47bb-0310-9956-ffa450edef68
2012-08-10 12:19:48 +00:00
Luc Maisonobe be1632f3e3 New test for sin and cos derivatives.
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1371681 13f79535-47bb-0310-9956-ffa450edef68
2012-08-10 12:18:12 +00:00
Luc Maisonobe add45005fc Added Stirling numbers of the second kind in ArithmeticUtils.
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1371680 13f79535-47bb-0310-9956-ffa450edef68
2012-08-10 12:15:23 +00:00