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This file is used by the maven-changes-plugin to generate the release notes.
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<title>Commons Math Release Notes</title>
<release version="3.4" date="2014-12-26" description="
This is a minor release: It combines bug fixes and new features.
Changes to existing features were made in a backwards-compatible
way such as to allow drop-in replacement of the v3.3 JAR file.
Most notable among the new features are:
new distributions (Gumbel, Laplace, Logistic, Nakagami), and
improvements on percentiles algorithms (better handling for NaNs
in the regular algorithm, plus a new storeless implementation).
Bicubic and tricubic interpolators have been fixed and new
implementations added. There have been numerous bug fixes and
several improvements on performances or robustness. See below
for a full list.
The minimum version of the Java platform required to compile and use
Apache Commons Math is Java 5.
Users are encouraged to upgrade to this version as this release not
only includes bug fixes but also deprecates numerous classes and
methods that will be deleted from the next major release (4.0).
1. The implementation of the BOBYQA optimization algorithm is in alpha
state (cf. MATH-621): Many code paths are untested, and we are looking
for volunteers to improve the code readability, robustness and performance
and to extend the unit tests suite.
2. A few methods in the FastMath class are in fact slower that their
counterpart in either Math or StrictMath (cf. MATH-740 and MATH-901).
<action dev="psteitz" type="add" issue="MATH-1066" due-to="Brian Wignall">
Added Bessel functions of the first kind, based on NetLib implementation.
<action dev="tn" type="fix" issue="MATH-1142" due-to="Arne Schwarz">
Improve performance of kalman gain calculation in "KalmanFilter" by
directly solving a linear system rather than computing the matrix
<action dev="psteitz" type="fix" issue="MATH-1181">
Fixed integer overflow in KolmogorovSmirnovTest causing 2-sample test
to use exact method when the product of the sample sizes exceeds
Integer.MAX_VALUE, resulting in effectively hung execution.
<action dev="erans" type="add" issue="MATH-1180">
Method to create a sequence of integers (in "o.a.c.m.util.MathArrays").
<action dev="erans" type="add" issue="MATH-1172">
New class "SimpleCurveFitter": Boiler-plate code to allow fitting of
a user-defined parametric function.
<action dev="erans" type="add" issue="MATH-1173">
New classes "TricubicInterpolatingFunction" and "TricubicInterpolator" to
replace "TricubicSplineInterpolatingFunction" and "TricubicSplineInterpolator".
<action dev="erans" type="fix" issue="MATH-1178" due-to="Dmitriy">
Fixed example in userguide ("stat" section).
<action dev="erans" type="fix" issue="MATH-1175" due-to="Karsten Loesing">
Fixed inverse cumulative probability of 0 in "LaplaceDistribution".
<action dev="erans" type="add" issue="MATH-1166">
New classes "BicubicInterpolatingFunction" and "BicubicInterpolator" to
replace "BicubicSplineInterpolatingFunction" and "BicubicSplineInterpolator".
<action dev="luc" type="update" >
Spurious vertices in the middle of otherwise straight edges are now
filtered out when rebuilding polygons boundaries from BSP trees.
<action dev="luc" type="fix" issue="MATH-1174" >
Fixed a problem with too thin polygons considered to have infinite size.
<action dev="luc" type="add" >
Boundary attributes in regions now provides the BSP tree nodes that
were used to split the sub-hyperplane forming the boundary part of the facet.
<action dev="luc" type="fix" issue="MATH-1162" >
Fixed a problem with vanishing cut sub-hyperplanes during BSP tree merging.
<action dev="erans" type="fix" issue="MATH-1167" due-to="Neil Ireson">
"o.a.c.m.stat.regression.OLSMultipleLinearRegression": Use threshold
when performing "QRDecomposition".
<action dev="tn" type="fix" issue="MATH-1165" due-to="Pashutan Modaresi">
"FuzzyKMeansClusterer" has thrown an exception in case one of the data
points was equal to a cluster center.
<action dev="erans" type="add" issue="MATH-1144">
Interface to allow parameter validation in "o.a.c.m.fitting.leastsquares":
the point computed by by the optimizer can be modified before evaluation.
<action dev="luc" type="fix" issue="MATH-1160" >
Provide access to state derivatives in ContinuousOutputModel.
<action dev="luc" type="fix" issue="MATH-1138" due-to="Hank Grabowski">
Fixed bicubic spline interpolator, using Akima splines.
<action dev="psteitz" type="add" issue="MATH-1154" >
Changed classes in the inference package that instantiate distributions to
pass null RandomGenerators to avoid initialization overhead for the default
<action dev="luc" type="add" issue="MATH-1156" >
Added all Java 8 StrictMath methods to FastMath, so FastMath remains compatible
with newer Java versions.
<action dev="tn" type="add" issue="MATH-1139" due-to="Alexey Volkov">
Added Gumbel, Laplace, Logistic and Nakagami distributions.
<action dev="psteitz" type="fix" issue="MATH-1147">
Added statistics missing from toString method in SummaryStatistics.
<action dev="tn" type="fix" issue="MATH-1152" due-to="Andras Sereny">
Improved performance of "EnumeratedDistribution#sample()" by caching
the cumulative probabilities and using binary rather than a linear search.
<action dev="tn" type="fix" issue="MATH-1148" due-to="Guillaume Marceau">
"MonotoneChain" did not take the tolerance factor into account when
sorting the input points. In case of collinear points this could result
in a "ConvergenceException" when computing the hull.
<action dev="erans" type="fix" issue="MATH-1151">
Interface "ValueAndJacobianFunction" is a precondition for lazy
evaluation (in "o.a.c.m.fitting.leastsquares").
<action dev="tn" type="fix" issue="MATH-1145" due-to="Anders Conbere">
Fix potential integer overflows in "MannWhitneyUTest" when providing
large sample arrays.
<action dev="tn" type="fix" issue="MATH-1149" due-to="M Kim">
Fixed potential null pointer dereferencing in constructor of
<action dev="psteitz" type="fix" issue="MATH-1136" due-to="Aleksei Dievskii">
Fixed BinomialDistribution to deal with degenerate cases correctly.
<action dev="tn" type="fix" issue="MATH-1135" due-to="Guillaume Marceau">
"MonotoneChain" failed to generate a convex hull if only a minimal hull
shall be created (includeCollinearPoints=false) and collinear hull points
were present in the input.
<action dev="psteitz" type="fix" issue="MATH-1131" due-to="Schalk W. Cronjé">
Improve performance of "KolmogorovSmirnovTest#kolmogorovSmirnovTest(...)" for
large samples. Also changed implementation for large n to use Pelz-Good
<action dev="erans" type="fix" issue="MATH-1134">
"BicubicSplineInterpolatingFunction": all fields made final and initialized in
the constructor. Added flag to request initialization, or not, of the internal
data needed for partial derivatives.
<action dev="psteitz" type="fix" issue="MATH-984">
Constrained EmpiricalDistribution sample/getNextValue methods to return
values within the range of the data; correctly linked RandomGenerator to
superclass so that RealDistribution reseedRandomGenerator method works.
<action dev="luc" type="add" issue="MATH-1120" due-to="Venkatesha Murthy">
Added several different estimation types and NaN handling strategies for Percentile.
<action dev="psteitz" type="add" issue="MATH-418" due-to="Venkatesha Murthy">
Added implementation of PSquare algorithm to estimate percentiles without
storing data in memory (i.e. as StorelessUnivariateStatistic).
<action dev="erans" type="fix" issue="MATH-1129">
"Percentile": wrong sorting in the presence of NaN.
<action dev="erans" type="update" issue="MATH-1128">
Added lazy evaluation to "LeastSquaresFactory" (in "o.a.c.m.fitting.leastsquares")
to avoid evaluating the model when the optimization algorithm does not actually
require it.
<action dev="luc" type="fix" issue="MATH-1127">
Fixed overflow in Precision.equals with ulps (both double and float versions).
<action dev="tn" type="fix" issue="MATH-1125" due-to="Ajo Fod">
Performance improvements for Student's t-distribution.
<action dev="luc" type="fix" issue="MATH-1123" due-to="Aurélien Labrosse">
Fixed NullPointerException when chopping-off a sub-hyperplane
that is exactly at a region boundary.
<action dev="erans" type="fix" issue="MATH-1121" due-to="Ajo Fod">
"BrentOptimizer": increment base class iteration counter.
<release version="3.3" date="2014-05-05" description="
This is a minor release: It combines bug fixes and new features.
Changes to existing features were made in a backwards-compatible
way such as to allow drop-in replacement of the v3.x JAR file.
Most notable among the new features are:
Framework for creating artificial neural nets, self organizing feature maps,
computational geometry algorithms (convex hull, enclosing ball), performance
improvements of the linear simplex solver, refactoring of curve fitters,
low-discrepancy random generators (sobol, halton), least-squares fitting.
The minimum version of the Java platform required to compile and use
Commons Math is Java 5.
Users are encouraged to upgrade to this version as this release not
only includes bug fixes but also deprecates numerous classes and
methods that will be deleted from the next major release (4.0).
1. The implementation of the BOBYQA optimization algorithm is in alpha
state (cf. MATH-621): Many code paths are untested, and we are looking
for volunteers to improve the code readability, robustness and performance
and to extend the unit tests suite.
2. A few methods in the FastMath class are in fact slower that their
counterpart in either Math or StrictMath (cf. MATH-740 and MATH-901).
3. A few methods/constructors in the package o.a.c.m.geometry.partitioning
have changed their signature in a non backwards-compatible way. The respective
classes are intended to be package private only and are not supposed to be
used for other purposes.
<action dev="tn" type="add" issue="MATH-1110" due-to="Edward Segall">
Added new constructor to "OLSMultipleLinearRegression" to be able
to specify a custom singularity threshold for QR decomposition.
<action dev="erans" type="fix" issue="MATH-1092">
Extracted class "LineSearch" from "PowellOptimizer", to be used in
"NonLinearConjugateGradientOptimizer" (in place of the implementation
that triggered this issue).
<action dev="luc" type="fix" issue="MATH-1115">
Build properly empty polyhedrons set when given equal min/max boundaries. Also explained
better in the javadoc about some wrong usage of PolyhedronsSet constructor.
<action dev="luc" type="fix" issue="MATH-1117">
Build properly empty polygons set when given equal min/max boundaries. Also explained
better in the javadoc about some wrong usage of PolygonsSet constructor.
<action dev="luc" type="add" issue="MATH-1119">
Added a fast single-step method for fixed-step Runge-Kutta integrators.
<action dev="erans" type="fix" issue="MATH-1118">
"Complex": Fixed compatibility of "equals(Object)" with "hashCode()".
Added new methods for testing floating-point equality between the real
(resp. imaginary) parts of two complex numbers.
<action dev="luc" type="add" >
Added an order 6 fixed-step ODE integrator designed by H. A. Luther in 1968.
<action dev="luc" type="update" >
Bracketing utility for univariate root solvers returns a tighter interval than before.
It also allows choosing the search interval expansion rate, supporting both linear
and asymptotically exponential rates.
<action dev="luc" type="fix" issue="MATH-1107" due-to="Bruce A Johnson">
Prevent penalties to grow multiplicatively in CMAES for out of bounds points.
<action dev="psteitz" type="update" issue="MATH-437">
Added KolmogorovSmirnovTest class, deprecating KolmogorovSmirnovDistribution.
<action dev="luc" type="add" issue="MATH-1101">
Improved documentation of QR decomposition handling of singular matrices.
<action dev="luc" type="add" issue="MATH-1053" due-to="Sean Owen">
QR decomposition can compute pseudo-inverses for tall matrices.
<action dev="luc" type="add" issue="MATH-820">
Field vectors now implement the visitor pattern just like real vectors.
<action dev="luc" type="fix" issue="MATH-875">
Un-deprecated RealVector.sparseIterator, documenting explicitly that entries
not iterated above are the zero ones.
<action dev="luc" type="fix" issue="MATH-821">
Relaxed specification for function mapping on vectors, thus allowing straightforward
implementation for sparse vectors.
<action dev="luc" type="update" issue="MATH-1099" due-to="Evan Ward">
Make QR the default in GaussNewtonOptimizer.
<action dev="luc" type="update" issue="MATH-1099" due-to="Evan Ward">
Add Cholesky option to GaussNewtonOptimizer.
<action dev="luc" type="update" issue="MATH-1099" due-to="Evan Ward">
Make QR in GaussNewton faster and more accurate.
<action dev="luc" type="update" issue="MATH-870">
The sparse vector and matrix classes have been un-deprecated. This is a reversal
of a former decision, as we now think we should adopt a generally accepted
behavior which is ... to ignore the problems of NaNs and infinities in
sparse linear algebra entities.
<action dev="tn" type="add" issue="MATH-749">
Added MonotoneChain algorithm to compute the convex hull of a collection of
points in 2D. Additionally, the AklToussaintHeuristic can be used to speed up
the generation.
