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Author SHA1 Message Date
Luc Maisonobe
fcb63bbdac added a test ensuring the part of the symmetric matrix below the diagonal is never used 
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@701810 13f79535-47bb-0310-9956-ffa450edef68
 2008-10-05 15:37:02 +00:00
Luc Maisonobe
50f694b7a0 improved javadoc 
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@701809 13f79535-47bb-0310-9956-ffa450edef68
 2008-10-05 15:36:20 +00:00
Luc Maisonobe
4f7ede1974 fixed typo 
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@701642 13f79535-47bb-0310-9956-ffa450edef68
 2008-10-04 13:43:57 +00:00
Luc Maisonobe
7d5ea6a074 added interfaces for eigen decomposition and for singular value decomposition 
the implementation for this interfaces is not ready yet, but it seems
important to show what the interface will look like.
JIRA: MATH-220

git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@700492 13f79535-47bb-0310-9956-ffa450edef68
 2008-09-30 15:09:17 +00:00
Luc Maisonobe
94f1e9e013 improved javadoc 
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@700491 13f79535-47bb-0310-9956-ffa450edef68
 2008-09-30 15:05:10 +00:00
Luc Maisonobe
e95b705442 updated userguide after deprecation of internal LU decomposition in linear algebra 
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@700367 13f79535-47bb-0310-9956-ffa450edef68
 2008-09-30 07:15:05 +00:00
Luc Maisonobe
bfea325efd added a transformer from symmetric matrix to tri-diagonal matrix 
(this is only for internal purposes only yet, it will be used later)

git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@700272 13f79535-47bb-0310-9956-ffa450edef68
 2008-09-29 21:47:41 +00:00
Luc Maisonobe
58e8113ee0 fixed indentation (sorry) 
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@699857 13f79535-47bb-0310-9956-ffa450edef68
 2008-09-28 16:31:33 +00:00
Luc Maisonobe
a83b792eb0 fixed an matrix mismatch error 
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@699855 13f79535-47bb-0310-9956-ffa450edef68
 2008-09-28 16:28:50 +00:00
Luc Maisonobe
8260edaaf6 added a getQT() method to QRDecomposition interface 
compute Q by transposing QT rather than the other way round for efficiency
JIRA: MATH-223

git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@699850 13f79535-47bb-0310-9956-ffa450edef68
 2008-09-28 16:17:41 +00:00
Luc Maisonobe
19a6674a57 slight optimization: 
cached pointers to row vectors from double arrays
wherever the same row was used in a loop, to avoid
double index computation/range check

git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@699846 13f79535-47bb-0310-9956-ffa450edef68
 2008-09-28 15:59:14 +00:00
Luc Maisonobe
670ebf6f93 Replaced internal LU-decomposition by the external class. 
Deprecated the direct call to these methods as users should
really be able to choose the type of solver they want.
LU-decomposition is only one possibility among others like
QR-decomposition.

git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@699845 13f79535-47bb-0310-9956-ffa450edef68
 2008-09-28 15:55:15 +00:00
Luc Maisonobe
d3f7151590 pulled some solve-related methods higher in the classes hierarchy 
(isNonSinglular(), getInverse())

git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@699844 13f79535-47bb-0310-9956-ffa450edef68
 2008-09-28 15:51:47 +00:00
Phil Steitz
44e04f2a0a Fixed error in javadoc added in r699704 
JIRA: MATH-207




git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@699762 13f79535-47bb-0310-9956-ffa450edef68
 2008-09-28 02:07:19 +00:00
Phil Steitz
6460cd272a Eliminated the "mutation requirement" in nextGeneration method. 
Added algorithm description in javadoc.
JIRA: MATH-207
Reported and patched by David Stefka




git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@699704 13f79535-47bb-0310-9956-ffa450edef68
 2008-09-27 18:05:19 +00:00
Luc Maisonobe
dbd8ffb54f propagated trunk changes from r699157 into branch 2.0 
MATH-227.  fixed F distribution inverse CDF computation for small denominator degrees of freedom.

git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@699468 13f79535-47bb-0310-9956-ffa450edef68
 2008-09-26 19:51:13 +00:00
Luc Maisonobe
e1e21f2f68 Fixed an error in CorrelatedRandomVectorGenerator leading to a component of the generated vector being constant 
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
Luc Maisonobe
7684119c58 Greatly improved QR-decomposition speed using transposed matrices internally 
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
Luc Maisonobe
f4c984a31b Fixed an infinite loop encountered in some backward integration cases for ODE solvers 
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
Luc Maisonobe
81c6a9a29d added beta distribution 
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
Luc Maisonobe
0420458997 distribution factory was removed after 1.2 release 
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
Luc Maisonobe
f125ff3ce2 fixed typo 
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
Luc Maisonobe
dc2767c461 added Ted Dunning to the list of contributors (for probability density functions) 
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
Luc Maisonobe
e8a6f1a76c Added probability density functions computation for distributions for which it is feasible 
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
Luc Maisonobe
66759ef52a added matrix transformer to bi-diagonal shape 
(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
Luc Maisonobe
60cd425556 typos 
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
Luc Maisonobe
fb17113403 removed spurious throws clause 
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
Luc Maisonobe
481a091105 added a decompose method to the base DecompositionSolver interface 
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
Luc Maisonobe
c1f2e60e81 Changed the equals() methods from RealMatrixImpl, RealVectorImpl and Vector3D 
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
Luc Maisonobe
94cf29c4e3 Changed the Complex.equals() method so that it considers +0 and -0 are equal, 
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
Luc Maisonobe
a48a97b37f added JAMA-like LU-decomposition 
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
Niall Pemberton
3c72402b42 Upgrade to latest clirr plugin version 2.2.2 (fixes problem downloading the old artifact from the repo) 
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
Luc Maisonobe
3dd6fe1807 Started work on JAMA-like interfaces. 
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
Luc Maisonobe
07e312f0c3 added removeData methods to the SimpleRegression class. 
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
Luc Maisonobe
be008314f3 fixed typo 
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
Luc Maisonobe
9d3b1d2f16 added createRealVector for consistency with Matrix factory methods 
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
Luc Maisonobe
2e82f1fcdc Support for one dimensional vectors has been added to the linear algebra 
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
Luc Maisonobe
b47b287663 Support for one dimensional vectors has been added to the linear algebra 
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
Phil Steitz
6ef68ad4a9 Javadoc fixes. 
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
Phil Steitz
a77322c262 Changed OLSMultipleLinearRegression implementation to use QR decomposition to 
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
Luc Maisonobe
38f83e6070 updated minimum java version required 
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
Luc Maisonobe
c7c19df2da improved explanation of NaN coordinates 
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
Luc Maisonobe
8560c231d5 fixed javadoc 
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
Luc Maisonobe
083f748403 fixed javadoc comments pasted from ComplexFormat without care 
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
Luc Maisonobe
3a8e7620e3 fixed typo 
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
Luc Maisonobe
a7cd35389d reverting a return type changed inadvertently 
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/branches/MATH_2_0@680036 13f79535-47bb-0310-9956-ffa450edef68
 2008-07-26 20:00:29 +00:00
Luc Maisonobe
4da38a0b39 added in user guide a reference to the Vector3DFormat class for input/output. 
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
Luc Maisonobe
ac99bbd13c filtered out findbugs warnings for intentional and documented features 
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
Luc Maisonobe
ccbe22eb02 added a Vector3DFormat class 
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
Luc Maisonobe
7004e490aa extracted a CompositeFormat base class from ComplexFormat 
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