Commit Graph

1845 Commits

Author SHA1 Message Date
Phil Steitz 8be748c00d Cleanup / complete AggregateSummaryStatistics implementation
* Fully synchronized access to aggregating SummaryStatistics instance
 * Exposed all SummaryStatistics stats
 * Improved test coverage
 * Improved javadoc
JIRA: MATH-224

git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@792365 13f79535-47bb-0310-9956-ffa450edef68
2009-07-09 00:53:32 +00:00
Phil Steitz 727570392c Made long conversion conistent. Improved test coverage. JIRA: MATH-224.
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@791931 13f79535-47bb-0310-9956-ffa450edef68
2009-07-07 18:29:08 +00:00
Luc Maisonobe ea0ea82673 added a test case and documentation for the new contract about roots bracketing in univariate real solvers (roots exactly at endpoints are now accepted)
JIRA: MATH-280

git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@791833 13f79535-47bb-0310-9956-ffa450edef68
2009-07-07 13:39:20 +00:00
Luc Maisonobe b9d8c68e2f fixed a bracketing issue due to inconsistent checks
JIRA: MATH-280

git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@791766 13f79535-47bb-0310-9956-ffa450edef68
2009-07-07 09:19:46 +00:00
Luc Maisonobe 4eb0c8f29e removed compilation/findbugs warnings about type safety
the changes include API changes (replacing Object by Comparable<?>).
The class itself is still not generic as this would prevent mixing types which is a desired feature here that is checked in the unit tests
JIRA: MATH-261

git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@791733 13f79535-47bb-0310-9956-ffa450edef68
2009-07-07 07:44:52 +00:00
Luc Maisonobe 2caa986e25 fixed missing @return tag
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@791728 13f79535-47bb-0310-9956-ffa450edef68
2009-07-07 07:17:50 +00:00
Luc Maisonobe 852a75dfe4 removed tabs
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@791724 13f79535-47bb-0310-9956-ffa450edef68
2009-07-07 07:08:54 +00:00
Luc Maisonobe f0ad546c7f removed tabs
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@791723 13f79535-47bb-0310-9956-ffa450edef68
2009-07-07 07:07:23 +00:00
Phil Steitz 71f41f90fe Added static direct aggregation method to AggregateSummaryStatistics. JIRA: MATH-224.
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@791687 13f79535-47bb-0310-9956-ffa450edef68
2009-07-07 03:03:56 +00:00
Phil Steitz 4ce932e3cd Exposed second moment.
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@791685 13f79535-47bb-0310-9956-ffa450edef68
2009-07-07 03:01:34 +00:00
Luc Maisonobe 935eec022d compute state variation avoiding cancellation in a critical subtraction to preserve accuracy
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@791248 13f79535-47bb-0310-9956-ffa450edef68
2009-07-05 14:06:00 +00:00
Luc Maisonobe 1805ad4cac javadoc
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@791247 13f79535-47bb-0310-9956-ffa450edef68
2009-07-05 14:02:41 +00:00
Luc Maisonobe e4a8fdfdf1 Added a check for too few data in linear regression
JIRA: MATH-279

git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@791244 13f79535-47bb-0310-9956-ffa450edef68
2009-07-05 13:29:37 +00:00
Luc Maisonobe 720a0b2626 added scalar multiply to the Complex class
JIRA: MATH-277

git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@791237 13f79535-47bb-0310-9956-ffa450edef68
2009-07-05 12:53:13 +00:00
Luc Maisonobe e4a5900147 fixed package documentation that still referenced mantissa
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@790381 13f79535-47bb-0310-9956-ffa450edef68
2009-07-01 21:04:20 +00:00
Luc Maisonobe 6d10d47af1 fixed javadoc
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@790380 13f79535-47bb-0310-9956-ffa450edef68
2009-07-01 21:03:38 +00:00
Luc Maisonobe c22eec05d3 optimized matrix update loop
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@790374 13f79535-47bb-0310-9956-ffa450edef68
2009-07-01 20:57:20 +00:00
Luc Maisonobe 5129af7587 fixed another set of warnings identified by recent findbugs versions
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@790372 13f79535-47bb-0310-9956-ffa450edef68
2009-07-01 20:48:19 +00:00
Luc Maisonobe c92046ecc9 removed import
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@790370 13f79535-47bb-0310-9956-ffa450edef68
2009-07-01 20:41:17 +00:00
Luc Maisonobe 121f832ef9 fixed another set of warnings identified by recent findbugs versions
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@790368 13f79535-47bb-0310-9956-ffa450edef68
2009-07-01 20:31:50 +00:00
Luc Maisonobe 1a303e82db removed tabs
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@790366 13f79535-47bb-0310-9956-ffa450edef68
2009-07-01 20:29:59 +00:00
Luc Maisonobe 63d0a79ce2 fixed a number of warnings identified by findbugs eclipse plugin version 1.3.9
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@790243 13f79535-47bb-0310-9956-ffa450edef68
2009-07-01 16:03:28 +00:00
Phil Steitz 3c321ba7cb Added GA.
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@789511 13f79535-47bb-0310-9956-ffa450edef68
2009-06-30 00:40:59 +00:00
Phil Steitz 6dcf0f6a12 Fixed broken javadoc links.
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@789510 13f79535-47bb-0310-9956-ffa450edef68
2009-06-30 00:37:05 +00:00
Phil Steitz 41fac55fe2 Fixed incorrect javadoc link.
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@789502 13f79535-47bb-0310-9956-ffa450edef68
2009-06-30 00:16:04 +00:00
Luc Maisonobe 879518c341 fixed a serialization error introduced by yesterday changes
(sorry for the noise)

git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@789358 13f79535-47bb-0310-9956-ffa450edef68
2009-06-29 15:20:22 +00:00
Luc Maisonobe c7beb702d8 fixed typo
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@789161 13f79535-47bb-0310-9956-ffa450edef68
2009-06-28 22:01:40 +00:00
Luc Maisonobe 3cb90658a4 simplified and reorganized slightly the Adams integrators class hierarchy
this will allow a future BDF integrator development for stiff problems

git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@789159 13f79535-47bb-0310-9956-ffa450edef68
2009-06-28 21:56:20 +00:00
Luc Maisonobe 7614049449 changed Nordsieck transformer to an Adams-specific Nordsieck transformer
the transformer associated with BDF integrator will be quite different

git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@789158 13f79535-47bb-0310-9956-ffa450edef68
2009-06-28 21:54:33 +00:00
Luc Maisonobe 43bc08d7c3 improve both numerical accuracy and speed by using optimized loops
in reversed row order (i.e. from higher orders to lower orders) directly
on matrix data.

git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@789157 13f79535-47bb-0310-9956-ffa450edef68
2009-06-28 21:51:09 +00:00
Luc Maisonobe b5395fd802 be more precise on return type, we really return a Array2DRowRealMatrix,
so tell it in case some callers can use this information for optimization
(which is the case for Nordsieck transformers, they will be able to use
customized loops on matrix data for the sake of numerical accuracy)

git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@789156 13f79535-47bb-0310-9956-ffa450edef68
2009-06-28 21:48:15 +00:00
Luc Maisonobe e1f4ed50ad moved test problems one package up, to prepare their reuse for stiff integrators
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@789155 13f79535-47bb-0310-9956-ffa450edef68
2009-06-28 21:43:58 +00:00
Luc Maisonobe 8e473959fd Added a getCovariance method to singular value decomposition
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@788805 13f79535-47bb-0310-9956-ffa450edef68
2009-06-26 18:27:57 +00:00
Luc Maisonobe c8a6ed4c40 added a missing @Override
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@788047 13f79535-47bb-0310-9956-ffa450edef68
2009-06-24 15:04:42 +00:00
William Barker fee5df4e6f Add test cases for Serialization of subclasses of Complex
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@787521 13f79535-47bb-0310-9956-ffa450edef68
2009-06-23 02:35:50 +00:00
Luc Maisonobe 0c9be1c546 fixed TWO_FIFTH value in both Fraction and BigFraction
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@787348 13f79535-47bb-0310-9956-ffa450edef68
2009-06-22 18:42:11 +00:00
Luc Maisonobe de64808c29 fixed a forgotten adjustment of integrator setting
the first integer parameter semantics have changed and the test
was not updated to reflect this, thus leading to test failure