<action dev="tn" type="fix" issue="MATH-1065" due-to="matteodg">
Calculating the inverse cumulative probability of an "EnumeratedRealDistribution"
will now return the correct result according to the selected enumerated probability
mass function.
<action dev="erans" type="update" issue="MATH-1050">
Deprecated "ArithmeticUtils#pow(int, long)" and "ArithmeticUtils#pow(long, long)"
in favor of corresponding methods "ArithmeticUtils#pow(..., int)".
<action dev="erans" type="fix" issue="MATH-976">
Create additional artifact "commons-math3-x.y.z-tools.jar" as part of the
release process. This artifact contains useful tools, e.g. for performance testing.
<action dev="erans" type="fix" issue="MATH-990">
Improved performance of "MathArrays#sortInPlace(...)".
<action dev="tn" type="fix" issue="MATH-1044" due-to="Sean Owen">
Clarify javadoc of "DecompositionSolver#getInverse()" and corresponding implementations
wrt the actually returned inverse. Several decomposition implementations are able
to return a pseudo-inverse in case of a singular matrix.
<action dev="luc" type="add" issue="MATH-1095">
Added Emo Welzl algorithm to find the smallest enclosing ball of a collection of points.
<action dev="erans" type="fix" issue="MATH-985" due-to="Johnathan Kool">
Fixed an indexing problem in "BicubicSplineInterpolatingFunction" which
resulted in wrong interpolations.
<action dev="tn" type="add" issue="MATH-1072">
Added a constructor to "AbstractListChromosome" that does not copy the
input argument.
<action dev="luc" type="add" issue="MATH-1091">
BSP tree now provides an API to compute a global signed distance from
a test point to the region. The distance is positive if the point is
outside of the region, negative if the point is inside, and zero
when the point is at the boundary. The distance is continuous
everywhere, so it can be used with a root solver to identify accurately
boundary crossings. This API is available for all BSP trees, in
Euclidean and spherical geometries, and in all dimensions.
<action dev="luc" type="add">
Added new geometry sub-packages: spherical.oned which deals with geometry
on the 1-sphere (i.e. the circle) and spherical.twod which deals with the
2-sphere (i.e. the regular sphere). BSP trees can be used in these new
spaces, so one can build arcs sets and spherical polygons sets with all
the regular operations (inside/outside/boundary checks, union, intersection,
symetric difference, complement ...).
<action dev="luc" type="add" issue="MATH-1090">
IntervalsSet now implements Iterable&lt;double[]&gt;, so one can iterate
over the sub-intervals without building a full list containing
a copy of everything beforehand.
<action dev="tn" type="fix" issue="MATH-1089">
"Precision#round(double, ...)" will now return negative zero for negative
values rounded to zero, similar to the float variant.
<action dev="erans" type="fix" issue="MATH-1088">
The iterator returned by "MultiDimensionalCounter#iterator()" will now
correctly throw a "NoSuchElementException" when calling "next()" and the
iterator is already exhausted.
<action dev="luc" type="fix" >
Fixed an issue with noisy functions for ODE events detection.
<action dev="erans" type="add" issue="MATH-923">
Utilities for creating artificial neural networks (package "").
Implementation of Kohonen's Self-Organizing Feature Map (SOFM).
<action dev="tn" type="fix" issue="MATH-1082">
The cutOff mechanism of the "SimplexSolver" in package o.a.c.math3.optim.linear
could lead to invalid solutions. The mechanism has been improved in a way that
the tableau does not need to be updated anymore. Additionally, a new check will
prevent impossible solutions to be returned as valid.
<action dev="tn" type="fix" issue="MATH-1079">
Improved performance of "SimplexSolver" in package o.a.c.math3.optim.linear by
directly performing row operations and keeping track of the current basic variables.
<action dev="tn" type="update" issue="MATH-1080">
The "LinearConstraintSet" will now return the enclosed collection of "LinearConstraint"
objects in the same order as they have been added.
<action dev="tn" type="fix" issue="MATH-842">
Added support for different pivot selection rules to the "SimplexSolver" by introducing
the new "OptimizationData" class "PivotSelectionRule". Currently supported rules are:
Dantzig (default) and Bland (avoids cycles).
<action dev="tn" type="fix" issue="MATH-1070" due-to="Oleksandr Muliarevych">
Fix "Precision#round(float, int, int)" when using rounding mode "BigDecimal.ROUND_UP"
and the discarded fraction is zero.
<action dev="tn" type="fix" issue="MATH-1059">
Use "FastMath" instead of "Math" within Commons Math.
<action dev="tn" type="fix" issue="MATH-1068" due-to="Gal Lalouche">
Avoid overflow when calculating Kendall's correlation for large arrays.
<action dev="erans" type="fix" issue="MATH-1067" due-to="Florian Erhard">
Avoid infinite recursion in "Beta.regularizedBeta" (package "o.a.c.m.special");
<action dev="erans" type="add" issue="MATH-1014">
Refactoring of curve fitters (package "o.a.c.m.fitting").
<action dev="tn" type="add" issue="MATH-970">
Added possibility to retrieve the best found solution of the "SimplexSolver" in case
the iteration limit has been reached. The "optimize(OptimizationData...)" method now
supports a "SolutionCallback" which provides access to the best solution if
a feasible solution could be found (phase 2 of the Two-Phase simplex method has been reached).
<action dev="tn" type="update" issue="MATH-1031" due-to="Thorsten Schäfer">
Added new class "ClusterEvaluator" to evaluate the result of a clustering algorithm
and refactored existing evaluation code in "MultiKMeansPlusPlusClusterer"
into separate class "SumOfClusterVariances".
<action dev="psteitz" type="add" issue="MATH-1061">
Added InsufficientDataException.
<action dev="psteitz" type="fix" issue="MATH-1056" due-to="Sean Owen">
Fixed unintended integer division error in PoissonDistribution sampling method.
<action dev="tn" type="fix" issue="MATH-1057">
Fixed failing unit tests for "BOBYQAOptimizer" when executed with a Oracle/Sun JVM 1.5.
<action dev="tn" type="fix" issue="MATH-1062">
A call to "KalmanFilter#correct(...)" may have resulted in "NonSymmetricMatrixException"
as the internally used matrix inversion method was using a too strict symmetry check.
<action dev="erans" type="fix" issue="MATH-1058" due-to="Sean Owen">
Precision improvements (for small values of the argument) in "Beta" function
and in "LogNormalDistribution" and "WeibullDistribution".
<action dev="tn" type="fix" issue="MATH-1055" due-to="Sean Owen">
Fixed some invalid links inside javadoc and added missing deprecated annotations.
<action dev="tn" type="add" issue="MATH-983">
Added a graphical overview of available continuous distributions to the userguide.
<action dev="tn" type="add" issue="MATH-1051" due-to="Matt Adereth,devl">
Added Kendall's tau correlation (KendallsCorrelation).
<action dev="tn" type="fix" issue="MATH-1051">
"EigenDecomposition" may have failed to compute the decomposition for certain
non-symmetric matrices. Port of the respective bugfix in Jama-1.0.3.
<action dev="erans" type="fix" issue="MATH-1047">
Check for overflow in methods "pow" (class "o.a.c.m.util.ArithmeticUtils").
<action dev="erans" type="fix" issue="MATH-1045" due-to="Sean Owen">
"EigenDecomposition": Using tolerance for detecting whether a matrix is singular.
<action dev="luc" type="add" issue="MATH-1036" due-to="Ajo Fod">
Added SparseGradient to deal efficiently with first derivatives when the number
of variables is very large but most computations depend only on a few of the
<action dev="psteitz" type="update" issue="MATH-1039" due-to="Aleksei Dievskii">
Added logDensity methods to AbstractReal/IntegerDistribution with naive default
implementations and improved implementations for some current distributions.
<action dev="psteitz" type="add" issue="MATH-1038" due-to="Thorsten Schäfer">
Added ConfidenceInterval class and BinomialConfidenceInterval providing several
estimators for confidence intervals for binomial probabilities.
<action dev="tn" type="fix" issue="MATH-1035" due-to="derphead">
Simplified and improved performance of "ArithmeticUtils#addAndCheck(long, long)".
<action dev="tn" type="add" issue="MATH-1004" due-to="Ajo Fod">
Added new methods to compute the inverse of a matrix to "DiagonalMatrix"
and "MatrixUtils".
<action dev="tn" type="fix" issue="MATH-1029">
The "BigFraction" constructor will throw a "FractionConversionException"
also in case negative values are provided which exceed the allowed range
(+/- Integer.MAX_VALUE).
<action dev="erans" type="add" issue="MATH-1041" due-to="Sean Owen">
"Pair": added factory method and "toString" method.
<action dev="sebb" type="add" issue="MATH-1002">
"AbstractUnivariateStatistic.test(...)" methods have uses outside subclasses;
implementation moved to MathArrays.verifyValues(...).
<action dev="tn" type="fix" issue="MATH-1033" due-to="Yuan Qu">
The "KalmanFilter" wrongly enforced a column dimension of 1 for
the provided control and measurement noise matrix.
<action dev="tn" type="fix" issue="MATH-1037" due-to="Aleksei Dievskii">
Fix a typo in the test class of "GeometricDistribution" and ensure that a meaningful
tolerance value is used when comparing test results with expected values.
<action dev="psteitz" type="add" issue="MATH-1034" due-to="Thorsten Schäfer">
Added exact binomial test implementation.
<action dev="tn" type="add" issue="MATH-1018" due-to="Ajo Fod">
Added overloaded constructors for subclasses of "RealDistribution" implementations
which do not require an explicit "inverseCumulativeAccuracy". The default accuracy will
be used instead.
<action dev="tn" type="add" issue="MATH-1001" due-to="sebb">
Added overloaded methods for "Frequency#incrementValue(Comparable, long)" with
int, long and char primitive arguments.
<action dev="tn" type="add" issue="MATH-1030" due-to="Thorsten Schäfer">
Added a section to the userguide for the new package with an
overview of available clustering algorithms and a code example.
<action dev="tn" type="fix" issue="MATH-996" due-to="Tim Allison">
Creating a "Fraction" or "BigFraction" object with a maxDenominator parameter
does not throw a "FractionConversionException" anymore in case the value is
very close to fraction.
<action dev="tn" type="add" issue="MATH-1028" due-to="Thorsten Schäfer">
Added new distance metric "EarthMoversDistance".
<action dev="tn" type="fix" issue="MATH-999" due-to="Ajo Fod">
Improve performance of "DiagonalMatrix#preMultiply(RealVector)".
<action dev="psteitz" type="add" issue="MATH-1025">
Added CombinatoricsUtils to the util package, moving binomial
coefficients, factorials and Stirling numbers there and adding
a combinations iterator.
<action dev="erans" type="add" issue="MATH-991">
"PolynomialSplineFunction": added method "isValidPoint" that
checks whether a point is within the interpolation range.
<action dev="erans" type="add" issue="MATH-989">
"BicubicSplineInterpolatingFunction": added method "isValidPoint" that
checks whether a point is within the interpolation range.
<action dev="erans" type="fix" issue="MATH-1021" due-to="Brian Bloniarz">
Fixed overflow in "HypergeometricDistribution".
<action dev="erans" type="fix" issue="MATH-1020">
Fixed "nextPermutation" method (in "o.a.c.m.random.RandomDataGenerator").
This bug does not affect applications using a previous version of
Commons Math.
<action dev="erans" type="fix" issue="MATH-1019">
Buggy (private) method "shuffle" in "o.a.c.m.random.RandomDataGenerator"
superseded by "MathArrays.shuffle" (cf. MATH-1010).
<action dev="erans" type="add" issue="MATH-1010">
Utility to shuffle an array.
<action dev="erans" type="fix" issue="MATH-1012">
Created "RandomGeneratorFactory" (package "o.a.c.m.random") to reduce
code duplication in "RandomDataGenerator".
<action dev="erans" type="add" issue="MATH-1008">
Created package ("o.a.c.m.fitting.leastsquares") for least-squares
fitting, with implementations of "LevenbergMarquardtOptimizer" and
"GaussNewtonOptimizer" adapted to a new ("fluent") API.
<action dev="erans" type="update" issue="MATH-1011">
Improved implementation of "sample" method of "UniformIntegerDistribution".
<action dev="sebb" type="add" issue="MATH-1007">
Add mode function to StatUtils class.
<action dev="psteitz" type="update" issue="MATH-1006">
Enabled LaTeX expressions in javadoc and site docs via MathJax.
<action dev="sebb" type="add" issue="MATH-1000">
Add mode function to Frequency class.
<action dev="erans" type="fix" issue="MATH-1005" due-to="Roman Werpachowski">
Fixed "MathArrays.linearCombination" when array length is 1.
<action dev="erans" type="add" issue="MATH-997">
Implemented Gauss-Hermite quadrature scheme (in package
<action dev="erans" type="update" issue="MATH-995">
Documented limitation of "IterativeLegendreGaussIntegrator" (added
warning about potential wrong usage).
<action dev="erans" type="fix" issue="MATH-993">
In "GaussNewtonOptimizer", check for convergence before updating the
parameters estimation for the next iteration.
