57e0c33a52
MATH-227. fixed F distribution inverse CDF computation for small denominator degrees of freedom.
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@699157 13f79535-47bb-0310-9956-ffa450edef68
2008-09-26 03:09:53 +00:00
e1e21f2f68
Fixed an error in CorrelatedRandomVectorGenerator leading to a component of the generated vector being constant
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JIRA: MATH-226
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@696054 13f79535-47bb-0310-9956-ffa450edef68
2008-09-16 21:00:28 +00:00
7684119c58
Greatly improved QR-decomposition speed using transposed matrices internally
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JIRA: MATH-223
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@695251 13f79535-47bb-0310-9956-ffa450edef68
2008-09-14 16:38:11 +00:00
f4c984a31b
Fixed an infinite loop encountered in some backward integration cases for ODE solvers
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@694197 13f79535-47bb-0310-9956-ffa450edef68
2008-09-11 09:57:11 +00:00
81c6a9a29d
added beta distribution
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JIRA: MATH-222
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@693959 13f79535-47bb-0310-9956-ffa450edef68
2008-09-10 19:55:08 +00:00
0420458997
distribution factory was removed after 1.2 release
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@693957 13f79535-47bb-0310-9956-ffa450edef68
2008-09-10 19:53:40 +00:00
f125ff3ce2
fixed typo
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@693862 13f79535-47bb-0310-9956-ffa450edef68
2008-09-10 14:51:12 +00:00
dc2767c461
added Ted Dunning to the list of contributors (for probability density functions)
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@693607 13f79535-47bb-0310-9956-ffa450edef68
2008-09-09 20:59:01 +00:00
e8a6f1a76c
Added probability density functions computation for distributions for which it is feasible
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JIRA: MATH-222
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@693598 13f79535-47bb-0310-9956-ffa450edef68
2008-09-09 20:37:08 +00:00
66759ef52a
added matrix transformer to bi-diagonal shape
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(for later use by singular value decomposition)
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@691551 13f79535-47bb-0310-9956-ffa450edef68
2008-09-03 09:18:29 +00:00
60cd425556
typos
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@690941 13f79535-47bb-0310-9956-ffa450edef68
2008-09-01 11:42:08 +00:00
fb17113403
removed spurious throws clause
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@690934 13f79535-47bb-0310-9956-ffa450edef68
2008-09-01 10:42:28 +00:00
481a091105
added a decompose method to the base DecompositionSolver interface
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to allow a solver to decompose a matrix after construction.
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@690803 13f79535-47bb-0310-9956-ffa450edef68
2008-08-31 22:28:55 +00:00
c1f2e60e81
Changed the equals() methods from RealMatrixImpl, RealVectorImpl and Vector3D
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so that they consider +0 and -0 are equal, as required by IEEE-754 standard.
These were bugs similar to MATH-221 for Complex.
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@690314 13f79535-47bb-0310-9956-ffa450edef68
2008-08-29 16:17:33 +00:00
94cf29c4e3
Changed the Complex.equals() method so that it considers +0 and -0 are equal,
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as required by IEEE-754 standard.
JIRA: MATH-221
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@690308 13f79535-47bb-0310-9956-ffa450edef68
2008-08-29 15:46:22 +00:00
a48a97b37f
added JAMA-like LU-decomposition
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@687519 13f79535-47bb-0310-9956-ffa450edef68
2008-08-21 00:19:48 +00:00
3c72402b42
Upgrade to latest clirr plugin version 2.2.2 (fixes problem downloading the old artifact from the repo)
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@687302 13f79535-47bb-0310-9956-ffa450edef68
2008-08-20 12:56:47 +00:00
7f35915afd
Upgrade to latest clirr plugin version 2.2.2 (fixes problem downloading the old artifact from the repo)
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@687301 13f79535-47bb-0310-9956-ffa450edef68
2008-08-20 12:56:25 +00:00
3dd6fe1807
Started work on JAMA-like interfaces.
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This first step is an enhancement of the existing QR-decomposition interface and associated implementation in JAMA-style, i.e with added getH() method and most importantly various solve methods for least-squares solution of the A * X = B equation.
JIRA: MATH-220
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@687167 13f79535-47bb-0310-9956-ffa450edef68
2008-08-19 21:41:17 +00:00
07e312f0c3
added removeData methods to the SimpleRegression class.
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This allows to support regression calculations across a
sliding window of (time-based) observations without having
to recalculate for the entire window every time.
JIRA: MATH-219
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@687021 13f79535-47bb-0310-9956-ffa450edef68
2008-08-19 11:18:10 +00:00
be008314f3
fixed typo
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@683434 13f79535-47bb-0310-9956-ffa450edef68
2008-08-06 22:38:28 +00:00
9d3b1d2f16
added createRealVector for consistency with Matrix factory methods
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@682190 13f79535-47bb-0310-9956-ffa450edef68
2008-08-03 16:12:48 +00:00
2e82f1fcdc
Support for one dimensional vectors has been added to the linear algebra
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package with a RealVector interface, a RealVectorImpl default implementation
using a single double array to store elements and a RealVectorFormat class for
input/output.
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@680172 13f79535-47bb-0310-9956-ffa450edef68
2008-07-27 19:48:17 +00:00
b47b287663
Support for one dimensional vectors has been added to the linear algebra
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package with a RealVector interface, a RealVectorImpl default implementation
using a single double array to store elements and a RealVectorFormat class for
input/output.
