| |
| 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 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/ |