<action dev="luc" type="add" issue="MATH-967" due-to="Oleksandr Kornieiev">
Added midpoint integration method.
<action dev="luc" type="fix" issue="MATH-988" due-to="Andreas Huber">
Fixed NullPointerException in 2D and 3D sub-line intersections.
<action dev="psteitz" type="update" issue="MATH-987" due-to="Ajo Fod">
Added append method to SimpleRegression, making this class map/reducible.
<action dev="psteitz" type="update" issue="MATH-978" due-to="Ajo Fod">
Added append method to StorelessCovariance, making this class map/reducible.
<action dev="tn" type="add" issue="MATH-851" due-to="Clemens Novak">
Added method "MathArrays#convolve(double[], double[])" to compute the
discrete, linear convolution of two sequences.
<action dev="tn" type="add" issue="MATH-977">
Added low-discrepancy random generator "HaltonSequenceGenerator".
<action dev="tn" type="add" issue="MATH-826" due-to="Sam Halliday">
Added low-discrepancy random generator "SobolSequenceGenerator".
<action dev="tn" type="add" issue="MATH-973" due-to="Mauro Tortonesi">
Added "GeometricDistribution" to "o.a.c.m.distribution" package.
<action dev="tn" type="add" issue="MATH-968" due-to="Alex Gryzlov">
Added "ParetoDistribution" to "o.a.c.m.distribution" package.
<action dev="tn" type="fix" issue="MATH-962">
Added clarification to the javadoc of "VectorFormat" and derived classes
in case "," is used as a separator.
<action dev="tn" type="add" issue="MATH-898">
Added "FuzzyKMeansClusterer" to "" package.
<action dev="luc" type="fix" issue="MATH-965" >
Fixed inconsistent dimensions preventing use of secondary states
in ODE events.
<release version="3.2" date="2013-04-06" description="
This is a minor release: It combines bug fixes and new features.
Changes to existing features were made in a backwards-compatible
way such as to allow drop-in replacement of the v3.1[.1] JAR file.
Most notable among the new features are: Framework for automatic
differentiation, Lévy distribution, prime numbers, enumerated
distributions, real field allowing to use several algorithms
(solvers, linear algebra, 3D geometry) with different real-like
classes (high accuracy or automatic differentiation), spherical
coordinates with gradients and Hessians, reorganized clustering
package with different distance implementations.
The minimum version of the Java platform required to compile and use
Commons Math is Java 5.
Users are encouraged to upgrade to this version as this release not
only includes bug fixes but also deprecates numerous classes and
methods that will be deleted from the next major release (4.0).
1. The implementation of the BOBYQA optimization algorithm is in alpha
state (cf. MATH-621): Many code paths are untested, and we are looking
for volunteers to improve the code readability, robustness and performance
and to extend the unit tests suite.
2. A few methods in the FastMath class are in fact slower that their
counterpart in either Math or StrictMath (cf. MATH-740 and MATH-901).
<action dev="luc" type="fix" issue="MATH-961" >
Fixed wrong array dimensions in secondary equations handling in some cases.
<action dev="luc" type="fix" issue="MATH-960" >
Fixed missing side effects of secondary equations on main state in
Ordinary Differential Equations integration.
<action dev="luc" type="fix" issue="MATH-957" due-to="Evan Ward">
Fixed inverse cumulative probability for uniform distribution.
<action dev="tn" type="add" issue="MATH-917,MATH-918,MATH-919,MATH-920" due-to="Reid Hochstedler">
All contents of package "o.a.c.m.stat.clustering" refactored into
new package "" and added support for additional
distance measures in package "": "CanberraDistance",
"ChebyshevDistance", "EuclideanDistance" and "ManhattanDistance".
<action dev="tn" type="fix" issue="MATH-891">
"SpearmansCorrelation" now works correctly in case of a provided
"NaturalRanking" with a "NaNStrategy.REMOVED" strategy and the input
data contains NaN values. From version 4.0 onwards this strategy will
not be supported anymore.
<action dev="erans" type="update" issue="MATH-956">
Replaced hard-coded numbers in "LevenbergMarquardtOptimizer".
<action dev="luc" type="update" issue="MATH-955" due-to="Evan Ward">
Fixed loading of test file when path contains a space.
<action dev="luc" type="update" issue="MATH-954" due-to="Charles Cooper">
Improved speed of FastMath.abs methods for all signatures, by removing branching.
<action dev="luc" type="update" issue="MATH-953" due-to="Charles Cooper">
Improved speed of several FastMath methods.
<action dev="luc" type="fix" issue="MATH-934">
Fixed Complex.reciprocal() for zero argument.
<action dev="luc" type="update" issue="MATH-951" due-to="Charles Cooper">
Improved speed of FastMath copysign methods.
<action dev="erans" type="add" issue="MATH-817" due-to="Jared Becksfort">
Added Multivariate Normal Mixture Model Fitting by Expectation Maximization.
<action dev="tn" type="fix" issue="MATH-862">
AbstractRealMatrix will now check for rectangular input arrays in
its copySubMatrix methods.
<action dev="erans" type="fix" issue="MATH-949">
Increment iteration counter in optimization algorithms.
<action dev="luc" type="add" issue="MATH-811" >
Added a way to trigger only increasing or decreasing events in ODE integration.
<action dev="luc" type="fix" issue="MATH-950" >
Fixed missing update in ODE event handlers, when a RESET_STATE is triggered.
<action dev="psteitz" type="update" issue="MATH-671">
Made EmpiricalDisribution smoothing kernel pluggable.
<action dev="psteitz" type="add" issue="MATH-946" due-to="Jared Becksfort">
Added array-scaling methods to MathArrays.
<action dev="luc" type="update" issue="MATH-877" due-to="Peter Andrews">
Allow direct use of SummaryStatistics in one-way ANOVA.
<action dev="luc" type="fix" issue="MATH-947" >
Fixed infinite loop when NaN occurs in singular value decomposition.
<action dev="luc" type="add" issue="MATH-460" due-to="Andrew Waterman">
Added the Lévy distribution.
<action dev="luc" type="update" >
Normal distribution now uses a direct implementation of the
inverse error function to compute inverse cumulative probability
instead of relying on a numerical solver. This is much faster,
more accurate and does not need convergence threshold.
<action dev="luc" type="add" issue="MATH-948" >
Implementations for inverse error function and inverse complementary
error functions have been added.
<action dev="luc" type="fix" issue="MATH-580" >
Extended ranges for FastMath performance tests.
<action dev="luc" type="fix" issue="MATH-925" >
Finalized implementation of diagonal matrix.
<action dev="luc" type="fix" issue="MATH-630" due-to="Christopher Nix" >
Added rank revealing QR decomposition.
<action dev="luc" type="fix" issue="MATH-570" due-to="Arne Plöse" >
ArrayFieldVector can now be constructed from any FieldVector.
<action dev="luc" type="fix" issue="MATH-861" due-to="Sébastien Brisard" >
Improved checking of null vector elements.
<action dev="luc" type="add" issue="MATH-845" due-to="Sébastien Riou" >
Added utilities for prime numbers.
<action dev="luc" type="fix" issue="MATH-936" >
Fixed generation of long random numbers between two bounds.
<action dev="luc" type="fix" issue="MATH-942" due-to="Piotr Wydrych" >
Fixed creation of generic array.
<action dev="luc" type="add" issue="MATH-914" >
Check bounds in multi-start vector optimizers.
<action dev="luc" type="add" issue="MATH-941" due-to="Piotr Wydrych" >
Added discrete distributions.
<action dev="luc" type="fix" issue="MATH-940" due-to="Piotr Wydrych" >
Fixed abstract test class naming that broke ant builds.
<action dev="luc" type="fix" issue="MATH-939" due-to="Piotr Wydrych" >
Allow covariance to be computed for one-dimensional variables.
<action dev="luc" type="fix" issue="MATH-938" >
Fixed accuracy of 3D Line.revert().
<action dev="luc" type="fix" issue="MATH-937" >
Improved javadoc to explain how switching functions should
behave across events in ODE events detection.
<action dev="luc" type="add" >
Added Hermite interpolator for RealFieldElement instances.
<action dev="luc" type="add" >
Added RealFieldElement interface to represent anything that is
real number like, implemented by both Decimal64, Dfp and DerivativeStructure.
<action dev="luc" type="add" >
Added partial derivatives computation for 3D vectors and rotations.
<action dev="luc" type="fix" issue="MATH-935" >
Fixed DerivativeStructure.atan2 for special cases when both arguments are +/-0.
<action dev="luc" type="add" >
Added accurate linear combination of DerivativeStructure instances,
avoiding cancellation.
<action dev="erans" type="update" issue="MATH-933">
Throw "MathUnsupportedOperationException" from optimizers that do
not support constraints (previous behaviour was to silently ignore
the "SimpleBounds" argument).
<action dev="luc" type="add" >
Added conversion of gradients and Hessians from spherical to Cartesian
coordinates in 3D.
<action dev="erans" type="update" issue="MATH-931" due-to="Sean Owen">
Greater efficiency in "UnitSphereRandomVectorGenerator".
<action dev="tn" type="fix" issue="MATH-930">
Improved class javadoc wrt convergence criteria and added
additional constructors to override the default epsilon and cut-off
values in class "SimplexSolver".
<action dev="erans" type="fix" issue="MATH-929" due-to="Piotr Wydrych">
Fixed truncated value in "MultivariateNormalDistribution".
<action dev="erans" type="fix" issue="MATH-927" due-to="Dennis Hendriks">
Made "BitStreamGenerator" implement the "Serializable" interface.
<release version="3.1.1" date="2013-01-14" description="
This is a point release: It fixes a bug that renders version 3.1 unusable
in some situations (see details below).
<action dev="erans" type="fix" issue="MATH-924">
Added a (minimal) "DiagonalMatrix" implementation, such that the
case of a large number of uncorrelated observations is handled
<release version="3.1" date="2012-12-23" description="
This is a minor release: It combines bug fixes and new features.
Changes to existing features were made in a backwards-compatible
way such as to allow drop-in replacement of the v3.0 JAR file.
Most notable among the new features are: Framework for automatic
differentiation, multivariate mixture model distribution, quaternions,
Gauss integration framework, Hermite polynomial interpolation,
eigenvalue decomposition of non-symmetric matrices, DBSCAN clustering.
Most notable among the changes are: Greatly improved precision in
the implementation of the Gamma and Beta special functions, optimizers
API, deprecation of the sparse vector implementation.
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 this release not
only includes bug fixes but also deprecates numerous classes and
methods that will be deleted from the next major release (4.0).
1. The implementation of the BOBYQA optimization algorithm is in alpha
state (cf. MATH-621): Many code paths are untested, and we are looking
for volunteers to improve the code readability, robustness and performance
and to extend the unit tests suite.
2. A few methods in the FastMath class are in fact slower that their
counterpart in either Math or StrictMath (cf. MATH-740 and MATH-901).
<action dev="erans" type="add" issue="MATH-874">
All contents of package "o.a.c.m.optimization" refactored into
new packages "o.a.c.m.optimization" and "o.a.c.m.fitting".
<action dev="psteitz" type="update" issue="MATH-672">
Added methods to EmpiricalDistribution to implement the RealDistribution
<action dev="tn" type="add" issue="MATH-897" due-to="Reid Hochstedler">
DBSCAN clustering algorithm (in package "o.a.c.m.stat.clustering").
<action dev="erans" type="add" issue="MATH-910">
Added element-by-element addition, subtraction, multiplication and division
(in class "o.a.c.m.util.MathArrays").
<action dev="erans" type="fix" issue="MATH-904" due-to="Jeff Hain">
Fixed "pow" method in class "FastMath".
<action dev="erans" type="update" issue="MATH-902" due-to="Bruce A. Johnson">
Created a "maximum number of iterations" stopping criterion in the
convergence checkers (package "o.a.c.m.optimization") that allows the
optimizers to return the "current best point" even if the convergence
criteria are not met.
<action dev="erans" type="fix" issue="MATH-905" due-to="Jeff Hain">
Fixed overflow in "sinh" and "cosh" methods in class "FastMath".
<action dev="celestin" type="update" issue="MATH-849">
Accuracy improvements of Gamma.logGamma, and implementation of
Gamma.gamma. Both new implementations are based on the NSWC
Library of Mathematical Functions.
<action dev="erans" type="add" issue="MATH-902">
New constructor in the custom checker classes (package
"o.a.c.m.optimization") for passing the number of iterations
after which the "convergence test" will return true.
This allows an algorithm to return the best solution found (after
the user-defined number of iterations) even if it does not meet the
other convergence criteria.
<action dev="tn" type="update" issue="MATH-906" due-to="Patrick Meyer">
Use "NaNStrategy#FAILED" as default strategy in "NaturalRanking".
<action dev="erans" type="add" issue="MATH-899">
Added a new "SynchronizedRandomGenerator" that wraps another
"RandomGenerator" with all methods being synchronized, thus
rendering the code thread-safe (at some efficiency cost).