git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@787215 13f79535-47bb-0310-9956-ffa450edef68
2009-06-22 12:20:37 +00:00
William Barker 053b1c4908 Yes, sebb is correct. After running tests, readResolve needs to be visible to subclasses to be used. Since Complex is clearly designed to be subclassed, changing the visiblity.
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@787118 13f79535-47bb-0310-9956-ffa450edef68
2009-06-22 00:26:09 +00:00
Phil Steitz 072539b502 Made protected fields private. JIRA: MATH-207.
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@787067 13f79535-47bb-0310-9956-ffa450edef68
2009-06-21 19:04:04 +00:00
Luc Maisonobe 18b2ddb24b fixed Adams-Bashforth order for error control (it is k, not k+1)
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@787052 13f79535-47bb-0310-9956-ffa450edef68
2009-06-21 17:07:27 +00:00
Luc Maisonobe 5db7c253e1 removed the current point from count in multistep integrators
updated documentation since now Adams-Bashforth and Adams-Moulton
are adaptive stepsize integrators

git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@787050 13f79535-47bb-0310-9956-ffa450edef68
2009-06-21 17:01:03 +00:00
Phil Steitz 4ee03f09ff Added Spearman's correlation.
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@786940 13f79535-47bb-0310-9956-ffa450edef68
2009-06-21 02:22:09 +00:00
William Barker b3c7fd661c Restore Serializable to PolynomialFunction
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@786936 13f79535-47bb-0310-9956-ffa450edef68
2009-06-21 01:12:22 +00:00
Phil Steitz 828c863a00 Added ranking subsection.
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@786935 13f79535-47bb-0310-9956-ffa450edef68
2009-06-21 00:58:14 +00:00
William Barker 15c9f02e5c Remove Serializable from some tranient analitics classes.
Let me know if I've nuked ur favorite one, and I can put it back


git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@786927 13f79535-47bb-0310-9956-ffa450edef68
2009-06-20 23:37:47 +00:00
Sebastian Bazley 7f8175d4f6 Fix thread-safety issues
- code failed to use synch. read
- code could potentially use two different random Generators if another thread changed it

git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@786918 13f79535-47bb-0310-9956-ffa450edef68
2009-06-20 22:17:36 +00:00
Phil Steitz f4275f3371 Made aggregation threadsafe.
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@786911 13f79535-47bb-0310-9956-ffa450edef68
2009-06-20 21:35:32 +00:00
Luc Maisonobe aa118ca31c removed old maven 1 stuff
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@786900 13f79535-47bb-0310-9956-ffa450edef68
2009-06-20 20:02:27 +00:00
Luc Maisonobe 45786158ab adding missing Apache header
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@786890 13f79535-47bb-0310-9956-ffa450edef68
2009-06-20 19:23:44 +00:00
Luc Maisonobe b6de8e8e8f documented Adams-Bashforth and Adams-Moulton ODE integrators
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@786885 13f79535-47bb-0310-9956-ffa450edef68
2009-06-20 19:06:55 +00:00
Luc Maisonobe a4ef3f9941 fixed a warning about a mission serializeVersionUID.
However, should this really be serializable at all ?

git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@786883 13f79535-47bb-0310-9956-ffa450edef68
2009-06-20 18:57:30 +00:00
Luc Maisonobe 4474f96263 removed lots of serialization in ODE
the only classes/interfaces for which serialization is really important in this package are the step interpolators. The reason for that is that the ContinuousOutputModel is explicitly serializable and contains step interpolators. This allows users to perform integration of any complex model and to save the result of the integration for all integration range by serializing a ContinuousOutputModel instance. This feature is a major one.

git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@786881 13f79535-47bb-0310-9956-ffa450edef68
2009-06-20 18:53:08 +00:00
Luc Maisonobe 5fc860d2c1 removed serialization for multistart optimizers
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@786878 13f79535-47bb-0310-9956-ffa450edef68
2009-06-20 18:17:32 +00:00
Luc Maisonobe d8575cde51 changed the Adams-Bashforth and Adams-Moulton multistep integrators to adaptive stepsize.
this was made possible thanks to the Nordsieck representation of integration state

git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@786877 13f79535-47bb-0310-9956-ffa450edef68
2009-06-20 18:15:54 +00:00
Luc Maisonobe 83ec0f9328 completely changed integration start phase: now the starter integrator for
multistep methods do not advance time anymore, it is interrupted at first step
end and the interpolator is used to reconstruct Nordsieck vector information at
integration start. Then the normal multistep integrators does start also exactly
at integration start and is responsible for all time advancing stuff, including
step handlers and events handlers management.

git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@786875 13f79535-47bb-0310-9956-ffa450edef68
2009-06-20 18:13:24 +00:00
Luc Maisonobe 8702a27155 simplified arrays allocation and copying
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@786874 13f79535-47bb-0310-9956-ffa450edef68
2009-06-20 18:09:16 +00:00
Luc Maisonobe 1308cc984e error messages for Loess interpolation
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@786821 13f79535-47bb-0310-9956-ffa450edef68
2009-06-20 13:43:29 +00:00
Luc Maisonobe c5f6dff523 added Loess interpolator, applying Eugene Kirpichov's patch
JIRA: MATH-278

git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@786819 13f79535-47bb-0310-9956-ffa450edef68
2009-06-20 13:42:56 +00:00
Luc Maisonobe 90fee3729f fixed checkstyle errors
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@786817 13f79535-47bb-0310-9956-ffa450edef68
2009-06-20 13:31:48 +00:00
William Barker 355857cbeb Change Complex to use readResolve instead of introspection
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@786751 13f79535-47bb-0310-9956-ffa450edef68
2009-06-20 03:00:18 +00:00
Luc Maisonobe 2a1842f3ef merged curve fitting from mantissa into commons-math
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@786479 13f79535-47bb-0310-9956-ffa450edef68
2009-06-19 12:36:16 +00:00
Luc Maisonobe 6463532544 added internal error generation for defensive programming
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@786478 13f79535-47bb-0310-9956-ffa450edef68
2009-06-19 12:33:36 +00:00
Luc Maisonobe 74a6186c3e added new tests
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@786467 13f79535-47bb-0310-9956-ffa450edef68
2009-06-19 12:04:01 +00:00
Luc Maisonobe e81ef196cd added protection against infinite loops by setting a maximal number of evaluations
(some classes were forgotten in the first pass to fix this problem)

git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@786466 13f79535-47bb-0310-9956-ffa450edef68
2009-06-19 12:03:14 +00:00
William Barker b09a8717be Change the Complex isNaN and isInfinite fields to be transient
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@786359 13f79535-47bb-0310-9956-ffa450edef68
2009-06-19 03:26:28 +00:00
Phil Steitz b353f0daa6 Optimized isNaN, isInfinite. Jira: MATH-2276. Contributed by Mark Anderson.
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@785552 13f79535-47bb-0310-9956-ffa450edef68
2009-06-17 11:00:40 +00:00
William Barker 913ff1facc More Serialization changes, mostly for ode and friends.
Unfortunately, had to leave some abstract base classes as Serializable, since they had no senible default construters.  But left them with meaningless UIDs, to break anyone that doesn't override it.

Of course, if anyone has a better patch, I'm happy to implement it.  At this point, the serialization changes for [math] should be almost done.