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@680166 13f79535-47bb-0310-9956-ffa450edef68
2008-07-27 19:15:22 +00:00
6ef68ad4a9
Javadoc fixes.
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@680165 13f79535-47bb-0310-9956-ffa450edef68
2008-07-27 19:11:33 +00:00
a77322c262
Changed OLSMultipleLinearRegression implementation to use QR decomposition to
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solve the normal equations.
JIRA: MATH-217
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@680162 13f79535-47bb-0310-9956-ffa450edef68
2008-07-27 18:52:38 +00:00
38f83e6070
updated minimum java version required
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@680144 13f79535-47bb-0310-9956-ffa450edef68
2008-07-27 16:28:43 +00:00
c7c19df2da
improved explanation of NaN coordinates
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@680123 13f79535-47bb-0310-9956-ffa450edef68
2008-07-27 15:17:37 +00:00
8560c231d5
fixed javadoc
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@680121 13f79535-47bb-0310-9956-ffa450edef68
2008-07-27 15:11:43 +00:00
083f748403
fixed javadoc comments pasted from ComplexFormat without care
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@680113 13f79535-47bb-0310-9956-ffa450edef68
2008-07-27 14:34:37 +00:00
3a8e7620e3
fixed typo
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@680111 13f79535-47bb-0310-9956-ffa450edef68
2008-07-27 14:30:43 +00:00
a7cd35389d
reverting a return type changed inadvertently
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@680036 13f79535-47bb-0310-9956-ffa450edef68
2008-07-26 20:00:29 +00:00
4da38a0b39
added in user guide a reference to the Vector3DFormat class for input/output.
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@680034 13f79535-47bb-0310-9956-ffa450edef68
2008-07-26 19:47:56 +00:00
ac99bbd13c
filtered out findbugs warnings for intentional and documented features
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@680032 13f79535-47bb-0310-9956-ffa450edef68
2008-07-26 19:35:35 +00:00
ccbe22eb02
added a Vector3DFormat class
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@680029 13f79535-47bb-0310-9956-ffa450edef68
2008-07-26 18:31:41 +00:00
7004e490aa
extracted a CompositeFormat base class from ComplexFormat
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@680026 13f79535-47bb-0310-9956-ffa450edef68
2008-07-26 18:28:45 +00:00
51a7a27740
change commons-parent to version 11
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@678500 13f79535-47bb-0310-9956-ffa450edef68
2008-07-21 17:45:31 +00:00
60131cca73
change commons-parent to version 11
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@678495 13f79535-47bb-0310-9956-ffa450edef68
2008-07-21 17:43:58 +00:00
f745b46abf
fixed javadoc related checkstyle errors
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@676891 13f79535-47bb-0310-9956-ffa450edef68
2008-07-15 11:53:23 +00:00
642e3f63f2
removed false comment
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(coefficients are not cached, they are computed for each new instance)
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@676882 13f79535-47bb-0310-9956-ffa450edef68
2008-07-15 11:34:46 +00:00
8365d33be2
New ODE integrators have been added: the explicit Adams-Bashforth and implicit
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Adams-Moulton multistep methods. These methods support customizable starter
integrators and support discrete events even during the start phase.
All these methods provide the same rich features has the existing ones:
continuous output, step handlers, discrete events, G-stop ...
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@676737 13f79535-47bb-0310-9956-ffa450edef68
2008-07-14 21:13:23 +00:00
4fb3ee4e70
preparing test to work with multistep integrators
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@676622 13f79535-47bb-0310-9956-ffa450edef68
2008-07-14 15:16:11 +00:00
a28698bb0c
fixed test which did not bounce properly when convergence setting was low
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@676620 13f79535-47bb-0310-9956-ffa450edef68
2008-07-14 15:14:42 +00:00
0c125f71ed
fixed a problem preventing integration stop when end time was exactly 0
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@676618 13f79535-47bb-0310-9956-ffa450edef68
2008-07-14 15:12:36 +00:00
e1306edb51
fixed step size handling in borderline cases.
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When an even occurred at step start, the step size dropped to zero
which put integration in an infinite loop
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@676615 13f79535-47bb-0310-9956-ffa450edef68
2008-07-14 15:08:51 +00:00
87d350f022
FixedStepHandler now extends Serializable.
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This should have been done before when the integrator and problem
interfaces were changed too, but was forgotten.
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@676612 13f79535-47bb-0310-9956-ffa450edef68
2008-07-14 14:58:57 +00:00
77cd728359
improved robustness in case of events just at integration start
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When an event occurs exactly at integration start, the first truncated
steps ends up with zero size. This induced problems with forward/backward
sensing based on this step alone. This also induced an infinite loop in
the calling integrators.
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@676610 13f79535-47bb-0310-9956-ffa450edef68
2008-07-14 14:51:33 +00:00
1c3e5de60b
fixed a problem introduced by recent changes,
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thanks to Phil to spot it
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@676291 13f79535-47bb-0310-9956-ffa450edef68
2008-07-13 09:55:01 +00:00
22d13e1232
Refactored data specification in multiple regression api. JIRA: MATH-255. Patched by Mauro Televi.
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git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@676241 13f79535-47bb-0310-9956-ffa450edef68
2008-07-12 21:41:17 +00:00
b51a782d1b
Simplified integration end handling using the same method as other integrators
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(based on a dedicated event handler)
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@675589 13f79535-47bb-0310-9956-ffa450edef68
2008-07-10 14:22:13 +00:00
Brent Worden
Luc Maisonobe
Niall Pemberton
Phil Steitz