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Apache Commons Math Version 2.0
RELEASE NOTES
This is a major release. It combines bug fixes, new features and
changes to existing features. Most notable among the new features are:
- decomposition algorithms in the linear algebra package (LU, QR, Cholesky,
SVD, eigen decomposition) which are based on the popular JAMA API (but
much faster),
- support for sparse matrices and vectors,
- support for any field-based matrix (Complex, Fraction ...),
- support for genetic algorithms
- several new optimization algorithms (Dantzig's simplex for linear
constrained problems, conjugate gradient, Brent)
- support for curve fitting with special cases for harmonic and polynomial
functions
- support for state derivative in ODE step handlers
- new multistep integrators (Adams-Bashforth and Adams-Moulton) with
variable stepsize
- regression algorithms
- rank transformations
- Mersenne twister pseudo random number generator
This release is NOT source and binary compatible with earlier versions
of Commons Math. Starting with version 2.0 of the library, the minimal
version of the Java platform required to compile and use commons-math
is Java 5. Users are encouraged to upgrade to this version, as in addition
to new features, this release includes numerous bug fixes. Users of
Commons Math 1.0-1.2 should recompile their code against the 2.0 jar.
Most of the compilation errors users will encounter after the switch
will be due to classes moved due to package reorganization. These errors
are simply solved by adjusting the import statements in users code.
Users can ask for help with migration or any other problem related
to commons math by sending a message to the apache commons users
mailing list: user@commons.apache.org.
SUMMARY OF CHANGES
New features:
o Added curve fitting with a general case and two specific cases
(polynomial and harmonic).
o Added a way to limit the number of functions evaluations in
optimizers (the number of iterations could already be limited)
Thanks to Gilles Sadowski.
o Added support for rank transformations.
o Added an implementation of the Mersenne twister pseudo random number
generator from Makoto Matsumoto and Takuji Nishimura
o Added support for any type of field in linear algebra (FielxMatrix,
FieldVector, FieldLUDecomposition)
o The RealMatrixImpl implementation classes has been renamed
Array2DRowRealMatrix to reflect its specificities and for
consistency with the new implementations. The previous name is still
available but is deprecated
o Added a block-based storage type for dense matrices improving speed
for large dimensions
o Added AggregateSummaryStatistics class to support aggregation of
SummaryStatistics. Thanks to John Bollinger.
o Added general Field and FieldElement interfaces to allow generic
algorithms to operate on fields. The library already provides
several implementations: Complex, Fraction, BigFraction and BigReal
o Added a SparseRealVector class that implements a sparse vector for
the RealVector interface.
o Added a getCovariance method to singular value decomposition Thanks
to Dimitri Pourbaix.
o Added method to walk matrix entries with or without changing them in
the visitor design pattern sense. Three different orders can be
used, row by row, column by column or optimized order according to
internal storage. Optimized order should be preferred when no
specific order is needed, because it will be more cache efficient.
o Added an int/double hash map (OpenIntToDoubleHashMap) with much
smaller memory overhead than standard java.util.Map (open addressing
and no boxing). Thanks to Ismael Juma.
o 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 for input/output. Thanks to Andreas Rieger.
o New ODE integrators have been added: the explicit Adams-Bashforth
and implicit Adams-Moulton multistep methods. As the implementations
of these methods are based on Nordsieck vector rather than a
traditional array of previous steps, they both have been improved to
handle adaptive stepsize. These methods provide the same rich
features has the existing ones: continuous output, step handlers,
discrete events, G-stop ...
o All ODE integrators now support setting a maximal number of
evaluations of differential equations function. If this number is
exceeded, an exception will be thrown during integration. This can
be used to prevent infinite loops if for example error control or
discrete events create a really large number of extremely small
steps.
o All step interpolators for ODE integrators now provide interpolation
for both the state and its time derivatives. The interpolated
derivatives are the exact derivatives of the interpolated state,
thus preserving consistency. The general step handlers hence do not
need to call the derivation function anymore. The fixed step
handlers also get the time derivative of the state as an additional
argument along with the state when they are called.