git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@785473 13f79535-47bb-0310-9956-ffa450edef68
2009-06-17 04:02:35 +00:00
Phil Steitz e082a039f8 Added Genetic Algorithm implementation.
JIRA: MATH-207
Contributed by David Stefka

git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@784604 13f79535-47bb-0310-9956-ffa450edef68
2009-06-14 19:04:32 +00:00
Luc Maisonobe 496d85cf17 removed remaining references to DenseXxx{Matrix/Vector}
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@783741 13f79535-47bb-0310-9956-ffa450edef68
2009-06-11 12:35:42 +00:00
Luc Maisonobe 30ab6c8c3d renamed RealMatrixImpl, RealVectorImpl, FieldMatrixImpl and FieldVectorImpl
into Array2DRowRealMatrix, ArrayRealVector, Array2DRowFieldMatrix and ArrayFieldVector
as suggested by Sam in http://markmail.org/message/hh37ivxpzaoapekj

git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@783702 13f79535-47bb-0310-9956-ffa450edef68
2009-06-11 08:54:02 +00:00
Luc Maisonobe 6fb3ae713e switch the matrix type built by factory methods depending on the dimension
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@783680 13f79535-47bb-0310-9956-ffa450edef68
2009-06-11 08:06:05 +00:00
Luc Maisonobe 37ee8dbfe6 renamed Dense{Real/Field}Matrix into Block{Real/Field}Matrix
as suggested by Phil in http://markmail.org/message/iibgiz4bsv6hjjvh

git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@783678 13f79535-47bb-0310-9956-ffa450edef68
2009-06-11 08:05:24 +00:00
Luc Maisonobe 9d4fb6760b prevent too small (sometimes exactly 0) steps to occur
when an event is within convergence tolerance to the step end

git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@783529 13f79535-47bb-0310-9956-ffa450edef68
2009-06-10 21:44:33 +00:00
Luc Maisonobe b63d261b54 fixed a forgotten field in copy constructor
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@783516 13f79535-47bb-0310-9956-ffa450edef68
2009-06-10 20:58:29 +00:00
Luc Maisonobe ed2301fb81 fixed checkstyle errors
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@783114 13f79535-47bb-0310-9956-ffa450edef68
2009-06-09 19:43:55 +00:00
Luc Maisonobe a70c0de4a2 added support for max number of evaluations to ODE integrators
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@783103 13f79535-47bb-0310-9956-ffa450edef68
2009-06-09 19:33:19 +00:00
Luc Maisonobe 23055a70ce removed unneeded import
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@783044 13f79535-47bb-0310-9956-ffa450edef68
2009-06-09 15:36:29 +00:00
Luc Maisonobe d96d9b3b15 removed unneeded import
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@783041 13f79535-47bb-0310-9956-ffa450edef68
2009-06-09 15:34:55 +00:00
William Barker d088734d25 Serialization changes for optimization.
Still need to add junit test, but for this it doesn't look like a blocker.


git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@782468 13f79535-47bb-0310-9956-ffa450edef68
2009-06-07 21:24:18 +00:00
Luc Maisonobe aaf87073b5 changed again the Adams-Bashforth and Adams-Moulton integrators
they now both use Nordsieck representation
this is the first really usable implementation, it still integrates only with fixed stepsize,
but thanks to Nordsieck representation they will be improved to adaptive stepsize soon

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2009-06-07 19:19:35 +00:00
Luc Maisonobe 677c5e1ab9 removed step interpolator prototype
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2009-06-07 19:15:14 +00:00
Luc Maisonobe 2138d3bfba added serialization test
changed tests to Junit 4

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2009-06-07 19:13:17 +00:00
Luc Maisonobe 6dec8fa07d improved max errors computations: previously, NaN values induces the error update to be skipped, thus leading to artificially good results
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2009-06-07 19:12:18 +00:00
Luc Maisonobe d2429d337c updated step interpolators implementations tests to latest interface changes
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2009-06-07 19:10:23 +00:00
Luc Maisonobe 5124ebc4c2 updated step interpolators implementations to latest interface changes
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2009-06-07 19:08:26 +00:00
Luc Maisonobe 7de1b628c6 added a lazy evaluation for step interpolators
moved the possible exceptions from setInterpolatedTime (which now does almost nothing) to getInterpolatedState and getInterpolatedDerivatives (which now do the evaluations)
renamed an internal function to make sure people overriding it don't forget to set the derivatives


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2009-06-07 19:04:37 +00:00
Luc Maisonobe edb1f394c0 removed a print
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2009-06-04 20:18:50 +00:00
Luc Maisonobe 6b547ba222 fixed detection of not positive definite matrices
JIRA: MATH-274

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2009-06-04 20:07:29 +00:00
Luc Maisonobe 59434c2dce Fixed a wrong check for basic variables
JIRA: MATH-273

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2009-06-03 09:06:08 +00:00
Luc Maisonobe 10cdc1066f fixed javadoc link
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2009-06-02 21:02:14 +00:00
Luc Maisonobe 2e55dbbe69 removed unneeded import statement
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2009-06-02 20:46:45 +00:00
Luc Maisonobe 4db6140e9a reenabled tests
removed a development test that was committed by error

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2009-06-02 20:45:53 +00:00
Luc Maisonobe 1cdc029378 fixed event handling during multistep restart phase,
the interpolator used for regular integration and the interpolator used during restart went out of sync

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2009-06-02 20:43:59 +00:00
Luc Maisonobe b2fa57cbfe fixed corner cases when events occur right at integration start
(which in fact always happen when a resetting event forces a restart just after the event has occurred)

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2009-06-02 20:42:15 +00:00
Luc Maisonobe ebd8043bee fixed an infinite loop error that occurred when an event that reset the state occurs exactly at multistep initialisation start
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2009-06-02 20:39:41 +00:00
Luc Maisonobe ed813abf79 Fixed a problem when setting some variables (several variables were set instead of only one)
JIRA: MATH-272

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2009-06-02 19:37:30 +00:00
Luc Maisonobe ca9d46257a merged the decomposition package back to the linear package.
This will allow later improvements as decomposition algorithms
will be able to see implementation details when more efficient
matrices implementations (for example based on blas) are added

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2009-06-02 18:53:23 +00:00
Luc Maisonobe 2e4082e52f fixed serialization problems
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2009-06-02 09:06:26 +00:00
Luc Maisonobe 86b19c0e8e removed unneeded import statements
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2009-06-02 09:05:37 +00:00
Luc Maisonobe aa9e72afa8 added utility methods to help serialize/deserialize classes that
have RealVector/RealMatrix fields (possibly final) since the
top level interfaces are not serializable anymore

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2009-06-02 09:03:31 +00:00
Luc Maisonobe d9a1181fad fixed javadoc copy/paste error
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2009-06-02 09:01:23 +00:00
William Barker 83dd172df8 More serialization changes.
Not clear what I should do with RandomAdaptor.  So I've let it remained broken (no public no-opt construtor, but Serializable).

Feel free to -1 anything that I've stripped Serializable from and you care about, but I think I've been pretty conservative.


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2009-06-02 04:39:12 +00:00
Luc Maisonobe b507b231f0 fixed javadoc warnings
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2009-06-01 15:10:55 +00:00
Luc Maisonobe f930f13e4e fixed javadoc
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2009-06-01 13:24:19 +00:00
Luc Maisonobe 419531014a remove impossible serialization
(function is no more serializable)

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2009-06-01 13:23:17 +00:00
Luc Maisonobe 72db912bd8 removed unneeded import statements
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2009-06-01 12:48:32 +00:00
William Barker 8da2927ec6 Serialization changes for stats
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2009-06-01 00:47:02 +00:00
William Barker ffd4d14d50 change to Java 5 compatible
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2009-06-01 00:09:00 +00:00
William Barker 6fecb32ad6 Clean up linear serialization tests
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2009-05-31 22:18:18 +00:00
Luc Maisonobe 5881224dcf added an error message for Adams-Bashforth and Adams-Moulton integrators
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2009-05-31 22:14:31 +00:00
Luc Maisonobe 8de68c4404 removed obsolete NordsieckTransformer
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2009-05-31 22:11:21 +00:00
Luc Maisonobe 8b63564297 removed obsolete MultiStepInterpolator
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2009-05-31 22:10:02 +00:00
Luc Maisonobe eb17807a47 removed obsolete MultiStepInterpolator
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2009-05-31 22:08:32 +00:00
Luc Maisonobe e33f09ce4f completely redesigned Adams-Bashforth and Adams-Moulton integrators
they are now provided by a single class and use the Nordsieck form
with higher derivatives at current step instead of classical form
with only first derivatives but at several steps.
The implementation is simpler for both the integrators and the step
interpolator and it allows a future enhancement with adaptive stepsize.