<action dev="tn" type="add" issue="MATH-893" due-to="Patrick Meyer">
Add new "NaNStrategy": FAILED, used in "RankingAlgorithm" implementations.
Any encountered input value that succeeds a "Double#isNaN" check, results in a
<action dev="tn" type="add" issue="MATH-892">
Add new constructor to "SpearmansCorrelation" class which allows to specify the
"RankingAlgorithm" to be used.
<action dev="luc" type="fix" issue="MATH-890">
Fixed naming inconsistencies between Interval and IntervalsSet classes.
<action dev="luc" type="add" issue="MATH-889">
Added a method to check points in the Interval class, with a tolerance for boundary.
<action dev="psteitz" type="add" issue="MATH-878" due-to="Radoslav Tsvetkov">
Added G-test statistics.
<action dev="erans" type="add" issue="MATH-883">
New "getSquareRoot" method in class "EigenDecomposition" (package
<action dev="erans" type="update" issue="MATH-884">
Added "isSymmetric" and "checkSymmetric" in "MatrixUtils" (package
<action dev="psteitz" type="update" issue="MATH-885">
Moved private array argument validation methods from ChiSquareTest to MathArrays.
<action dev="erans" type="add" issue="MATH-816" due-to="Jared Becksfort">
New class for generic multivariate mixture model distributions.
<action dev="tn" type="fix" issue="MATH-759" due-to="sebb">
Use getter/setter methods of super class for access to field "windowSize" in
<action dev="luc" type="fix" issue="MATH-880">
Improved construction of polygons with an additional constructor, more robust numerically.
<action dev="tn" type="add" issue="MATH-474" due-to="Dan Checkoway">
Added new methods "merge(Frequency)", "merge(Collection&lt;Frequency&gt;)",
"incrementValue(Comparable&lt;?&gt;, long)" and "entrySetIterator()" to the "Frequency" class.
<action dev="tn" type="fix" issue="MATH-778" due-to="Sébastien Brisard">
Allow unlimited input values for "Dfp#multiply(int)".
<action dev="luc" type="fix" issue="MATH-641" due-to="Curtis Jensen">
Added distance to point to 2D Line and Segment.
<action dev="erans" type="fix" issue="MATH-783">
"PowellOptimizer" (package "") uses
"BrentOptimizer" as its internal line search optimizer. The fix
forces the convergence criterion of "BrentOptimizer" to use
function values (instead of domain values).
<action dev="erans" type="fix" issue="MATH-865,MATH-867,MATH-868" due-to="Nikolaus Hansen, Frank Hess">
Numerical accuracy problems arose in "CMAESOptimizer" (in package
"") when large finite boundaries were
specified, because the interval of allowed values was mapped to
[0, 1]. This mapping was not necessary and its removal allows
finite and infinite boundaries to be used together.
<action dev="luc" type="fix" >
Fixed some issues in nth root derivatives at 0.
<action dev="tn" type="fix" issue="MATH-848">
Fixed transformation to a Schur matrix for certain input matrices.
<action dev="erans" type="add" issue="MATH-860">
Added matrix "block inversion" (in "o.a.c.m.linear.MatrixUtils").
<action dev="erans" type="fix" issue="MATH-864" due-to="Frank Hess">
"CMAESOptimizer": Solution was not constrained to lie within the
provided boundaries.
<action dev="erans" type="add" issue="MATH-863" due-to="Julien Anxionnat">
New "Quaternion" class (package "o.a.c.m.complex").
<action dev="erans" type="add" issue="MATH-866" due-to="Yannick Tanguy">
Added method to test for floating-point numbers equality with a
relative tolerance (class "o.a.c.m.util.Precision").
<action dev="tn" type="fix" issue="MATH-666">
Deprecated "FieldVector#getData()" in favor of "toArray()".
<action dev="luc" type="fix" issue="MATH-789">
Fixed an error in rectangular Cholesky decomposition.
<action dev="psteitz" type="update" issue="MATH-859">
Clarified definition of isSupportXxxBoundInclusive in RealDistribution
interface, made code consistent with the definition, and deprecated
these methods, marking for removal in 4.0.
<action dev="erans" type="update" issue="MATH-841" due-to="Sebastien Riou">
Performance improvement in computation of the greatest common divisor
(in class "o.a.c.m.util.ArithmeticUtils").
<action dev="erans" type="fix" issue="MATH-855">
Added a check so that the returned point will always be the best one.
<action dev="luc" type="add" >
Added a NewtonRaphsonSolver that uses the new differentiation package
to define the function to solve. This class is intended to replace the
former NewtonSolver which is deprecated.
<action dev="psteitz" type="update" issue="MATH-850">
Added RandomDataGenerator to replace RandomDataImpl and deprecated
RandomData interface and RandomDataImpl class. Deprecated
nextInversionDeviate methods from RandomDataImpl class. Ensured that
all nextXxx methods in RandomDataImpl/RandomDataGenerator use the
configured RandomGenerator.
<action dev="erans" type="fix" issue="MATH-844">
Generate an exception for rare ill-conditioned cases in "HarmonicFitter"
guessing procedure (package "o.a.c.m.optimization.fitting").
<action dev="erans" type="add" issue="MATH-815" due-to="Jared Becksfort">
New interface for multivariate distributions.
Added multivariate normal distribution.
<action dev="luc" type="add" >
Added a utility method to compute Stirling numbers of the second kind.
<action dev="luc" type="add" >
Added a new package dealing with differentials, for one or more free
parameters and derivation order 1 or higher.
<action dev="tn" type="add" issue="MATH-777" due-to="Reid Hochstedler">
Added additional crossover policies: "CycleCrossover", "NPointCrossover",
"OrderedCrossover" and "UniformCrossover".
<action dev="tn" type="fix" issue="MATH-828">
Improved numerical stability of "SimplexSolver" by introducing Bland's rule
to prevent cycling and a cutoff threshold to zero out very small values.
<action dev="tn" type="fix" issue="MATH-836" due-to="Baste Nesse Buanes">
Fixed overflow detection for negative values in constructor of class "Fraction".
<action dev="erans" type="fix" issue="MATH-835" due-to="Baste Nesse Buanes">
Fixed overflow in method "percentageValue" in class "Fraction".
<action dev="erans" type="fix" issue="MATH-622">
Raised (to 10) the default number of fractional digits to print out.
<action dev="erans" type="fix" issue="MATH-762">
Removed duplicate code.
<action dev="tn" type="add" issue="MATH-831">
Added a new "RealMatrixFormat" class for input/output of RealMatrix instances.
Default formatter instances for commons-math and octave have been added to
<action dev="erans" type="add" issue="MATH-827">
New "IterativeLegendreGaussIntegrator" that performs the same automatic
subdivision of the integration interval as "LegendreGaussIntegrator",
but uses the classes from package "o.a.c.m.analysis.integration.gauss"
to perform the Gauss integration on the sub-interval.
Deprecated "LegendreGaussIntegrator".
<action dev="tn" type="fix" issue="MATH-578">
Improve performance of quantile evaluation in "Percentile" class for cases
with lots of equal values.
<action dev="erans" type="add" issue="MATH-797">
New framework for Gauss integration schemes (in package
Gauss-Legendre quadrature rules (of unlimited order) implemented in
double precision, and high precision (using "BigDecimal").
<action dev="erans" type="add" issue="MATH-764,MATH-823">
For all distribution classes (in package "o.a.c.m.distribution"), a new
constructor takes a "RandomGenerator" parameter.
The "RandomDataImpl" instance has been superseded by this RNG.
All "sample()" methods have been modified to use this RNG instead of
delegating to the methods in "RandomData".
<action dev="tn" type="add" issue="MATH-235">
Added support for real asymmetric matrices to "EigenDecomposition".
<action dev="erans" type="add" issue="MATH-768">
Re-instated methods to find all complex roots of a polynomial (class
"LaguerreSolver" in package "o.a.c.m.analysis.solvers").
<action dev="erans" type="add" issue="MATH-810">
Added accessors to the "Pair" class (package "o.a.c.m.util").
<action dev="tn" type="add" issue="MATH-822" due-to="Jared Becksfort">
Added new constructors in "EigenDecomposition" and deprecated two constructors
with unused parameters.
<action dev="erans" type="fix" issue="MATH-798">
Added overridden method in "PolynomialFitter" (package
"o.a.c.m.optimization.fitting") to limit the number of evaluations.
<action dev="celestin" type="add" issue="MATH-807">
Added a new constructor to o.a.c.m.utils.IterationManager, allowing
for the specification of a callback function in case the maximum
number of iteration is reached.
<action dev="luc" type="add">
A new HermiteInterpolator class allows interpolation of vector-valued
functions using both values and derivatives of the function at sample
<action dev="erans" type="fix" issue="MATH-804">
Parameterized "CurveFitter" class (package "o.a.c.m.optimization.fitting")
with the type of the fitting function. Updated subclasses "PolynomialFitter",
"HarmonicFitter", "GaussianFitter".
<action dev="luc" type="fix" issue="MATH-801">
Fixed a problem when building rotations from two pairs of vectors. In very rare cases,
due to numerical inaccuracies the computed quaternion was not normalized (some examples
went as high as 1.0e8) and even after normalization, the quaternion was plain wrong.
<action dev="celestin" type="remove" issue="MATH-796">
Removed unused fields LocalizedFormats.ALPHA and LocalizedFormats.BETA. This is
an acceptable compatibility break, as these fields are only meant for internal use.
<action dev="tn" type="fix" issue="MATH-644" due-to="marzieh">
Fix computation of upperCumulativeProbability in "HypergeometricDistribution" and
cleanup of duplicate probability mass function.
<action dev="celestin" type="fix" issue="MATH-791">
In GammaDistribution, deprecated getAlpha() and getBeta(). Replaced with
getShape() and getScale(), respectively.
<action dev="luc" type="fix" issue="MATH-793" due-to="Sebb">
Use inline computation for OrderedTuple hash code.
<action dev="tn" type="fix" issue="MATH-718" >
Use modified Lentz-Thompson algorithm for continued fraction evaluation to avoid
<action dev="luc" type="fix" issue="MATH-780" >
Fixed a wrong assumption on BSP tree attributes when boundary collapses to a too
small polygon at a non-leaf node.
<action dev="luc" type="fix" issue="MATH-787" >
Put serialization back for PointValuePair and PointVectorValuePair.
<action dev="tn" type="fix" issue="MATH-627" due-to="Arne Plöse">
Avoid superfluous null check when using iterators in RealVector and ArrayRealVector.
<action dev="tn" type="fix" issue="MATH-781" due-to="Scheiber Ernő">
Use epsilon instead of ulp in floating-point comparison when dropping columns after
phase 1 in SimplexSolver.
<action dev="luc" type="fix" issue="MATH-721">
Added a workaround for an OpenJDK issue on sparc solaris with too small constants.
<action dev="tn" type="fix" issue="MATH-779" due-to="Reid Hochstedler">
Fixed ListPopulation#iterator to return an unmodifiable iterator.
<action dev="tn" type="fix" issue="MATH-775" due-to="Reid Hochstedler">
Cleanup of ListPopulation to consistently enforce the population limit.
<action dev="tn" type="fix" issue="MATH-776" due-to="Reid Hochstedler">
Use same range check in constructor for ElitisticListPopulation as in corresponding setter.
<action dev="tn" type="fix" issue="MATH-767" due-to="Dennis Hendriks">
Fixed unbalanced use of code tags in javadoc of several classes.
<action dev="tn" type="add" issue="MATH-773" due-to="Reid Hochstedler">
Added class FixedElapsedTime (new StoppingCondition for evolution of generations) to genetics package.
<action dev="celestin" type="add" issue="MATH-756">
Added classes Decimal64 and Decimal64Field, which are wrapper classes around primitive doubles.
These classes implement FieldElement and Field, respectively.
<release version="3.0" date="2012-03-07" description="
This is a major release: It combines bug fixes, new features and
changes to existing features.
Most notable among the new features are: Iterative solvers, Kalman filter,
ISAAC RNG, Illinois and Pegasus root finders, enhanced ODE framework,
refactored geometry package, Binary Space Partition trees.
Most notable among the changes are: Exclusive use of unchecked exceptions,
removal of interfaces for which a single implementation is assumed to exist,
improved coding and API consistency across packages, performance (matrix
product, FFT) and robustness (SVD).
Because of the base package name change, this release can be used together
with earlier versions of Commons Math.
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 2.0-2 should recompile their code against the 3.0 JAR
file and must adjust the import statements to use the appropriate
org.apache.commons.math3 base package.
Most of the compilation errors users will encounter after the switch will
be due to moved or deleted classes/interfaces resulting from package
1. The implementation of the BOBYQA optimization algorithm is in alpha state
(cf. MATH-621): Many code paths are untested, and we are looking
for volunteers to improve the code readability, robustness and performance
and to extend the unit tests suite.
2. A few methods in the FastMath class are in fact slower that their
counterpart in either Math or StrictMath (cf. MATH-740).