o Switching functions can now throw dedicated SwitchException from all
their method. At upper call level, the various ODE integrators
handle these new exceptions and wrap them into IntegratorException
instances, hence the integrators methods signature did not change.
o Added factory methods to create Chebyshev, Hermite, Laguerre and
Legendre polynomials.
o Added add, subtract, negate, multiply and toString methods to
PolynomialFunction.
o Added a Legendre-Gauss integrator.
o Added add/subtract/multiply/divide functions with integer parameters
to Fraction
o Added some utility functions to compute powers with integral types
(int, long, BigInteger).
o Added a scalb method in MathUtils. This method is similar to the
method with same name added in java.lang.Math as of Java 6.
o Added several convenience methods and constants for Vector3D and
Rotation.
o MATH-114: Added PearsonsCorrelation class to compute correlation
matrices, standard errors and p-values for correlation
coefficients. Thanks to John Gant.
o MATH-114: Added Covariance class to compute variance-covariance
matrices in new correlation package.
o MATH-136: Added Spearman's rank correlation
(SpearmansCorrelation). Thanks to John Gant.
o MATH-152: Added support for multi-dimensional Fourier
transform. Thanks to Remi Arntzen.
o MATH-177: Added a new univariate sub-package below the optimization
package. Thanks to Gilles Sadowski.
o MATH-178: Added support for the Zipf distribution. Thanks to Paul
Cowan.
o MATH-202: Added the getSwitchingFunctions and
clearSwitchingFunctions to the FirstOrderIntegrator interface and
all its implementations
o MATH-203: Added Mauro's patch to support multiple regression. Thanks
to Mauro Talevi.
o MATH-212: Added support for copying statistics. Changes to stats
classes include copy constructor, static copy(-,-) and instance
copy() methods. Added copy() to UnivariateStatistic and
StorelessUnivariateStatistic interfaces. Thanks to Jason
C. HandUber.
o MATH-215: Added Fast Hadamard Transform. Thanks to Bernhard
Grünewaldt.
o MATH-219: Added removeData methods for 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. Thanks to Andrew
Berry.
o MATH-220: Added JAMA-like interfaces for eigen/singular
problems. The implementation are based on the very quick dqd/dqds
algorithms and some parts of the MRRR algorithm. This leads to very
fast and accurate solutions.
o MATH-220: Added JAMA-like interfaces for decomposition
algorithms. These interfaces decompose a matrix as a product of
several other matrices with predefined properties and shapes
depending on the algorithm. These algorithms allow to solve the
equation A * X = B, either for an exact linear solution
(LU-decomposition, Cholesky decomposition) or an exact or
least-squares solution (QR-decomposition).
o MATH-222: Added beta distribution. Thanks to Ted Dunning.
o MATH-222: Added probability density functions computation for
distributions for which it is feasible. Thanks to Ted Dunning.
o MATH-229: Added a removal feature for observations in descriptive
statistics. Thanks to Cyril Briquet.
o MATH-230: Added support for sparse matrix. Thanks to Sujit Pal and
Ismael Juma.
o MATH-231: Added an abstract matrix implementation simplifying
extension by users.
o MATH-232: Added Frobenius matrix norm.
o MATH-234: Added setter methods for rows and columns in matrices.
o MATH-236: Added nth root computation for complex numbers. Thanks to
Bernhard Grünewaldt.
o MATH-246: Added an optimizer for constrained linear problems based
on 2-phases standard simplex. Thanks to Benjamin McCann.
o MATH-247: Added a MathUtils method to check equality given some
error bounds. Thanks to Benjamin McCann.
o MATH-251: Added a BigFraction class that does not overflow when big
numerators or denominators are used. Thanks to Benjamin Croizet.
o MATH-256: Added Fraction.toString()
o MATH-266: Added a clustering package with an implementation of the
k-means++ algorithm Thanks to Benjamin McCann.
o MATH-267: Added digamma function. Thanks to Ted Dunning.
o MATH-277: Added a scalar multiply to the Complex class Thanks to
Mark Anderson.
o MATH-278: Added robust locally weighted regression (Loess). Thanks
to Eugene Kirpichov.
o MATH-279: Added a check for too few rows with respect to the number
of predictors in linear regression Thanks to Michael Bjorkegren.