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2009-05-31 22:07:26 +00:00
Luc Maisonobe 2c1d911e2a added a step interpolator for multistep methods in Nordsieck form
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2009-05-31 22:02:30 +00:00
Luc Maisonobe 273892eeca updated tests to take into account serialization changes and the new
derivatives consistency check
these tests have been converted to Junit4

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2009-05-31 22:01:17 +00:00
Luc Maisonobe 5c8715be36 added a general test utility for checking derivatives consistency across all step interpolators
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2009-05-31 21:59:03 +00:00
Luc Maisonobe 542632042d added a new test problem with polynomial behavior
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2009-05-31 21:56:52 +00:00
Luc Maisonobe 1745726d15 fixed serialization of step interpolators to allow processing them
before the associated integrator update their internal state
(i.e. when currentState is still null)

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2009-05-31 21:56:00 +00:00
Luc Maisonobe 65472945b6 added a missing @since
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2009-05-31 21:53:36 +00:00
Luc Maisonobe 4cc4579d39 use the conversion functions from MatrixUtils
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2009-05-30 18:38:23 +00:00
Luc Maisonobe aea0ab1242 added conversion utility functions for
FieldMatrix<Fraction> to RealMatrix
  FieldMatrix<BigFraction> to RealMatrix

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2009-05-30 18:36:18 +00:00
Luc Maisonobe 525418ab1c Added a way to retrieve the limited the number of functions evaluations in optimizers
(the limited number of iterations could already be retrieved)

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2009-05-27 19:47:27 +00:00
Luc Maisonobe 4a97160c1f Added a way to limit the number of functions evaluations in optimizers
(the number of iterations could already be limited)


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2009-05-27 18:54:48 +00:00
William Barker 991c2bae20 Serializable changes to util
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2009-05-25 22:24:50 +00:00
William Barker d51278d0fa Serializable changes for linear.decomposition
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2009-05-25 21:46:38 +00:00
Phil Steitz af79797eaa Added trigamma, javadoc fixes for digamma. JIRA: MATH-267. Patched by Ted Dunning.
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2009-05-25 13:20:07 +00:00
William Barker 8897d15259 Serializable changes for FieldVector and FieldMatrix
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2009-05-24 23:27:03 +00:00
Luc Maisonobe a606b79646 removed Serializable from matrix visitors interfaces and classes
it doesn't make sense for these objects as they are intended to be transient

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2009-05-24 16:44:52 +00:00
Luc Maisonobe 3a365be534 removed obsolete imports
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2009-05-24 16:28:04 +00:00
Luc Maisonobe 0b1ab10261 removed tab characters that crept in at r776939
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2009-05-24 16:24:53 +00:00
Luc Maisonobe d6d7d9cc79 added missing @Override
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2009-05-24 16:22:19 +00:00
Phil Steitz 879d61962b added missing since tags.
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2009-05-24 06:11:01 +00:00
Phil Steitz 9989286b49 Added digamma function.
JIRA: MATH-267
Contributed by Ted Dunning


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2009-05-24 06:03:19 +00:00
Phil Steitz 9f7b8346c8 Added support for Spearman's rank correlation.
JIRA: MATH-136
Thanks to John Gant


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2009-05-24 05:04:21 +00:00
Phil Steitz d3867f3831 removed duplicate assertion.
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2009-05-24 04:25:51 +00:00
William Barker d71c1c737a Serializable changes for RealMatrix
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2009-05-24 00:02:54 +00:00
William Barker 9687bd48b4 Serializable changes for RealVector
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2009-05-23 22:57:26 +00:00
Sebastian Bazley 3fa90e0aa9 Move Serializable from interface to implementations
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2009-05-23 11:48:41 +00:00
Sebastian Bazley 5220875108 Move Serializable from interface to implementations
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2009-05-23 11:44:01 +00:00
Sebastian Bazley b41ff57526 Move Serializable from interface to implementations
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2009-05-23 11:26:56 +00:00
Sebastian Bazley 982deb25d5 ReMove Serializable from interface
Implementations already implemented it

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2009-05-22 14:04:56 +00:00
Sebastian Bazley 2180b0b9fa Move Serializable from interface [New to 2.0] to implementations (some existing)
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2009-05-22 13:55:22 +00:00
Sebastian Bazley 210f2d5661 Move Serializable from interface to implementations
[New to 2.0]

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2009-05-22 13:48:21 +00:00
Sebastian Bazley 99313c1146 It's a new interface (target release 2.0, not 3.3!)
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2009-05-22 13:42:03 +00:00
Sebastian Bazley 6940829807 Drop Serializable.
Interface is new to 2.0, and not implemented except in test code, so no need to do anything further

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2009-05-22 13:36:14 +00:00
Luc Maisonobe 5ab15569ca typo
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2009-05-22 13:25:49 +00:00
Sebastian Bazley 5d33262944 Move Serializable from interface to implementation
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2009-05-22 12:58:26 +00:00
William Barker 5d887e468e I've made SparseRealVector and SparseRealMatrix to be empty marker interfaces.
I've left OpenMapRealVector.getSparcity, since I'd like to use it for benchmarking, and it doesn't hurt anyone else now.


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2009-05-22 02:33:12 +00:00
Luc Maisonobe 2039cf7825 added a test for the detection of non-invertible transforms
use Junit 4 style for tests

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2009-05-21 21:22:07 +00:00
Luc Maisonobe 7fc6ee7ff4 trigger an error when the transform is not invertible
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2009-05-21 21:21:15 +00:00
William Barker 1ed2b9afc5 Changing DenseRealMatrix to return a specific type, instead of interface type.
I beleive the consensus is to leave RealMatrixImpl and RealVectorImpl alone for now (since they were in 1.2), so that's what I'm doing.


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2009-05-21 03:24:43 +00:00
Brent Worden 7f7915b6f9 re-enabled unit test. changed testutils to use own assertEquals method to safely compare NaN values.
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2009-05-21 03:17:52 +00:00
Phil Steitz b8ad7ef606 Disabled test that fails under GUMP.
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2009-05-20 17:48:27 +00:00
Luc Maisonobe 7ad5c8196b improved hints for deprecated methods
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2009-05-19 22:08:01 +00:00
Luc Maisonobe c6002f4cd1 typo
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2009-05-19 18:44:02 +00:00
Luc Maisonobe 3352617df1 added missing @Override
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2009-05-19 18:43:23 +00:00
Phil Steitz bcccc34cba Added rank transformations.
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2009-05-19 13:31:34 +00:00
Luc Maisonobe e52b2a3ecf removed unneeded import
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2009-05-18 18:35:46 +00:00
Luc Maisonobe a41365938b removed unneeded import
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2009-05-18 18:34:20 +00:00
William Barker f3f0fcc1e4 Ok, so laking add/subtract tests now. I'll try to add later, but checking in the existing tests so that [math] will at least build.
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2009-05-18 01:05:39 +00:00
William Barker 5ce6c81490 Sparse Matrix/Vector refactoring with mostly return types changed.
Thought that getSparcity was meaninful for SparseRealVector, and added a marker for SparseRealMatrix shape.  Feel free to -1 either ;).

I found an error in the unit tests, so will commit the changes there shortly, after a review.


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2009-05-18 00:42:41 +00:00
William Barker 7a096e9712 Initial refactoring of sparse matrix/vector
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2009-05-17 22:12:50 +00:00
Luc Maisonobe 4d3b3886f9 simplified DifferentiableMultivariateVectorialFunction
the gradient and partial derivaritves can be retrieved from the jacobian
and adding them at the interface level was cumbersome for implementing
optimization problems.
Now users need to provide only the jacobian method

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2009-05-17 20:19:34 +00:00
Phil Steitz acd879648c Javadoc fix.
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2009-05-16 14:29:07 +00:00
Luc Maisonobe ebf43bf12c suppressed two warnings
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2009-05-09 15:29:55 +00:00
Luc Maisonobe 6a24e9d8a5 check computed variances in test
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2009-05-09 15:05:42 +00:00
Luc Maisonobe 2ba5fd1cbc completed internationalization of all error messages
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2009-05-09 09:57:04 +00:00
Luc Maisonobe f4dbd2ecf5 improved error messages
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2009-05-06 09:43:28 +00:00
Luc Maisonobe 6c64326a17 replaced matrix by vector where possible
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2009-05-06 09:40:13 +00:00
William Barker 659d3c4a98 Adding unit test for SparseFieldMatrix
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2009-05-06 03:26:55 +00:00
Luc Maisonobe 51cf37b631 minor style fixes (braces, javadoc ...)
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2009-05-04 10:42:16 +00:00
William Barker b5dd7a9c36 Adding unit test for SparseFieldVector
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2009-05-04 02:59:30 +00:00
William Barker e96ec32bb5 Adding equals and hashCode
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2009-05-04 02:55:21 +00:00
William Barker f479cc70b8 Adding sparse field implememtations
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2009-05-03 22:27:25 +00:00
Luc Maisonobe efaead82f7 improved error messages
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2009-05-03 18:24:31 +00:00
Luc Maisonobe ecaeaadb71 fixed various checkstyle and findbugs errors
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2009-05-03 16:28:48 +00:00
Luc Maisonobe 28257de180 added a clustering package with an implementation of k-means++
JIRA: MATH-266