<action dev="mikl" type="add" issue="MATH-431">
Added statistical hypothesis tests "MannWhitneyUTest" and
<action dev="erans" type="update" issue="MATH-698">
Classes "CMAESOptimizer" and "BOBYQAOptimizer" inherit from
"BaseAbstractMultivariateSimpleBoundsOptimizer" (in package
<action dev="sebb" type="fix" issue="MATH-650" >
Added pre-computed arrays to speed up initial loading time for FastMath.
<action dev="luc" type="update">
Resources for error messages translations have been moved out of META-INF
folder in the jar, to avoid interferences with some build systems.
<action dev="erans" type="fix" issue="MATH-744" due-to="Thundre">
Fixed "doubleValue" and "floatValue" method in "BigFraction" when
numerator and denominator are larger than the range of the
corresponding primitive type.
<action dev="erans" type="update" issue="MATH-488">
Removed "MathException" (from package "o.a.c.math").
<action dev="erans" type="update" issue="MATH-459">
Removed "MathRuntimeException" (from package "o.a.c.math").
<action dev="tn" type="fix" issue="MATH-739">
Merged interface and implementation of statistical tests in
o.a.c.m.stat.inference package.
<action dev="tn" type="update" issue="MATH-670">
Merged interface and implementation of EmpiricalDistribution.
<action dev="tn" type="fix" issue="MATH-588">
Relaxed test for equality in UnivariateStatisticAbstractTest.
<action dev="tn" type="update" issue="MATH-575">
Modified the genetics package to use localized exception messages.
<action dev="tn" type="fix" issue="MATH-652" due-to="Greg Sterijevski">
Fixed a faulty test for zero in TridiagonalTransformer.
<action dev="erans" type="fix" issue="MATH-664">
Changed algorithm in computation of the covariance matrix in
"AbstractLeastSquares" (package "optimization.general"), from
"LUDecomposition" to "QRDecomposition".
<action dev="psteitz" type="fix" issue="MATH-724" due-to="Dennis Hendriks">
Fixed rounding error in RandomDataImpl nextInt, nextLong methods causing lower
endpoints to be excluded when negative. Also improved robustness of nextUniform
for extreme values and changed its contract to throw IAE when provided bounds
are infinite or NaN.
<action dev="erans" type="fix" issue="MATH-728" due-to="Bruce A. Johnson">
Fixed "offset by one" bug in "BOBYQAOptimizer".
<action dev="luc" type="fix" issue="MATH-727">
Check first step size in embedded Runge-Kutta integrators, and truncate it if needed.
<action dev="psteitz" type="fix" issue="MATH-723">
Modified setSeed methods in Bitstream generators (MersenneTwister and Well
generators) to clear the cache of normal deviates used by nextGaussian.
<action dev="luc" type="fix" issue="MATH-716">
Fixed bracketing interval balancing in BracketingNthOrderBrentSolver.
<action dev="erans" type="fix" issue="MATH-690">
Removed unused or duplicate utility methods from "MathUtils".
Math functions with "double" arguments were moved to class "FastMath".
<action dev="erans" type="fix" issue="MATH-689">
Broke up bloated "MathUtils" class into "MathArrays", "Precision",
"ArithmeticUtils" classes.
<action dev="psteitz" type="fix" issue="MATH-704" due-to="Thomas Neidhart">
Fixed array indexing error in Variance evaluate method for
computing the weighted variance of an array segment.
<action dev="luc" type="fix" issue="MATH-713" due-to="Thomas Neidhart">
Fixed case of unconstrained variables that still occur in the objective function
in simplex solver.
<action dev="luc" type="add" issue="MATH-710" due-to="Eldar Agalarov">
The fast cryptographically secure pseudorandom number generator ISAAC has been added.
<action dev="luc" type="add" issue="MATH-714">
The reset method in StepHandler interface has been renamed init and is provided
more information on the integration by the calling integrator. A similar init method
has been added to the EventHandler interface.
<action dev="luc" type="fix" issue="MATH-705">
Improved accuracy of Runge-Kutta based step interpolators near step start.
<action dev="psteitz" type="fix" issue="MATH-691">
Fixed errors in SummaryStatistics addValue causing variance, mean, or
geometric mean statistics not to be updated if they have been overridden
using instances of commons-math supplied implementations.
<action dev="psteitz" type="update" issue="MATH-694">
Removed First, Third, Fourth moments from the public API.
These internally used statistics have non-standard definitions.
The classes remain, but now have package scope.
<action dev="psteitz" type="update" issue="MATH-693">
Added support for population variance in StatUtils, SummaryStatistics
and DescriptiveStatistics and clarified javadoc to make it clear that
'variance' means sample variance.
<action dev="luc" type="fix" issue="MATH-709">
Fixed BigFraction percentage method which did not work at all.
<action dev="erans" type="update" issue="MATH-697">
Added interface and abstract class for supporting optimizers classes
that can take simple constraints into account.
<action dev="luc" type="fix" due-to="MATH-706" >
Fixed a bad interaction between step handlers and event handlers in
ODE integrators.
<action dev="luc" type="add" due-to="Jan Kotek" >
Added array constructor and getter for Vector2D and Vector3D.
<action dev="luc" type="add" due-to="Jan Kotek" >
Added applyTo and applyInverseTo methods in the Rotation class that
handle directly arrays instead of Vector3D instances.
<action dev="luc" type="fix" issue="MATH-196" >
Added adapters for simple bound constraints optimization that can be
used for all direct optimization methods, including the ones that do not
support constraints by themselves.
<action dev="luc" type="fix" issue="MATH-702" >
CMA-ES optimizer input sigma is now consistent with boundaries range units.
<action dev="psteitz" type="add" issue="MATH-462" due-to="Pavel Ryzhof">
Added stable random generator based on Chambers-Mallows-Stuck method.
<action dev="psteitz" type="update" issue="MATH-701">
Changed the default seed used for RandomDataImpl, AbstractWell and MersenneTwister
PRNGs to add the system identity hash code of the instance to the current system
time, so generators initialized with default seeds within system clock resolution
will generate different sequences. Changed the default non-secure generator used
by RandomDataImpl to Well19937c.
<action dev="luc" type="fix" issue="MATH-695">
Fixed an event resetting issue in ODE.
<action dev="erans" type="update" issue="MATH-696">
Default implementation for "addToEntry" and "multiplyEntry" in
<action dev="erans" type="add" issue="MATH-685">
Method "addToEntry" in "RealVector".
<action dev="psteitz" type="update" issue="MATH-612" due-to="Christopher Nix">
Replaced temporary matrices and entry mutators with double[][] arrays to speed computation
in loops within QRDecomposition, Bi- and TriDiagonalTransformer implementations.
<action dev="luc" type="fix" issue="MATH-679" due-to="Christopher Berner">
Fixed an integer overflow in OpenMapRealMatrix.
<action dev="erans" type="fix" issue="MATH-688">
"FastMath": Use constant fields instead of recomputing them at method
<action dev="luc" type="add" issue="MATH-687" due-to="Romain di Costanzo">
Added Jacobi polynomials.
<action dev="erans" type="add" issue="MATH-683" due-to="Romain di Costanzo">
Added "shift" method to compute the coefficients of a new polynomial
whose values are the same as those of another polynomial but computed
at a shifted point.
<action dev="erans" type="fix" issue="MATH-676">
Faster "multiply" method in "Array2DRowRealMatrix". Code inspired
from the Jama project.
<action dev="luc" type="fix" issue="MATH-445" >
Replaced package.html with for package documentation.
<action dev="luc" type="fix" issue="MATH-284" due-to="Klaus Hartlage">
Added a getRuntimeClass method to the Field interface allowing to use a
complete hierarchy of fields sharing a common interface.
<action dev="luc" type="fix" issue="MATH-457" >
The last remaining uses of OptimizationException have been replaced by unchecked
exceptions (UnboundSolutionException, NoFeasibleSolutionException,
MaxCountExceededException ...)
<action dev="luc" type="fix" issue="MATH-487" >
The checked ConvergenceException has been replaced by an unchecked ConvergenceException.
<action dev="luc" type="fix" issue="MATH-381" due-to="Pascal Parraud">
ODE step interpolation with Jacobians is now fully merged with
classical step interpolation.
<action dev="luc" type="fix" issue="MATH-380" due-to="Pascal Parraud">
Completely revamped the computation of Jacobians in ODE. This computation is now
included in the mainstream class hierarchy, not in a separate package anymore,
and it allows adding other types of equations to a main ODE, not only variational
equations for Jacobians computation.
<action dev="gregs" type="update" issue="MATH-607">
SimpleRegression implements UpdatingMultipleLinearRegression interface.
<action dev="gregs" type="update" issue="MATH-675">
Added isMonotone methods in MathUtils. Optimized checkOrder method.
<action dev="erans" type="fix" issue="MATH-664">
In class "AbstractLeastSquaresOptimizer": Allow to specify a singularity
threshold in call to "getCovariances" method.
<action dev="gregs" type="update" issue="MATH-649">
Added the ability to suppress the estimation of the intercept in SimpleRegression.
<action dev="sebb" type="fix" issue="MATH-658" due-to="Yannick TANGUY">
Dead code in FastMath.pow(double, double) and some improvement in test coverage.
<action dev="erans" type="fix" issue="MATH-663">
Removed "getData()" method from "RealVector" as it was redundant with
<action dev="luc" type="update" issue="MATH-195" >
Removed completely MathUserException.
<action dev="luc" type="update" issue="MATH-488" >
Use the refactored exceptions framework for ODE.
<action dev="luc" type="add" >
Added a getter to allow retrieving the exception related to an exception context
<action dev="psteitz" type="update" issue="MATH-364" due-to="Christian Winter">
Added erf(double,double) to Erf and used this to improve tail probability
accuracy in NormalDistributionImpl.
<action dev="psteitz" type="fix" issue="MATH-654">
Enabled reseeding of the random generators used by EmpiricalDistributionImpl
and ValueServer. Modified ValueServer to pass its RandomData instance to
the EmpiricalDistributionImpl that it creates when used in DIGEST_MODE, so
reseeding ValueServer works as expected.
<action dev="erans" type="fix" issue="MATH-653">
Renamed "AbstractRealVector" to "RealVector". The interface was removed
in favour of its unique (abstract) implementation. Also removed several
methods with double[] arguments from AbstractRealVector.
<action dev="erans" type="add" issue="MATH-646" due-to="Sébastien Brisard">
Unmodifiable view of a "RealVector".
<action dev="luc" type="fix" issue="MATH-501" >
Refactored integration API for consistency with solvers API. Now the main convergence
parameters are set in the constructor and remain fixed.
<action dev="luc" type="fix" issue="MATH-464" >
Added a maximal number of function evaluations to the integration method, similar
to what is done in the solvers API.
<action dev="psteitz" type="update" issue="MATH-449" due-to="Patrick Meyer">
Added storeless covariance implementation.
<action dev="psteitz" type="update" issue="MATH-648">
Eliminated extraneous constructor from SimpleRegression.
<action dev="psteitz" type="update" issue="MATH-506">
Eliminated pluggability of ChiSquaredDistribution used by ChiSquaredDistributionTest.
<action dev="psteitz" type="update" issue="MATH-634">
Made RandomGenerator configurable and reseedable in EmpiricalDistributionImpl.
<action dev="luc" type="add" issue="MATH-593">
Added a 3D SubLine class.
<action dev="erans" type="fix" issue="MATH-645">
Fixed exceptions generated by "ebeMultiply" and "ebeDivide" in "OpenMapRealVector".
<action dev="erans" type="add" issue="MATH-602" due-to="Greg Serijevski">
In "SingularValueDecompositionImpl", added accessor for the inverse of the condition number.
<action dev="psteitz" type="fix" issue="MATH-601" due-to="Chris Nix and Greg Serijevski">
Made pseudo-inverse consistent with rank computation in SingularValueDecompositionImpl.
<action dev="psteitz" type="update" issue="MATH-624" due-to="Greg Sterijevski">
Added methods to solve upper and lower triangular systems to MatrixUtils.
<action dev="psteitz" type="update" issue="MATH-642">
Improved performance of nextInt(int) in BitsStreamGenerator.
<action dev="luc" type="fix" issue="MATH-639" >
Fixed a wrong detection of rotation axis versus vectors plane in Rotation constructor
using two vectors pairs.
<action dev="luc" type="add" >
Added a few linearCombination utility methods in MathUtils to compute accurately
linear combinations a1.b1 + a2.b2 + ... + taking great care to compensate
for cancellation effects. This both improves and simplify several methods in
euclidean geometry classes, including linear constructors, dot product and cross
<action dev="psteitz" type="fix" issue="MATH-640">
Fixed bugs in AbstractRandomGenerator nextInt() and nextLong() default
implementations. Prior to the fix for this issue, these methods
generated only positive values.
<action dev="erans" type="add" issue="MATH-637">
Simple benchmark utility (new class "PerfTestUtils" added to test sources in src/test).
<action dev="luc" type="add" issue="MATH-636" >
Added a solver for Dfp-based (i.e. high accuracy) functions.