Fixed Bugs:
o Fixed an infinite loop encountered in some backward integration
cases for ODE solvers. Thanks to Pascal Parraud.
o Fixed inconsistencies in the naming scheme for static fields in
Vector3D and Rotation with respect to the overall library.
o MATH-177: Redesigned the optimization framework for a simpler yet
more powerful API. Added non-linear conjugate gradient optimizer.
o MATH-193: Javadoc and style fixes. Thanks to Michael Heuer and Sebb.
o MATH-198: Added an error detection for missing imaginary character
while parsing complex string Thanks to Frederick Salardi.
o MATH-199: Detect numerical problems in Q.R decomposition for
Levenberg-Marquardt estimator and report them appropriately Thanks
to Mick.
o MATH-200: Fixed several crashes in getCovariances() and
guessParametersErrors() in AbstractEstimator when some parameters
are bound. The methods now explicitly give result only about unbound
parameters. Thanks to Plamen Petrov.
o MATH-201: Fixed truncation error in t-test classes for large t
values. Thanks to Peter Wyngaard.
o MATH-204: Added root checks for the endpoints. Thanks to Mick.
o MATH-205: Fixed formula in fast cosine transformer javadoc
comments. Thanks to Roman Werpachowski.
o MATH-207: Added Genetic Algorithm implementation. Thanks to David
Stefka.
o MATH-209: Fixed dimension error on output vector for the operate
method in RealMatrixImpl and BigMatrixImpl classes. Thanks to Thomas
Chust.
o MATH-210: Changed return type for
FirstOrderIntegrator.getSwitchingFunctions() to a collection of
SwitchingFunction instances. This better suits the intended use of
the method and fixes a visibility error since the previous return
type referenced the package private SwitchState class.
o MATH-213: Changed return type for FirstOrderIntegrator.integrate()
to double in order to retrieve exact stop time. This allows to
handle properly integration interruption due to an EventHandler
instance asking to stop the integration when its associated event is
triggered. The state was already set to the current state at
interruption time, but it was difficult to get the corresponding
time (it involved setting a step handler monitoring the last step
specially).
o MATH-214: Replaced size adjustment of all steps of fixed steps
Runge-Kutta integrators by a truncation of the last step only.
o MATH-216: Improved fast Fourier transform efficiency. Thanks to
Cyril Briquet.
o MATH-221: Changed the Complex.equals() method so that it considers
+0 and -0 are equal, as required by IEEE-754 standard. Thanks to
Dieter Roth.
o MATH-223: Greatly improved QR-decomposition speed using transposed
matrices internally. Thanks to John Mulcahy.
o MATH-226: Fixed an error in CorrelatedRandomVectorGenerator leading
to a component of the generated vector being constant. Thanks to
Stuart Siegel.
o MATH-227: Fixed F distribution inverse CDF computation for small
denominator degrees of freedom. Thanks to Joerg Henning.
o MATH-238: Fixed an error in gcd computation for large values. Thanks
to Christian Semrau.
o MATH-240: Fixed error in factorial computation for 17 <= n <= 20.