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2009-05-02 19:34:51 +00:00
Luc Maisonobe d94d0a556a Added distance1, distance and distanceInf utility methods for double and int arrays in MathUtils
JIRA: MATH-265

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2009-05-01 19:29:44 +00:00
Luc Maisonobe 6f4d87e6d8 updated documentation for ODE after recent changes
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2009-04-30 13:06:04 +00:00
Luc Maisonobe d34584bb62 simplified Nordsieck transformer
extended its domain to handle several layouts for multistep state

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2009-04-30 12:05:22 +00:00
Luc Maisonobe f692b4d384 added getNorm1, getNormInf, distance1 and distanceInf to the Vector3D class
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2009-04-29 19:10:01 +00:00
Luc Maisonobe 7233afeeea typo in HTML 4 entity
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2009-04-29 18:49:30 +00:00
Luc Maisonobe ceacae9a3c Added an utility equality method between double numbers using tolerance
in ulps (Units in Last Position) 
JIRA: MATH-264

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2009-04-29 18:33:59 +00:00
William Barker e358ec6f37 Forgot to include licence :(
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2009-04-28 02:58:31 +00:00
William Barker d81b618675 Adding unit test for OpenIntToFieldHashMap
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2009-04-28 02:42:57 +00:00
Luc Maisonobe 0817c01f14 typo
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2009-04-27 19:06:29 +00:00
Luc Maisonobe 6adb238e5a event handlers in ODE now also provide the switching function variation
(increasing/decreasing) when an event occurs

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2009-04-27 16:04:03 +00:00
Luc Maisonobe 7d55da9f31 reduced test size
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2009-04-27 14:32:25 +00:00
Phil Steitz 4566fcf22c Added AggregateSummaryStatistics class to support aggregation of SummaryStatistics.
JIRA: MATH-224
Reported by Andre Panisson
Patched by John Bollinger


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2009-04-27 10:51:52 +00:00
Phil Steitz 6f47f883d6 Improved error messages.
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2009-04-26 17:14:59 +00:00
William Barker 1b2f478ffb Javadoc fixes, sorry for the noise
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2009-04-25 23:28:16 +00:00
William Barker b251802f43 Adding backing class for sparse Field vectors and matricies
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2009-04-25 22:49:38 +00:00
Luc Maisonobe 881e5114bf added javadoc
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2009-04-25 19:39:38 +00:00
Luc Maisonobe 97bbb9cf25 fixed an Adams-Moulton order error, it was one unit too large
and inconsistent with the order of the underlying predictor

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2009-04-25 16:59:19 +00:00
Sebastian Bazley 5548ffccb2 Javadoc fixes
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2009-04-25 02:01:23 +00:00
Sebastian Bazley e5ae4a4127 Unnecessary casts
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2009-04-25 02:00:44 +00:00
Sebastian Bazley 0de91bb28f Can't inheritDoc unless implementing or overriding something ...
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2009-04-25 01:58:46 +00:00
Sebastian Bazley 2dac0fc426 MATH-261 - start adding some generics to Frequency
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2009-04-23 22:52:10 +00:00
William Barker e1452ca6ea Fix equals and hashcode to do exact comparisons
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2009-04-23 04:09:27 +00:00
Luc Maisonobe 7d6a1cec1a replaced a Java6 specific signature with its Java5 counterpart
(Array.newInstance(Class<T>, int ...)  --> (Array.newInstance(Class<T>, int[])

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2009-04-22 09:39:57 +00:00
Luc Maisonobe 60d921afe9 fixed warnings about serial version ID
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2009-04-20 20:58:33 +00:00
Luc Maisonobe 514f67b19b fixed missing dimension checks
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2009-04-20 20:57:33 +00:00
Luc Maisonobe 7bbe75bdbd deprecated tests for deprecated methods
added new tests

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2009-04-20 20:53:46 +00:00
Luc Maisonobe b70bdcde87 added DenseFieldMatrix
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2009-04-20 20:19:49 +00:00
Luc Maisonobe f2f376229c use the buildArray method from base class
it has better generic parameter specification
and does initialize array elements

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2009-04-20 20:18:52 +00:00
Luc Maisonobe d9b9f81e79 use a simpler syntax for a generic static test function
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2009-04-20 20:16:48 +00:00
Luc Maisonobe 813e96bf8b converted buildArray to static, so it can be used from other static methods
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2009-04-20 20:15:39 +00:00
Luc Maisonobe e2c16f0c5c optimized isInfinite for NaN vectors
reverted hashcode back to its previous behavior to avoid breaking consistency with equals

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2009-04-20 18:42:11 +00:00
Luc Maisonobe 4853917da1 fixed checkstyle errors
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2009-04-19 16:49:56 +00:00
Luc Maisonobe 169271dd31 removed TAB characters that crept in as of r762194 two weeks ago
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2009-04-19 16:43:00 +00:00
Luc Maisonobe 2d343b1a30 added support for any kind of field in linear algebra
we can now use FieldMatrix<Fraction> and use exact LU-decomposition
on such matrices to solve linear systems

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2009-04-19 16:39:40 +00:00
Luc Maisonobe d60149c7f8 Added the generic Field/FieldElement interfaces on top
of existing Complex, Fraction and BigFraction
Added a new BigReal class wrapping a BidDecimal and implementing FieldElement

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2009-04-19 16:34:37 +00:00
Luc Maisonobe f802e004ae added Field and FieldElement interfaces to allow algorithms
operate on any type of field.
This change is related to the discussion on dev list
http://markmail.org/message/h2rmq6wo7nwqzx4w

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2009-04-19 16:31:59 +00:00
Luc Maisonobe 9b4adf4df9 fixed an error in SparseRealVector.isInfinite, NaN was not checked beforehand
fixed an error in SparseRealVector.hashcode, code did not depend on vector entries
fixed tests accordingly

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2009-04-18 15:17:12 +00:00
Luc Maisonobe ced5fe0a22 removed tests not meaningful for sparse vectors
reactivated some commented-out tests

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2009-04-17 20:31:52 +00:00
Sebastian Bazley 392e2c455c MATH-259 - throw IllegalArgument rather than ClassCast to better retain original behaviour
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2009-04-17 13:44:46 +00:00
Sebastian Bazley aa13ac4d77 MATH-259 - check for Comparable when adding values
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2009-04-17 13:34:59 +00:00
Sebastian Bazley 04d470232e Make HashMap final as it is only set in the ctors
Document behaviour of getCount(Object v) if v is not comparable
Save value of getSumFreq() from DIV/0 check so we don't calculate it twice

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2009-04-17 13:07:26 +00:00
Sebastian Bazley f641b8cb31 Remove non-thrown throws clauses
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2009-04-14 13:13:54 +00:00
Sebastian Bazley a9039284f9 Remove non-thrown throws clauses
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2009-04-14 12:52:30 +00:00
Sebastian Bazley 2774894374 Parameterise raw type
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2009-04-14 12:37:37 +00:00
Sebastian Bazley 2ab58c0b82 Remove unnecessary semi-colons
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2009-04-14 11:51:40 +00:00
Sebastian Bazley f1280575a2 Unused import
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2009-04-14 11:50:38 +00:00
Sebastian Bazley c53f6961e1 Remove unnecessary null checks
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2009-04-14 11:47:36 +00:00
Phil Steitz 6206817ffb Fixed some errors, improved content.
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2009-04-12 23:55:45 +00:00
Phil Steitz 9f0ea4e9c4 Clarified javadoc, added tests. JIRA: MATH-258
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2009-04-12 19:33:11 +00:00
Phil Steitz 5887cc0faa Fixed internal links and added covariance and correlation section.
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2009-04-12 18:52:37 +00:00
Phil Steitz 6bb4309b69 Made method names consistent, added methods to default bias-correction.
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2009-04-12 18:51:10 +00:00
Phil Steitz 3b26eea983 Changed method name to be consistent with Covariance, added double[][] compute method.
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2009-04-12 18:48:29 +00:00
Phil Steitz 53b912cb49 Fixed incorrect type spec, simplified references.
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2009-04-11 15:57:03 +00:00
Phil Steitz d271b3132c Dropped extraneous parens.
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2009-04-11 15:33:38 +00:00
Phil Steitz 023345c2c0 Dropped extraneous parens.
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2009-04-11 15:32:18 +00:00
Phil Steitz 4095d7a029 Restored some double casts to improve ensure correctness does not depend on order of operations or literal conversion, dropped uneccesary parens.
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2009-04-11 15:30:02 +00:00
Luc Maisonobe b6703d294c added a transformer between Nordsieck form and multistep form
for state history in multistep ODE integrators
(this will help implementing adaptive stepsize multistep integrators)