<action dev="luc" type="add" issue="MATH-635" >
Added a Brent-like solver that has higher (user specified) order and does
bracket selection on the result: BracketingNthOrderBrentSolver.
<action dev="luc" type="add" >
Added a few shortcut methods and predicates to Dfp (abs, isZero,
negativeOrNull, strictlyNegative, positiveOrNull, strictlyPositive).
<action dev="erans" type="add" issue="MATH-633" due-to="Sébastien Brisard">
"AbstractRealMatrix" inherits from "RealLinearOperator".
<action dev="erans" type="add" issue="MATH-613" due-to="Sébastien Brisard">
Linear combination of vectors: "RealVector" interface updated, implemented
in "AbstractRealVector" and "ArrayRealVector".
<action dev="erans" type="update" issue="MATH-623" due-to="Arne Plöse">
Slightly more efficient implementation of basic operations in
<action dev="erans" type="add" issue="MATH-577" due-to="Arne Plöse">
Overloaded methods (add, subtract, multiply, divide) to take a "double" parameter
(as a complex number with zero imaginary part).
Code and Javadoc cleanup.
Added "valueOf" methods.
<action dev="mikl" type="fix" issue="MATH-585">
Implemented faster generation of random gamma distributed values with
algorithm from Ahrens and Dieter (1972) for shape &lt; 1 and
Marsaglia and Tsang (2001) otherwise.
<action dev="luc" type="fix" issue="MATH-605" due-to="Dennis Hendriks">
Allow discrete events to be detected by ODE solvers also at step start.
<action dev="luc" type="fix" issue="MATH-327,MATH-383,MATH-465,MATH-583,MATH-611" due-to="Christopher Nix">
Rewritten SVD decomposition based on JAMA code.
<action dev="psteitz" type="fix" issue="MATH-618" due-to="Arne Plose">
Complex add javadoc says that if either addend has NaN parts, the result
should be Complex.NaN. Prior to the fix for this issue, NaNs were propagated
only in real and imaginary parts individually.
<action dev="erans" type="add" issue="MATH-581" due-to="Sébastien Brisard">
Framework for iterative linear solvers.
<action dev="psteitz" type="update" issue="MATH-609" due-to="Dave Brosius">
Improved efficiency in RandomDataImpl, LaguerreSolver, FastMath and OutlineExtractor by
moving conditional code into blocks where it is needed.
<action dev="luc" type="fix" issue="MATH-603" due-to="Dennis Hendriks">
Prevent step normalizer to output twice the last point in MULTIPLES mode.
<action dev="luc" type="fix" issue="MATH-596,MATH-604">
Removed the requiresDenseOutput method from the StepHandler interface. Now integrators always
consider dense output is required and set up the appropriate state interpolators, so step
handlers can rely on them.
<action dev="erans" type="add" issue="MATH-599" due-to="Dennis Hendriks">
Modified "SecantSolver" to comply with the original algorithm. Added several
secant-based solvers. Added a way to select the side of the root with bracketing
<action dev="luc" type="fix" issue="MATH-600">
Fixed javadoc for ODEIntegrator interface
<action dev="luc" type="fix" issue="MATH-595" due-to="Dennis Hendriks" >
Extended StepNormalizer with normalization mode and bounds settings.
<action dev="mikl" type="fix" issue="MATH-597">
Implemented faster generation of random exponential distributed values with
algorithm from Ahrens and Dieter (1972): Computer methods for sampling
from the exponential and normal distributions.
<action dev="luc" type="add" issue="MATH-548">
K-means++ clustering can now run multiple trials
<action dev="luc" type="add" issue="MATH-591">
Added a way to compute sub-lines intersections, considering sub-lines either
as open sets or closed sets
<action dev="luc" type="add" issue="MATH-592">
Added a way to build a sub-line from its endpoints, and to retrieve the endpoints
from a sub-line
<action dev="luc" type="fix" issue="MATH-594" due-to="Dennis Hendriks">
Javadoc fixes in ODE.
<action dev="luc" type="fix" issue="MATH-586" due-to="Dennis Hendriks">
Added a way to specify a custom root solver to find events in ODE integration.
<action dev="psteitz" type="fix" issue="MATH-540">
Fixed error in javadoc describing Integer distribution inverse cumulative
probability API.
<action dev="psteitz" type="fix" issue="MATH-582" due-to="Christopher Nix">
Fixed error in javadoc describing the behavior of the Percentile algorithm for
small percentiles in small datasets.
<action dev="erans" type="add" issue="MATH-485" due-to="Thomas Neidhart">
New "filter" package. Initial implementation of Kalman filter.
<action dev="luc" type="fix" issue="MATH-584" due-to="Randall Scarberry">
Improved k-means++ clustering performances and initial cluster center choice.
<action dev="luc" type="fix" issue="MATH-504" due-to="X. B.">
Fixed tricube function implementation in Loess interpolator.
<action dev="luc" type="fix" issue="MATH-568" due-to="Christoph M. Friedrich">
Fixed documentation of statistics examples.
<action dev="luc" type="fix" issue="MATH-507" due-to="Ole Ersoy">
Improved documentation of general optimization with a thorough example.
<action dev="luc" type="fix" issue="MATH-403">
Replaced NullPointerException by NullArgumentException.
<action dev="luc" type="add">
Added a consistent classes hierarchy for Euclidean spaces in dimension 1, 2 and 3.
<action dev="luc" type="fix" issue="MATH-579">
Improved javadoc for FastMath explaining the overhead at class loading and
the targeted use cases.
<action dev="erans" type="fix" issue="MATH-574">
Allow outer product of vectors of different sizes.
<action dev="luc" type="add" issue="MATH-576">
A complete generic implementation of Binary Space Partitioning Trees (BSP trees)
has been added. A few specializations of this implementation are also provided
for 1D, 2D and 3D Euclidean geometry. This allows support for arbitrary
intervals sets (1D), polygons sets (2D) and polyhedrons sets (3D) with all
sets operations (union, intersection, symmetric difference, difference, complement),
with predicates (point inside/outside/on boundary, emptiness, other region contained),
with geometrical computation (barycenter, size, boundary size) and with conversions
from and to boundary representation.
<action dev="luc" type="fix" issue="MATH-573">
Avoid some array copying in add and subtract ArrayFieldVector.
<action dev="luc" type="fix" issue="MATH-572">
Fixed an unused constructor parameter in ArrayFieldVector.
<action dev="erans" type="add" issue="MATH-566">
Created an "ExceptionContext" class: It provides the customization feature of
"MathRuntimeException" without imposing a singly rooted hierarchy of the Comons
Math exceptions.
Thus, those exceptions now inherit from their Java standard counterparts (e.g.
"MathIllegalArgumentException" inherits from "IllegalArgumentException").
<action dev="luc" type="add" issue="MATH-567" due-to="Michel">
Fixed conversion problems to/from 0 in Decimal Floating Point (Dfp) class.
<action dev="luc" type="fix" >
Fixed initialization of multistep ODE integrators. Relying on the interpolation model
of the starter integrator inside only one step was wrong. The model may have a too
low order to compute high degrees derivatives in the Nordsieck vector. Now we use several
steps and use only grid points instead of interpolated points.
<action dev="luc" type="add" issue="MATH-564">
Added solve methods using double[][] to linear algebra decomposition solvers.
<action dev="erans" type="add" issue="MATH-562">
Added an interpolator adapter for data with known period.
<action dev="luc" type="add" issue="MATH-541" >
Added a "rectangular" Cholesky decomposition for positive semidefinite matrices.
<action dev="luc" type="add" issue="MATH-563" >
Added setters allowing to change the step size control parameters of adaptive
step size ODE integrators.
<action dev="luc" type="add" issue="MATH-557" >
Added a compareTo method to MathUtils that uses a number of ulps as a
tolerance error, and works well on all numbers, including normals, subnormals,
signed zeroes, infinities and NaNs.
<action dev="luc" type="fix" issue="MATH-434" due-to="Thomas Neidhart">
Fixed two errors in simplex solver when entries are close together or
when variables are not restricted to non-negative.
<action dev="luc" type="fix" issue="MATH-547" due-to="Thomas Neidhart">
Improved robustness of k-means++ algorithm, by tracking changes in points assignments
to clusters.
<action dev="psteitz" type="update" issue="MATH-555">
Changed MathUtils.round(double,int,int) to propagate rather than
wrap runtime exceptions. Instead of MathRuntimeException, this method
now throws IllegalArgumentException or ArithmeticException under
the conditions specified in the javadoc.
<action dev="luc" type="fix" issue="MATH-554" >
Reduced cancellation errors in Vector3D.crossProduct
<action dev="erans" type="fix" issue="MATH-552" due-to="James Bence">
Fixed bug in "MultidimensionalCounter".
<action dev="luc" type="fix" issue="MATH-423" due-to="Gilles Sadowski" >
All unit tests have been converted to Junit 4. They need at least Junit 4.5 to run
(the ant and maven build systems are currently set to use Junit 4.8.2)
<action dev="luc" type="fix" issue="MATH-500" due-to="Gilles Sadowski" >
Removed the ConvergingAlgorithm interface and ConvergingAlgorithmImpl class
<action dev="luc" type="add" issue="MATH-436" due-to="Thomas Neidhart">
Added a consistency check for number of points with respect to the number
of clusters in Kmeans++ clustering
<action dev="mikl" type="add" issue="MATH-437">
Added two sided Kolmogorov-Smirnov distribution using modified
Marsaglia et al. (2003) implementation and quick decisions for certain
parameter areas according to Simard et al. (2011).
<action dev="mikl" type="add" issue="MATH-435">
Added "power" method in "RealMatrix" and "FieldMatrix&lt;T&gt;"
interfaces and their default implementations in "AbstractRealMatrix"
and "AbstractFieldMatrix".
<action dev="erans" type="update" issue="MATH-545">
Added "cosine" method in "RealVector" interface and default implementation
in "AbstractRealVector".
<action dev="erans" type="fix" issue="MATH-546" due-to="Nate Paymer">
Fixed bug in "KMeansPlusPlusClusterer".
<action dev="erans" type="update" issue="MATH-542">
All exceptions defined in Commons Math provide a context and a compound
message list.
<action dev="erans" type="update" issue="MATH-534">
Refactored "PolynomialFitter" (in package "optimization.fitting").
Added parametric function in "PolynomialFunction" (in package
<action dev="erans" type="fix" issue="MATH-518">
Removed "HarmonicFunction" (in package "optimization.fitting");
superseded by class "HarmonicOscillator" (in package "analysis.function").
<action dev="erans" type="update" issue="MATH-517">
Refactored "HarmonicFitter" (in package "optimization.fitting").
"HarmonicCoefficientsGuesser" removed.
<action dev="erans" type="fix" issue="MATH-516">
Removed "GaussianFunction" and "GaussianDerivativeFunction" (in package
"optimization.fitting"); functionality moved to class "Gaussian" (in
package "analysis.function").
<action dev="erans" type="fix" issue="MATH-514">
Removed "ParametricGaussianFunction" (in package "optimization.fitting");
functionality moved to class "Gaussian" (in package "analysis.function").
<action dev="erans" type="update" issue="MATH-512" due-to="Ole Ersoy">
Refactored "GaussianFitter" (in package "optimization.fitting").
The class now really fits a Gaussian function (whereas previously it was
fitting the sum of a constant and a Gaussian).
<action dev="erans" type="fix" issue="MATH-442" due-to="Dietmar Wolz">
Implementation of the CMA-ES optimization algorithm.
<action dev="erans" type="fix" issue="MATH-513">
The interface "ParametricRealFunction" (in package "optimization.fitting") has
been renamed to "ParametricUnivariateRealFunction" and moved to package "analysis".
<action dev="sebb" type="fix" issue="MATH-505">
TestUtils is thread-hostile. Remove getters and setters, and make static variables final.
<action dev="sebb" type="update" issue="MATH-496">
Create FastMath copySign methods
<action dev="sebb" type="fix" issue="MATH-494">
FastMath atan2 does not agree with StrictMath for special cases
<action dev="erans" type="fix" issue="MATH-492">
Removed checked "MaxIterationsExceededException" (superseded by
"MaxCountExceededException" from package "exception").
<action dev="erans" type="fix" issue="MATH-491">
Removed checked "DimensionMismatchException". Replaced all occurrences by its
equivalent from package "exception".
<action dev="sebb" type="fix" issue="MATH-489">
FastMath acos fails when input abs value is less than about 5.7851920321187236E-300 - returns NaN
<action dev="sebb" type="fix" issue="MATH-486">
FastMath toRadian and toDegree don't handle large double numbers well
<action dev="sebb" type="fix" issue="MATH-483">
FastMath does not handle all special cases correctly
<action dev="sebb" type="fix" issue="MATH-480">
Fix ulp(Infinity) to return Infinity rather than NaN
<action dev="sebb" type="fix" issue="MATH-479">
FastMath.signum(-0.0) does not agree with Math.signum(-0.0)
<action dev="sebb" type="fix" issue="MATH-478">
FastMath is not an exact replacement for StrictMath
(partially fixed) Add signum(float), ulp(float)
<action dev="sebb" type="fix" issue="MATH-482">
FastMath.max(50.0f, -50.0f) => -50.0f; should be +50.0f
Fixed FastMath.max(float, float) so it returns correct value.