Thanks to Christian Semrau.
o MATH-241: Fixed error in binomial coefficient computation. Thanks to
Christian Semrau.
o MATH-243: Fixed an error in computing gcd and lcm for some extreme
values at integer range boundaries. Thanks to Christian Semrau.
o MATH-248: Greatly improved multiplication speed for sparse matrices
o MATH-252: Fixed a comparison error when two different fractions
evaluate to the same double due to limited precision.
o MATH-253: Fixed threading issues with MathException and
MathRuntimeException Thanks to Sebb.
o MATH-254: Fixed threading issues with UnivariateRealSolverUtils
factory Thanks to Sebb.
o MATH-255: Reduced visibility of MessagesResources_fr.contents field
to private Thanks to Sebb.
o MATH-257: Fixed inconsistent access to multidimensional array in
FastFourierTransformer Thanks to Sebb.
o MATH-263: Added getNorm1, getNormInf, distance1 and distanceInf to
the Vector3D class
o MATH-264: Added an utility equality method between double numbers
using tolerance in ulps (Units in Last Position) Thanks to Gilles
Sadowski.
o MATH-265: Added distance1, distance and distanceInf utility methods
for double and int arrays in MathUtils Thanks to Benjamin McCann.
o MATH-272: Fixed a problem when setting some variables (several
variables were set instead of only one) Thanks to Benjamin McCann.
o MATH-273: Fixed a wrong check for basic variables Thanks to Benjamin
McCann.
o MATH-274: Fixed detection of not positive definite matrices in
Cholesky decomposition
o MATH-280: The behavior of the bracket method in
UnivariateRealSolverUtils has been changed to return successfully
when a tentative bracketing interval has a root exactly at one of
its end points. Previously, such intervals triggered an exception.
Changes:
o Changed the return type of the various interpolation algorithms to
the specific implementation of UnivariateRealFunction each one uses
Thanks to Gilles Sadowski.
o Completed internationalization of all error messages
o Integration algorithms now can have both relative and absolute
accuracy settings.
o The analysis package has been reorganized with several sub-packages.
o The ODE integrators now support several step handlers at once,
instead of just one. This is more consistent with event handlers
management. The setStepHandler method has therefore been replaced
by addStephandler, the getStepHandler method has been replaced by
getStepHandlers which returns a Collection and a clearStepHandlers
method has been added.
o Events handlers in the ODE package now also provide the switching
function variation (increasing/decreasing) when an event occurs
o Clarified the ODE package by breaking in into several sub-packages
and renaming classes (SwitchingFunctions/EventHandler,
SwitchingFunctionsHandler/CombinedEventsManager)
o The FirstOrderDifferentialEquations, FirstOrderIntegrator and
FixedStepHandler interfaces now extends Serializable, allowing
integrators, problems and handlers to be embedded into users
Serializable classes.
o Replaced public no argument constructors with IDENTITY or ZERO
static instances for immutable classes Vector3D and Rotation.
o Greatly improved RealMatrixImpl and BigMatrixImpl performances, both
in terms of speed and in terms of temporary memory footprint.
o Starting with version 2.0 of the library, the minimal version of the
Java platform required to compile and use commons-math is Java 5.
This version is widely deployed now on many systems. It brings
new important features for specific mathematical developments, for
example new functions (log10, cbrt, ulp, signum, cosh, sinh, tanh,
hypot, expm1, log1p), autoboxing, MathContext or RoundingMode. It
also brings important features for general development, for example
enums, generics or annotations.
o Removed deprecated features. This includes the following
changes. Factory-based instantiation replaced by setter injection in
1.2 in several classes have been removed. Protected fields in
matrices implementations have been declared final and
private. Identity factory methods moved to MatrixUtils class have
been removed. Complex utilities methods that have been superseded by
Complex instance methods have been removed.
o MATH-189: Changed FractionFormat to extend NumberFormat.
o MATH-217: Changed OLS regression implementation added in MATH-203 to
use QR decomposition to solve the normal equations.
o MATH-218: The root solvers and the integrators now take the function
to solve as a parameter to the solve/integrate methods, thus
allowing to reuse the same solver/integrator for different
functions.
o MATH-242: Forced symmetry in binomialCoefficientLog and added test
cases for MathUtils. Thanks to Christian Semrau.
o MATH-276: Optimized Complex isNaN(), isInfinite() by moving
computation to constructor. Thanks to Mark Anderson.
For complete information on commons-math, including instructions on
how to submit bug reports, patches, or suggestions for improvement,
see the commons-math website:
http://commons.apache.org/math/
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