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2009-04-09 15:23:11 +00:00
Luc Maisonobe e94434768e removed unused import statements
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2009-04-09 15:20:53 +00:00
Luc Maisonobe 0cb711643d added a threshold for comparisons in Simplex solver
Jira: MATH-246

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2009-04-08 21:41:47 +00:00
Brent Worden 24f51faee2 MATH-197. added rejection method to poisson random variates to help with large lamda values.
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2009-04-06 01:25:34 +00:00
Luc Maisonobe 28738e0405 fixed findbugs warnings and added more explanation about the corresponding behavior in javadoc
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2009-04-05 19:10:44 +00:00
Luc Maisonobe 5acb8b11b5 added missing javadoc
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2009-04-05 18:49:01 +00:00
Luc Maisonobe f6e3a9545f Fixed inconsistent access to multidimensional array in FastFourierTransformer
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2009-04-05 18:38:32 +00:00
Luc Maisonobe 4e5126c676 fixed typo in error message
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2009-04-05 17:51:01 +00:00
Sebastian Bazley 92ba1a91e1 Cannot be null here
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2009-04-05 17:21:56 +00:00
Sebastian Bazley 1dcb726032 Make private static fields final.
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2009-04-05 17:10:23 +00:00
Sebastian Bazley c2716700dd Remove unnecessary casts and unnecessary semi-colons
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2009-04-05 16:57:52 +00:00
Sebastian Bazley e1abece416 Remove unnecessary casts, unnecessary throws and unnecessary semi-colons
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2009-04-05 16:55:59 +00:00
Luc Maisonobe a2b1aa1695 Greatly improved multiplication speed for sparse matrices
Jira: MATH-248

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2009-04-05 16:53:35 +00:00
Sebastian Bazley 7dcc9d15c5 Remove unnecessary casts
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2009-04-05 16:48:53 +00:00
Luc Maisonobe 7822849ae5 Fixed threading issues with MathException and MathRuntimeException
Jira: MATH-253

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2009-04-05 15:33:06 +00:00
Luc Maisonobe 48fcbcf982 Fixed threading issues with UnivariateRealSolverUtils factory
Jira: MATH-254

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2009-04-05 15:16:03 +00:00
Luc Maisonobe aa357e433b fixed typo
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2009-04-05 15:07:27 +00:00
Luc Maisonobe a66d215406 Reduced visibility of MessagesResources_fr.contents field to private
JIRA: MATH-255

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2009-04-05 14:36:09 +00:00
Luc Maisonobe e61119d98b added Fraction.toString()
Jira: MATH-256

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2009-04-05 14:29:03 +00:00
Luc Maisonobe 07c5922ca3 added missing @Override annotations
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2009-04-05 14:20:18 +00:00
Sebastian Bazley 37ea6e2ad7 Make private static fields final, as they are not changed currently.
[If they were mutable, this would make the class thread-hostile.]

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2009-04-04 21:08:13 +00:00
Sebastian Bazley 907b316799 Might as well make the variable final as it is private and not changed
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2009-04-04 21:05:01 +00:00
Phil Steitz 3fb0b72a90 Replaced JDK 1.6 constant.
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2009-04-04 19:41:21 +00:00
Luc Maisonobe 58a3d3b28e fixed a serialization warning
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2009-04-02 15:30:39 +00:00
Luc Maisonobe 1125b705e4 moved multistep integrator and step interpolator base classes to their corresponding generic package
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2009-04-02 15:29:45 +00:00
Luc Maisonobe 3c50c4d885 fixed a missing absolute value in a test threshold
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2009-04-02 09:05:56 +00:00
Luc Maisonobe f5618f7717 removed the constraint on low degree polynomials
when building Chebyshev, Hermite, Laguerre or Legendre polynomials

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2009-04-01 14:29:18 +00:00
Luc Maisonobe 3664a2cc7f Added add/subtract/multiply/divide functions with integer parameters to Fraction
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2009-04-01 12:15:29 +00:00
Luc Maisonobe 80419081ac optimized some fraction operations (mainly pow)
replaced pow(BigFraction) by pow(double) as it already converted the argument to double upon entry
added tests for pow

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2009-03-30 15:48:56 +00:00
Luc Maisonobe 40223343f0 Added some utility functions to compute powers with integral types (int, long, BigInteger)
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2009-03-30 15:43:14 +00:00
Luc Maisonobe e143317c7d added a test parsing very large integers
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2009-03-29 17:10:09 +00:00
Luc Maisonobe 99b46033f5 Fixed a comparison error when two different fractions evaluate to the
same double due to limited precision.
Jira: MATH-252


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2009-03-29 16:51:48 +00:00
Luc Maisonobe 312b1ca42e added proper and improper formats for BigFraction (both parsing and display)
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2009-03-29 16:33:53 +00:00
Luc Maisonobe 6a5a46783f removed an unneeded call to reduce()
(the constructor already reduces the fraction)

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2009-03-29 13:12:19 +00:00
Luc Maisonobe 2fa13fe8c5 removed BigFraction.clone() as the class is guaranteed to be immutable
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2009-03-29 13:11:13 +00:00
Luc Maisonobe 17f0dd2da5 Added a BigFraction class that does not overflow when big numerators or denominators are used.
Jira: MATH-251

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2009-03-28 18:24:11 +00:00
Luc Maisonobe e449af6e51 fixed an error in Simplex algorithm when several ambiguous solutions exist
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2009-03-27 07:56:04 +00:00
Luc Maisonobe d11d984705 fixed javadoc error
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2009-03-26 23:39:11 +00:00
Luc Maisonobe 7edb7e34f8 removed spurious import clause
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2009-03-26 23:38:37 +00:00
Luc Maisonobe 61e775706d added an implementation of Dantzig's simplex algorithm
to solve constrained linear optimization problems
JIRA: MATH-246

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2009-03-26 23:25:30 +00:00
Luc Maisonobe b2db570b31 fixed checkstyle and findbugs errors
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2009-03-26 23:00:27 +00:00
Luc Maisonobe 5404d5e1a2 updated documentation after changes in the optimization framework
JIRA: MATH-177

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2009-03-24 22:56:49 +00:00
Luc Maisonobe 2c84116a4c added an implementation of a non-linear conjugate gradient optimizer
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2009-03-24 22:16:21 +00:00
Luc Maisonobe ed8fc4a03a updated general algorithms with latest interfaces definitions
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2009-03-24 22:15:08 +00:00
Luc Maisonobe d99003bc0f updated univariate algorithms with latest interfaces definitions
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2009-03-24 22:14:03 +00:00
Luc Maisonobe c03fbc71a6 updated direct algorithms with latest interfaces definitions
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2009-03-24 22:13:27 +00:00
Luc Maisonobe 891bb84cd0 added new simple convergence checkers implementations
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2009-03-24 22:12:32 +00:00
Luc Maisonobe 2d116267b4 improved consistency in class naming with respect to functions in the analysis package
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2009-03-24 22:11:16 +00:00
Luc Maisonobe fa4c993e5d removed spurious exception in optimization
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2009-03-24 22:10:16 +00:00
Luc Maisonobe 07425ec8ae improved consistency in class naming with respect to functions in the analysis package
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2009-03-24 22:09:34 +00:00
Luc Maisonobe 70d82c4fe6 removed spurious exception in optimization
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2009-03-24 22:06:39 +00:00
Luc Maisonobe 187dd35c9a use a single set of consistent functions definitions in the analysis package
instead of one set in the analysis and another one in optimization


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2009-03-24 22:05:13 +00:00
Luc Maisonobe 31e9c848f2 fixed a forgotten counter update
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2009-03-22 13:19:05 +00:00
Luc Maisonobe 87c0ddbc6e separated iteration counter from function evaluation counters,
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

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2009-03-22 13:00:00 +00:00
Luc Maisonobe cfa4345431 renamed SimpleValueChecker into SimpleScalarValueChecker
for consistency with the vectorial checker name