<action dev="sebb" type="fix" issue="MATH-471">
MATH-491 MathUtils.equals(double, double) does not work properly for floats
- add equivalent (float, float) methods and basic tests
<action dev="erans" type="fix" issue="MATH-458">
Removed "MathException" from the "throws" clause of the "interpolate" method
of the interpolators interfaces (package "analysis.interpolation").
<action dev="erans" type="fix" issue="MATH-461">
In order to comply with the new runtime exceptions policy, the classes
"RealVectorFormat", "ComplexFormat", "Vector3DFormat" and "CompositeFormat"
do not inherit anymore from the Java standard "Format" class. Failed parsing
will result in the throwing of a "MathParseException".
"CompositeFormat" is now a utility class ("private" constructor).
<action dev="erans" type="fix" issue="MATH-447">
By policy, all Commons Math exceptions must inherit from class
<action dev="erans" type="fix" issue="MATH-454">
For optimizers (package "optimization"), the number of allowed function
evaluations is passed as a parameter to the "optimize" method.
<action dev="erans" type="fix" issue="MATH-451">
For solvers (package "analysis.solvers"), the number of allowed function
evaluations is passed as a parameter to the "solve" method.
<action dev="erans" type="fix" issue="MATH-447">
Created a "MathRuntimeException" to serve as a base class for exception
types that need to wrap another (lower-level) exception.
<action dev="erans" type="update" issue="MATH-430">
Replaced "ComposableFunction" and "BinaryFunction" (in package "analysis")
by a set of utilities in the new class "FunctionUtils" together with
independent function objects in the new "analysis.function" package.
Removed redundant "mapXxx" and "mapXxxToSelf" methods in "RealVector" and
"AbstractRealVector" (in package "linear").
<action dev="erans" type="update" issue="MATH-439">
Refactoring of the "analysis.solvers" package.
<action dev="luc" type="fix" issue="MATH-380">
Removed the ode.jacobians package.
<action dev="erans" type="update" issue="MATH-440">
Removed classes "FunctionEvaluationException", "MatrixVisitorException"
and "DerivativeException" (superseded by the new "MathUserException").
<action dev="erans" type="fix" issue="MATH-432">
Created a generic "Pair" class to replace the "AbstractMap.SimpleEntry"
that is only available in Java 6 and later.
<action dev="erans" type="fix" issue="MATH-428">
Class "DirectSearchOptimizer" (and subclasses "NelderMead"
and "MultiDirectional") was refactored into new classes:
"SimplexOptimizer" and "AbstractSimplex" (and subclasses
"NelderMeadSimplex" and "MultiDirectionalSimplex"). The old
classes were deprecated and removed.
<action dev="erans" type="update" issue="MATH-425">
Created "MatrixDimensionMismatchException" to replace
"InvalidMatrixException" (when the latter is used to signal that
matrices are not compatible for some operation).
Replaced "MatrixIndexException" with "OutOfRangeException" (when the
former is used to signal a row or column dimension mismatch).
<action dev="erans" type="update" issue="MATH-310">
Made "sample" methods part of the "IntegerDistribution" and
"ContinuousDistribution" interfaces.
<action dev="erans" type="fix" issue="MATH-349">
All distribution classes (in package "distribution") are immutable.
<action dev="erans" type="update" issue="MATH-195">
Created an unchecked "FunctionEvaluationException".
Modified the "UnivariateRealFunction" interface: Removed the checked
"FunctionEvaluationException" from the signature of the "value" method.
<action dev="erans" type="update" issue="MATH-370">
Modified semantics: "equals" methods now consider that NaNs are not
equal (compliant with IEEE754).
Also, two adjacent floating point numbers are considered equal (this
is consistent with the fact that all real numbers between them can be
represented by either of the two). One consequence of that is that
"equals" is not transitive.
<action dev="erans" type="update" issue="MATH-397">
Removed methods referring to the concept of "iteration".
Removed interface methods to access the number of evaluations of the
gradient and Jacobian.
Added new "Incrementor" utility to be used as a bounded counter for
objective function evaluations.
Removed all references to "OptimizationException" (replaced by
<action dev="erans" type="update" issue="MATH-397">
Modified "AbstractUnivariateRealOptimizer" to make it more similar to
Added utility methods in "ConvergingAlgorithmImpl".
<action dev="erans" type="update" issue="MATH-389">
Refactoring of some classes in package "optimization.general" to remove
code duplication and to allow the implementation of optimization algorithms
that do not use derivatives.
Created interface "BaseMultivariateRealOptimizer".
Created classes "BaseAbstractScalarOptimizer" and "AbstractScalarOptimizer".
"MultivariateRealOptimizer" and "DifferentiableMultivariateRealOptimizer"
both extend "BaseMultivariateRealOptimizer".
"AbstractScalarOptimizer" extends "BaseAbstractScalarOptimizer" and
"AbstractScalarDifferentiableOptimizer" inherits from "AbstractScalarOptimizer".
<release version="2.2" date="2011-03-02" description="
This is primarily a maintenance release, but it also includes new features and enhancements.
Users of version 2.1 are encouraged to upgrade to 2.2, as this release includes some important bug fixes.
See the detailed list of changes below for full description of all bug fixes and enhancements.
This release contains some minor compatibility breaks with version 2.1 in some internal classes but none
of them are in APIs likely to be accessed by user code:
the MessagesResources_fr class has been removed (replaced by a properties file);
the arguments of the EventState.reinitializeBegin method have changed;
some protected fields which already had public accessors in AbstractStepInterpolator have been replaced.
There is a behavior change that users of the multiple regression classes should be aware of. In version
2.1, there was no way to estimate models without intercept terms, and, while this was not clear from
the documentation, design (X) matrices needed to include initial unitary columns. In 2.2, initial
unitary columns are not necessary and whether or not models include intercept terms is configurable.
See the change log and javadoc for the classes in org.apache.commons.math3.stat.regression for details.
The major new features are:
a new FastMath class, both faster, more accurate and with a few additional functions than StrictMath and Math;
a new package for floating point arbitrary precision computing, including high level functions like exponential, sine, square root ...;
new linear and tricubic interpolators;
a new Gaussian curve fitter;
a new erfc function;
characteristic support for distributions;
a set of new Well Equidistributed Long-period Linear (WELL) random generators.">
<action dev="luc" type="fix" issue="MATH-498">
FastMath is not an exact replacement for StrictMath
(partially fixed) added scalb(double, int), scalb(float, int)
<action dev="luc" type="fix" issue="MATH-478">
FastMath is not an exact replacement for StrictMath
(partially fixed) added hypot(double, double), nextAfter(double, double)
and nextAfter(float,double) (beware of the strange double second argument)
so that they handle special values in the way as StrictMath
<action dev="luc" type="fix" issue="MATH-497">
FastMath is not an exact replacement for StrictMath
(partially fixed) added getExponent(double) and getExponent(float)
<action dev="sebb" type="fix" issue="MATH-496">
FastMath is not an exact replacement for StrictMath
(partially fixed) Add copySign(double), copySign(float)
<action dev="luc" type="fix" issue="MATH-484">
separate discrete event detection from adaptive step size handling in ODE solvers,
thus improving robustness, maintainability and speed
<action dev="luc" type="fix" issue="MATH-467">
Fixed an awkward statement that triggered a false positive warning.
<action dev="psteitz" type="update" issue="MATH-364" due-to="Christian Winter">
Added complementary error function, erfc.
<action dev="psteitz" type="fix" issue="MATH-456">
Modified erf (and erfc) to return extreme values for x with abs(x) > 40.
For these arguments, the true value is indistinguishable from an extrema as a double.
<action dev="mikkel" type="update" issue="MATH-385">
Added characteristic support to distributions, including methods to return numerical
estimates of the mean and variance and upper and lower bounds of support. In version 2.2,
methods returning distribution characteristics have been added only to the implementation
classes. In version 3, supporting methods have been added to the abstract base classes
and distribution interfaces.
<action dev="mikkel" type="update" issue="MATH-384">
Added a constructor and addValues(double[]) methods allowing DescriptiveStatistics to
be initialized with values from a double[] array. Similarly enhanced
<action dev="psteitz" type="update" issue="MATH-448" due-to="Patrick Meyer">
Added a getUniqueCount() method to Frequency to return the number of unique
values included in the frequency table.
<action dev="psteitz" type="fix" issue="MATH-414">
Modified NormalDistributionImpl.cumulativeProbability to return 0 or 1,
respectively for values more than 40 standard deviations from the mean.
For these values, the actual probability is indistinguishable from 0 or 1
as a double. Top coding improves performance for extreme values and prevents
convergence exceptions.
<action dev="psteitz" type="update" issue="MATH-420">
Added toString() override to StatisticalSummaryValues.
<action dev="luc" type="fix" issue="MATH-380">
Deprecated the whole ode.jacobians package. It is clumsy and difficult to use. It will
be replaced by a completely rewritten implementation in 3.0, which will be more tightly
bound to the top level ode package
<action dev="luc" type="fix" issue="MATH-426" due-to="Erik van Ingen">
Added a normalization feature to transform samples so they have zero mean and unit standard deviation
<action dev="erans" type="add" issue="MATH-440">
Created "MathUserException" class to convey cause of failure between
layers of user code separated by a layer of Commons Math code. Deprecated
classes "FunctionEvaluationException", "MatrixVisitorException" and
<action dev="luc" type="fix" issue="MATH-429">
Fixed k-means++ to add several strategies to deal with empty clusters that
may appear during iterations.
<action dev="luc" type="update" issue="MATH-417">
Improved Percentile performance by using a selection algorithm instead of a
complete sort, and by allowing caching data array and pivots when several
different percentiles are desired.
<action dev="luc" type="fix" issue="MATH-391">
Fixed an error preventing zero length vectors to be built by some constructors.
<action dev="luc" type="fix" issue="MATH-421">
Fixed an error preventing ODE solvers to be restarted after they have
been stopped by a discrete event.
<action dev="luc" type="add" issue="MATH-419">
Added new random number generators from the Well Equidistributed
Long-period Linear (WELL).
<action dev="psteitz" type="update" issue="MATH-409">
Made intercept / no intercept configurable in multiple regression
classes. By default, regression models are estimated with an intercept
term. When the "noIntercept" property is set to true, regression models
are estimated without intercepts.
<action dev="luc" type="fix" issue="MATH-415">
Fixed lost cause in MathRuntimeException.createInternalError. Note that
the message is still the default message for internal errors asking to
report a bug to Commons Math JIRA tracker. In order to retrieve the
message from the root cause, one has to get the cause itself by getCause().
<action dev="psteitz" type="fix" issue="MATH-411">
Modified multiple regression newSample methods to ensure that by default
in all cases, regression models are estimated with intercept terms.
Prior to the fix for this issue, newXSampleData(double[][]),
newSampleData(double[], double[][]) and newSampleData(double[], double[][], double[][])
all required columns of "1's" to be inserted into the x[][] arrays to
create a model with an intercept term; while newSampleData(double[], int, int)
created a model including an intercept term without requiring the
unitary column. All methods have been changed to eliminate the need for
users to add unitary columns to specify regression models.
Users of OLSMultipleLinearRegression or GLSMultipleLinearRegression
versions 2.0 or 2.1 should either verify that their code either does
not use the first set of data loading methods above or set the noIntercept
property on estimated models to get the previous behavior.
<action dev="luc" type="fix" issue="MATH-412" due-to="Bill Rossi">
Added the dfp library providing arbitrary precision floating point computation in the spirit of
IEEE 854-1987 (not exactly as it uses base 1000 instead of base 10). In addition to finite numbers,
infinities and NaNs are available (but there are no subnormals). All IEEE 854-1987 rounding modes and
signaling flags are supported. The available operations are +, -, *, / and the available functions
are sqrt, sin, cos, tan, asin, acos, atan, exp, log.
<action dev="luc" type="fix" issue="MATH-375" due-to="Bill Rossi">
Added faster and more accurate version of traditional mathematical functions in a FastMath
class intended to be a drop-in replacement for java.util.Math at source-level. Some functions
still directly delegates to Math but this will improve with time. Some functions like exp
may be twice as fast (even 3 times faster on some processors). Sine, cosine or power functions
show typical speedups of 1.5 times faster or more.
<action dev="psteitz" type="fix" issue="MATH-386">
Added R-squared and adjusted R-squared statistics to OLSMultipleLinearRegression.
<action dev="psteitz" type="fix" issue="MATH-392" due-to="Mark Devaney">
Corrected the formula used for Y variance returned by calculateYVariance and associated
methods in multiple regression classes (AbstractMultipleLinearRegression,
OLSMultipleLinearRegression, GLSMultipleLinearRegression). These methods previously returned
estimates of the variance in the model error term. New "calulateErrorVariance" methods have
been added to compute what was previously returned by calculateYVariance.