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2009-03-22 12:54:45 +00:00
Luc Maisonobe 39647f7f30 fixed checkstyle and findbugs errors
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2009-03-15 21:35:38 +00:00
Luc Maisonobe 77a6b785d2 updated documentation after the redesign of the optimization package
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2009-03-15 21:34:47 +00:00
Luc Maisonobe c12aa3b936 added all necessary multi-start optimizers types
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2009-03-15 21:33:31 +00:00
Luc Maisonobe 8f6fd887f5 removed a spurious print statement
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2009-03-15 21:03:39 +00:00
Luc Maisonobe 94f9b580a5 fixed typo in package documentation
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2009-03-15 20:33:47 +00:00
Luc Maisonobe 61ca8c04df resurrected the estimation package but with all interfaces and classes deprecated
this will help users switch smoothly to the new optimization.general package

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2009-03-15 19:30:44 +00:00
Luc Maisonobe c37f06ed3a adapted old Levenberg-Marquardt estimator to new top level optimizers API
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2009-03-15 19:11:02 +00:00
Luc Maisonobe 3a0df1ba48 adapted the Gauss-Newton optimizer to the new top-level optimization interfaces
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2009-03-14 17:38:27 +00:00
Luc Maisonobe 27c1eb726a updated optimization main interfaces to handle scalar and vectorial functions
and to handle functions with or without explicit derivatives

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2009-03-14 17:35:49 +00:00
Luc Maisonobe 4f206ca3ee continued refactoring of optimization framework:
- 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.

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2009-03-04 00:07:51 +00:00
Luc Maisonobe 4a64740b4a added compareTo method with epsilon
JIRA: MATH-247

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2009-03-01 22:21:22 +00:00
Luc Maisonobe 722fc97a7a started refactoring of optimization framework:
- 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.

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2009-02-26 19:17:39 +00:00
William Barker 1cf41555f1 epsilon needs to be set before calling isZero, plus copy epsilon for append
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2009-02-25 03:32:52 +00:00
Luc Maisonobe 1fe117edf0 minor code cleanups
(error messages, javadoc, avoiding array copies, final attributes ...)

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2009-02-24 20:59:41 +00:00
Luc Maisonobe fafe306ce7 fixed wrong word in javadoc
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2009-02-21 20:21:38 +00:00
Luc Maisonobe f1ee00c759 handle NaN and infinities correctly in the MathUtils.equals method with tolerance
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2009-02-21 20:16:36 +00:00
Luc Maisonobe c1b97f87d5 fixed exception type in a test
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2009-02-21 20:02:59 +00:00
Luc Maisonobe 2f335ac471 replaced Object[] parameters by variable arguments in exceptions constructors
this allows simpler error declaration and removes the need for the strange
null argument with fixed messages

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2009-02-21 20:01:14 +00:00
Luc Maisonobe 8bf548c5e8 Fixed an error in computing gcd and lcm for some extreme values at integer range boundaries.
JIRA: MATH-243

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2009-02-21 13:54:25 +00:00
Luc Maisonobe 39a80bf2cd Added a MathUtils method to check equality given some error bounds
JIRA: MATH-247

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2009-02-21 13:36:08 +00:00
Luc Maisonobe da9117b726 added a no-args constructor for GaussNewtonEstimator
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2009-02-17 18:38:32 +00:00
Phil Steitz 4cc86649f4 Increased sensitivity of test and added another p-value verification.
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2009-02-16 13:52:33 +00:00
Phil Steitz 64fa01cd78 Added Pearsons correlation implemendation. JIRA: MATH-114
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2009-02-16 05:09:49 +00:00
Phil Steitz 2d73d9f99a Changed to persist and expose the number of observations in the source dataset.
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2009-02-16 05:04:57 +00:00
Luc Maisonobe f24bbdd41d moved the decomposition algorithms in a subpackage of the linear package
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2009-02-15 21:59:09 +00:00
Luc Maisonobe 0992284ca5 improved error messages consistency
fixed checkstyle warnings

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2009-02-15 19:15:51 +00:00
Luc Maisonobe 59e6743960 fixed findbugs warning
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2009-02-15 18:40:31 +00:00
Luc Maisonobe 3796de49e0 fixed checkstyle warnings
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2009-02-15 18:38:49 +00:00
Luc Maisonobe 098b003e18 added Cholesky decomposition
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2009-02-15 17:53:32 +00:00
Luc Maisonobe 23a8fc2592 removed references to InvalidStateException, they are never thrown
cleaned up exception messages

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2009-02-15 15:43:52 +00:00
Luc Maisonobe b29a6c1e6e moved NotPositiveDefiniteMatrixException to the linear package
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2009-02-15 15:39:50 +00:00
William Barker 63e1a2c76c Add working equals to SparseRealVector.
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.


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2009-02-15 06:46:15 +00:00
Luc Maisonobe e01294b158 Failed attempt to implement Strassen matrix multiplication on recursive layout as
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.


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2009-02-13 14:38:48 +00:00
Phil Steitz 42b68a69ce Added correlation package, Covariance class. JIRA: MATH-114
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2009-02-12 11:21:54 +00:00
William Barker 01f82aed42 remove eclipse generated equals since it doesn't work. Will add a working equals later
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2009-02-10 03:02:38 +00:00
William Barker 01ff509885 Fis some problems with equals for OpenInttoDoubleHashmap.
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2009-02-09 12:41:20 +00:00
William Barker 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).
Making  checkVectorDimensions protected instead of public on all RealVector classes.


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2009-02-09 04:50:27 +00:00
Phil Steitz d22f9559e1 Exposed sums of squares.
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2009-02-08 19:30:09 +00:00
Phil Steitz 2f227a6314 Moved matrix equality tests to TestUtils.
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2009-02-08 15:26:09 +00:00
Luc Maisonobe 94fcce51cd improved consistency between RealVector and RealMatrix API
JIRA: MATH-245

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2009-02-04 13:59:50 +00:00
Luc Maisonobe 304ae29268 applied Cyril Briquet's patch (with slight changes) to improve FastFourierTransform efficiency
JIRA: MATH-216

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2009-02-03 19:59:20 +00:00
Luc Maisonobe aa0dd1db20 javadoc typo
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2009-02-02 10:30:20 +00:00
William Barker 392f5ccdd3 revert accedental work-in-progress commit
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2009-02-02 02:50:53 +00:00
William Barker e7a7d91384 property sets
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2009-02-02 02:42:48 +00:00
William Barker 117175bc83 property sets mostly, some broken method fixes
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2009-02-02 02:40:27 +00:00
Luc Maisonobe 8ce2128585 added a PolynomialsUtils class providing factory methods for
Chebyshev, Hermite, Laguerre and Legendre polynomials
the code was extracted from mantissa and modified

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2009-02-01 21:13:55 +00:00
Luc Maisonobe 6a965532e6 fixed an error introduced by a recent change in PolynomialsFunction
(the coefficients array is automatically reduced if high degree coefficients are null)

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2009-02-01 21:06:55 +00:00
Luc Maisonobe adc64fb8cf Added add, subtract, negate, multiply and toString methods to PolynomialFunction
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2009-02-01 20:56:12 +00:00
William Barker e8bb7ce937 Adding constructors that allow specifing epsilon.
Remove the isZero(int) method, since it is inconsistant with the isZero(double) method, and this class is tightly bound to it's backing store.
Some javadoc fixes.


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2009-02-01 00:28:07 +00:00
Sebastian Bazley d957f434e4 Javadoc typos
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2009-01-31 15:53:42 +00:00
William Barker a3b466009f Initial checkin for the SparseRealVectorClass.
I know that it doesn't work 100% with the map*** methods that shouldn't be used with a sparse vector.  I'll clean those up shortly (including uncommenting unit tests).  Just want to get more eyes on this for the methods that matter.


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2009-01-31 04:51:17 +00:00
William Barker 5a589042b9 Correct bug that prevents replacing an element while using an iterator
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2009-01-28 05:20:31 +00:00
Phil Steitz bf9c5b292e Changed FractionFormat to extend NumberFormat. JIRA: MATH-189
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2009-01-25 19:28:21 +00:00
Phil Steitz 3ffa187429 Eliminated advertised exceptions that are no longer thrown.
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2009-01-24 18:38:33 +00:00
Luc Maisonobe a11930a607 various javadoc fixes
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2009-01-23 19:34:32 +00:00
Luc Maisonobe ead1ffe007 fixed missing word
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2009-01-23 19:08:11 +00:00
Luc Maisonobe 90e47e8a4a fixed missing javadoc parameter
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2009-01-23 19:05:56 +00:00
Luc Maisonobe 9fea76e338 fixed special xml characters
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2009-01-23 19:03:41 +00:00
Phil Steitz 7d54daea2a Changed NaN comparison tests to use TestUtils.assertSame.
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2009-01-23 11:30:27 +00:00
Phil Steitz c5d148896f Forced symmetry in binomialCoefficientLog and added test cases for MathUtils.
JIRA: MATH-242
Reported and patched by Christian Semrau

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2009-01-21 11:30:36 +00:00
Phil Steitz 944446a1a8 Fixed error in binomial coefficient computation
JIRA: MATH-241
Reported and patched by Christian Semrau

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2009-01-19 23:52:02 +00:00
Luc Maisonobe e8cfb4889e added a Legendre-Gauss integrator
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2009-01-19 23:40:14 +00:00
Phil Steitz 260b3a1410 No code change. Fixed spelling errors in comments.
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2009-01-19 21:25:45 +00:00
Phil Steitz e4886c0a39 Fixed error in factorial accuracy. JIRA: MATH-240.
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2009-01-19 19:43:01 +00:00
Luc Maisonobe 89db6968bc removed commented out code
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2009-01-18 21:09:42 +00:00
Luc Maisonobe 56e7606e9a improved consistency between solvers/integrators
by providing the integrand function as a parameter to integrate
rather that at construction, thus allowing reuse of a configured integrator
Jira: MATH-218

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2009-01-18 21:06:15 +00:00
Luc Maisonobe 217fe6de71 added absolute accuracy handling for integrators
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2009-01-18 20:45:16 +00:00
Luc Maisonobe e2048a1dd3 trying to recover history for solvers
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2009-01-18 19:48:52 +00:00
Luc Maisonobe 2e405f1724 fixed various minor bugs identified by checkstyle and findbugs
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2009-01-18 16:57:29 +00:00
Luc Maisonobe e6e70980dd added missing header
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2009-01-18 16:13:12 +00:00
Luc Maisonobe e60e3de474 Added a new minimization package with an implementation of the Brent algorithm
contributed by Gilles Sadowski.
The implementation needs some testing as it seems to never use the parabola fitting
and only relying on golden section. This may be due to the refactoring I did on
the original patch.
Jira: MATH-177

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2009-01-18 15:39:35 +00:00
Luc Maisonobe e7c3207b05 extracted a superinterface ConvergingAlgorithm from UnivariateRealSolver
for later reuse by upcoming minimization algorithms

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2009-01-18 14:47:51 +00:00
Luc Maisonobe eab127dce3 split the analysis package into several sub-packages
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2009-01-18 13:17:58 +00:00
Luc Maisonobe 1e3c634cb9 split the analysis package into several sub-packages
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2009-01-18 13:07:22 +00:00
Phil Steitz d326b9e467 javadoc formatting only.
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2009-01-17 17:08:10 +00:00
Luc Maisonobe dabf3a5beb fixed overflow error in gdc computation
JIRA: MATH-238

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2009-01-16 23:06:32 +00:00
Phil Steitz 4564adbf19 Changed return type of nthRoot to List
Renamed getPhi to getArgument
Changed and documented behavior of nthRoot wrt NaN, infinite components
Improved nth root computation
Added some test cases

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2009-01-06 03:46:29 +00:00
Phil Steitz e7ffb6ebc9 Changed covariance matrix computation to use QR decomp.
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2009-01-05 01:01:16 +00:00
Phil Steitz e7911e6efa Added standard errors.
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2009-01-04 20:39:45 +00:00
Luc Maisonobe f2b72fc248 added missing (inherited) javadoc
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2009-01-04 19:13:22 +00:00
Luc Maisonobe 453ba37f7a removed unused exception clause
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2009-01-04 19:12:52 +00:00
Luc Maisonobe 27561f331c added missing header
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2009-01-04 19:10:49 +00:00
Luc Maisonobe 6aa3cd95c3 removed all external decomposition solvers
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2009-01-04 19:02:14 +00:00
Phil Steitz 5e6d73f239 Javadoc only. Cleanup formatting.
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2009-01-04 18:38:29 +00:00
Luc Maisonobe 2cd4edae04 simplified tests
added new tests

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2009-01-04 18:08:50 +00:00
Luc Maisonobe d27f56a6d4 fixed a dimension error with under-determined problems
removed IllegalStateException
create a DenseRealMatrix when solving A.X = B

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2009-01-04 18:08:18 +00:00
Luc Maisonobe 728e7b227d fixed a block width computation error
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2009-01-04 16:14:34 +00:00
Luc Maisonobe effa1be80d fixed wrong matrix type in test ...
sorry

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2009-01-04 12:40:04 +00:00
Luc Maisonobe 38d8f7434f new tests
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2009-01-04 12:36:37 +00:00
Luc Maisonobe 0a57f0e60d added a missing error message
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2009-01-04 12:10:20 +00:00
Luc Maisonobe 937d4feabc avoid ugly call to getDataRef that relies on vector internal implementation
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2009-01-04 12:09:53 +00:00
Luc Maisonobe 1336db1d5c added copySubmatrix methods
use matrix visitors to implement some existing methods more efficiently

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2009-01-04 12:07:43 +00:00
Luc Maisonobe 49cea9feed added default implementations of the matrix visitors interfaces
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2009-01-04 12:06:44 +00:00
Phil Steitz 4572684320 Added hat matrix computation.
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2009-01-04 04:11:25 +00:00
Phil Steitz bede64cd3f Changed to use updated decomp API.
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2009-01-03 20:50:35 +00:00
Luc Maisonobe dc68d63d33 added a static method createBlocksLayout to prepare array before constructing the matrix
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2009-01-02 20:21:09 +00:00
Luc Maisonobe da54a21c78 added a way to build dense matrices from data already in block layout
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2009-01-02 20:13:10 +00:00
Luc Maisonobe d4e1481478 added a configurable value for missing entries in OpenIntToDoubleHashMap
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2009-01-02 17:53:44 +00:00
Luc Maisonobe 89c80e938e added column walking order
renamed walkInInternalOrder into walkInOptimizedOrder

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2009-01-02 17:07:42 +00:00
Luc Maisonobe 75f8b0afb1 fixed typos
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2008-12-29 10:07:49 +00:00
Luc Maisonobe 7e2fad01b3 fixed a forgotten scaling factor in inverse Hadamard transform
added integer Hadamard transform
note that the integer transform inverse is not always an integer transform

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2008-12-29 09:56:18 +00:00
Luc Maisonobe ed35ae3dee replaced TeX formulas by HTML formulas
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2008-12-28 20:21:27 +00:00
Luc Maisonobe dff725b2e8 Added a RealTransformer interface on top of cosine, sine and Hadamard transforms.
The Fourier transform cannot implement this interface since it produces complex results.
Improved error messages.

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2008-12-28 18:09:28 +00:00
Luc Maisonobe f8cc8e9d37 Added method to walk matrix entries with or without changing them in the
visitor design pattern sense. Two different orders can be used, row by row
of following internal storage. Internal order should be preferred when no
specific order is needed, because it will be more cache efficient.


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2008-12-27 20:55:12 +00:00
Luc Maisonobe 6e5a114c7a added Fast Hadamard Transform
JIRA: MATH-215

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2008-12-27 20:24:05 +00:00
Luc Maisonobe c4126f3174 added nth root computation for complex numbers
JIRA: MATH-236

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2008-12-27 16:23:43 +00:00
Luc Maisonobe 9eccfc3c46 fixed javadoc comment
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2008-12-25 18:06:19 +00:00
Luc Maisonobe a1a7822552 removed unused method
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2008-12-24 11:56:22 +00:00
Luc Maisonobe 1c90b51196 replaced use of deprecated method
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2008-12-24 11:55:42 +00:00
Luc Maisonobe 17a35b2e8c fixed various errors and warnings detected by checkstyle and findbugs
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2008-12-24 10:47:53 +00:00
Luc Maisonobe 0e1654b627 added new cache-friendly specializations of get/set/operate/premultiply methods
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2008-12-23 23:30:33 +00:00