<action dev="dimpbx" type="fix" issue="MATH-406">
Bug fixed in Levenberg-Marquardt (handling of weights).
<action dev="dimpbx" type="fix" issue="MATH-405">
Bug fixed in Levenberg-Marquardt (consistency of current).
<action dev="dimpbx" type="fix" issue="MATH-377">
Bug fixed in chi-square computation in AbstractLeastSquaresOptimizer.
<action dev="luc" type="add" issue="MATH-400" due-to="J. Lewis Muir">
Added support for Gaussian curve fitting.
<action dev="erans" type="fix" issue="MATH-395">
Fixed several bugs in "BrentOptimizer".
<action dev="erans" type="fix" issue="MATH-393">
Fixed inconsistency in return values in "MultiStartUnivariateRealOptimizer".
<action dev="luc" type="add" issue="MATH-388">
Added a feature allowing error estimation to be computed only on a subset of
Ordinary Differential Equations, considered as the main set, the remaining equations
being considered only as an extension set that should not influence the ODE integration
<action dev="erans" type="fix" issue="MATH-382">
Fixed bug in precondition check (method "setMicrosphereElements").
<action dev="erans" type="add" issue="MATH-379">
Created "MultidimensionalCounter" class.
<action dev="erans" type="add" issue="MATH-361">
Created package "exception" to contain the new exceptions hierarchy.
Created package "exception.util": utilities for the exception classes
(e.g. managing the localization of error messages).
Default policy for dealing with invalid null references: raise a
"NullArgumentException" (subclass of "IllegalArgumentException").
<action dev="erans" type="add" issue="MATH-378" due-to="Matthew Rowles">
Implementation of linear interpolation.
<action dev="luc" type="fix" issue="MATH-361">
Improved localization of error messages.
<action dev="erans" type="fix" issue="MATH-376">
Allow multiple optimizations with a default simplex.
<action dev="erans" type="update" issue="MATH-370">
Added new "equalsIncludingNaN" methods that have the same semantics as the old "equals" methods.
These are deprecated, and their semantics will be modified (in the next major release) such that
NaNs are not considered equal (to be more compliant with IEEE754).
<action dev="luc" type="fix" issue="MATH-352" >
Added a setQRRankingThreshold method to Levenberg-Marquardt optimizer to improve robustness
of rank determination.
<action dev="psteitz" type="update" issue="MATH-310">
Added random data generation methods to RandomDataImpl for the remaining distributions in the
distributions package. Added a generic nextInversionDeviate method that takes a discrete
or continuous distribution as argument and generates a random deviate from the distribution.
Also added sampling methods based on the implementations in RandomDataImpl to distributions.
<action dev="luc" type="fix" issue="MATH-362" >
Fixed Levenberg-Marquardt optimizer that did not use the vectorial convergence checker.
Now this optimizer can use either the general vectorial convergence checker or its own
specialized convergence settings.
<action dev="psteitz" type="fix" issue="MATH-371" due-to="Kevin Childs">
Fixed loss of significance error in PersonsCorrelation p-value computation causing p-values
smaller than the machine epsilon (~1E-16) to be reported as 0.
<action dev="luc" type="fix" issue="MATH-369" due-to="Sasun Pundev">
Fix NullPointerException in BisectionSolver.solve(f, min, max, initial)
<action dev="billbarker" type="fix" issue="MATH-368">
Fix spelling of getSparcity [sic] method of OpenMapRealVector
<action dev="billbarker" type="fix" issue="MATH-367" due-to="Albert Huang">
Fix problem with the default sparseIterator when a RealVector has exactly one non-zero entry
<action dev="erans" type="add" issue="MATH-366">
Implementation of tricubic interpolation.
<action dev="erans" type="update" issue="MATH-365">
Deprecated SmoothingBicubicSplineInterpolator and SmoothingBicubicSplineInterpolatorTest.
Added BicubicSplineInterpolator and BicubicSplineInterpolatorTest.
Added SmoothingPolynomialBicubicSplineInterpolator and SmoothingPolynomialBicubicSplineInterpolatorTest.
Added method to clear the list of observations in PolynomialFitter.
<release version="2.1" date="2010-04-02" description="
This is primarily a maintenance release, but it also includes new features and enhancements.
Users of version 2.0 are encouraged to upgrade to 2.1, as this release includes some important bug fixes.
See the detailed list of changes below for full description of all bug fixes and enhancements.
This release contains some minor API compatibility breaks with version 2.0:
the return type of RealVector.copy() has been changed to AbstractRealVector;
the no-argument constructor of MatrixUtils() has been made private;
the mapXxxToSelf methods of OpenMapRealVector have been removed and some method return types have been changed in this class;
new methods have been added to the RealVector interface;
several fields in AdaptiveStepSizeIntegrator have been made final;
DummyStepInterpolator requires an additional argument for one of its constructors;
some protected fields have been removed from AbstractLeastSquaresOptimizer, AbstractScalarDifferentiableOptimizer and AbstractLinearOptimizer;
and the isOptimal(SimplexTableau) method has been removed from SimplexSolver. ">
<action dev="sebb" type="fix" issue="MATH-360">
Fix use of wrong variable in SmoothingBicubicSplineInterpolatorTest.testPreconditions()
<action dev="erans" type="update" issue="MATH-356">
Added method to clear the list of observations in CurveFitter.
<action dev="erans" type="add" issue="MATH-357">
Implementation of bicubic interpolation.
<action dev="psteitz" type="update" issue="MATH-332" due-to="Mikkel Meyer Andersen">
Added density functions to remaining continuous distributions (F, T, Weibull, Cauchy).
As of Math 2.1, all continuous distributions implement density functions. The HasDensity
interface has been deprecated and in version 3.0, density(double) will be added to the
ContinuousDistribution interface.
<action dev="sebb" type="update" issue="MATH-337">
Changed equals() methods to use instanceof check rather than catching ClassCastException;
this also allows some null checks to be omitted.
<action dev="sebb" type="update" issue="MATH-336">
Removed unnecessary null checks in equals methods.
<action dev="sebb" type="fix" issue="MATH-335">
Fraction.hashCode() implementation was not fully consistent with Fraction.equals().
Changed hashCode() to use fields directly to agree with equals().
<action dev="psteitz" type="fix" issue="MATH-282">
Resolved multiple problems leading to inaccuracy and/or failure to compute Normal,
ChiSquare and Poisson probabilities, Erf and Gamma functions. Made Brent solver
absolute accuracy configurable for all continuous distributions.
<action dev="luc" type="fix" issue="MATH-347" >
Fixed too stringent interval check in Brent solver: initial guess is now
allowed to be at either interval end
<action dev="luc" type="add" >
Added a way to compute both the final state in an Initial Value Problem (IVP)
for Ordinary Differential Equations (ODE) and its derivatives with respect to
initial state and with respect to some problem parameters. This allows wrapping
ODE solvers into optimization or root finding algorithms, which in turn can be
used to solve Boundary Value Problems (BVP). There are no implementations (yet)
of BVP solvers in the library.
<action dev="luc" type="fix" issue="MATH-358" >
Fixed an error in events handling in ODE solvers. In some rare cases, events
occurring close to a step start were handled without truncating the step, making
them appear as is they occurred close to the step end
<action dev="luc" type="fix" >
Fixed a problem with getInterpolatedDerivatives returning zero derivatives when
an ODE step handler is configured to not use interpolation. It now returns a
constant but non-zero value consistent with at least one point inside the step
<action dev="luc" type="fix" issue="MATH-344" >
Fixed wrong return values when enpoints are roots in Brent solver with
a user provided initial guess
<action dev="luc" type="fix" issue="MATH-343" >
Fixed a missing bracketing check of initial interval in Brent solver.
<action dev="dimpbx" type="fix" issue="MATH-342">
In SVD, the matrices passed to EigenDecomposition are now symmetric
by construction (rather than simply by definition). In EigenDecomposition,
once the tridiagonal form is obtained, the non-significant elements are
set to 0.
<action dev="dimpbx" type="fix" issue="MATH-333">
A EigenDecompositionImpl simplified makes it possible to compute
the SVD of a singular matrix (with the right number of elements in
the diagonal matrix) or a matrix with singular value(s) of multiplicity
greater than 1.
<action dev="psteitz" type="add" issue="MATH-323" due-to="Larry Diamond">
Added SemiVariance statistic.
<action dev="luc" type="add" issue="MATH-341" >
Added a warning in the getCoefficients method documentation for
PolynomialFunctionLagrangeForm. Computation may be ill-conditioned
so this method should be used with care.
<action dev="luc" type="add" issue="MATH-340" >
Fixed an error in BigFraction multiplication for large numerators that don't
fit in a primitive int.
<action dev="luc" type="fix" >
Fixed a spurious exception in EigenDecompositionImpl when a 3x3 block
had two identical eigenvalues.
<action dev="luc" type="add" issue="MATH-334" >
Added min/max getters for real vectors (not yet in the RealVector interface for
compatibility purposes, but in the AbstractRealVector abstract class).
<action dev="luc" type="fix" issue="MATH-338" due-to="Vincent Morand">
Fixed automatic step initialization in embedded Runge-Kutta integrators.
The relative tolerance setting was never used, only the absolute tolerance
was used.
<action dev="psteitz" type="fix" issue="MATH-329">
Fixed regression in Frequency.getPct(Object) introduced in 2.0. Cumulative
percent was being returned for Object arguments in place of percent.
<action dev="luc" type="add" issue="MATH-321" >
Singular Value Decomposition now computes either the compact SVD (using only
positive singular values) or truncated SVD (using a user-specified maximal
number of singular values).
<action dev="luc" type="fix" issue="MATH-320" >
Fixed Singular Value Decomposition solving of singular systems.
<action dev="psteitz" type="update" issue="MATH-239" due-to="Christian Semrau">
Added MathUtils methods to compute gcd and lcm for long arguments.
<action dev="psteitz" type="update" issue="MATH-287" due-to="Matthew Rowles">
Added support for weighted univariate statistics.
<action dev="luc" type="fix" issue="MATH-326" due-to="Jake Mannix">
Fixed a wrong implementation of the Linf norm in vectors.
<action dev="luc" type="fix" issue="MATH-324" due-to="Vincent Morand">
Fixed a convergence discrepancy with respect to theory in Gragg-Bulirsch-Stoer
<action dev="luc" type="fix" due-to="Dimitri Pourbaix">
Fixed a wrong dimension check in SVD solver.
<action dev="luc" type="fix" issue="MATH-313" due-to="Jake Mannix">
Added composition features for real functions.
<action dev="luc" type="fix" issue="MATH-312" due-to="Jake Mannix">
Added mapping and iteration methods to vectors. Provided a default implementation
for the numerous simple methods in the RealVectorInterface.
<action dev="luc" type="fix" issue="MATH-322" >
Fixed an error in handling very close events in ODE integration.
<action dev="psteitz" type="fix" issue="MATH-305" due-to="Erik van Ingen">
Fixed an overflow error in MathUtils.distance that was causing KMeansPlusPlusClusterer
to fail with a NullPointerException when component distances between points
exceeded Integer.MAXVALUE.
<action dev="psteitz" type="update" issue="MATH-315" due-to="Mikkel Meyer Andersen">
Added generationsEvolved property to GeneticAlgorithm to track the number of generations
evolved by the evolve() method before reaching the StoppingCondition.
<action dev="luc" type="fix" issue="MATH-318" due-to="Dimitri Pourbaix">
Fixed an index computation error in eigen decomposition. Once again, kudos to Dimitri
for debugging this.
<action dev="luc" type="fix" issue="MATH-308" due-to="Dimitri Pourbaix">
Fixed an ArrayIndexOutOfBoundsException in eigen decomposition. Kudos to Dimitri
for debugging this, it was really difficult.
<action dev="psteitz" type="fix" issue="MATH-309" due-to="Mikkel Meyer Andersen">
Fixed parameter test in RandomDataImpl#nextExponential. The method now throws
IllegalArgumentException for mean = 0.
<action dev="brentworden" type="update" issue="MATH-311" due-to="Nipun Jawalkar">
Changed probability calculations for Binomial, Poisson, and Hypergeometric
distributions to use Catherine Loader's saddle point approximations.
<action dev="psteitz" type="fix" issue="MATH-306" due-to="Joerg Huber">
Removed dead code from Complex#divide.
<action dev="psteitz" type="fix" issue="MATH-294">
Fixed implementation of RandomDataImpl#nextPoisson by implementing an alternative
algorithm for large means.
<action dev="psteitz" type="add" issue="MATH-300" due-to="Gilles Sadowski">
Added support for multidimensional interpolation using the robust microsphere algorithm.
<action dev="psteitz" type="fix" issue="MATH-298">
Fixed implementation of EmpiricalDistributionImpl#getUpperBounds to match
interface contract. Added getGeneratorUpperBounds method to
EmpiricalDistributionImpl providing previous behavior.
<action dev="luc" type="fix" issue="MATH-296" due-to="Eugene Kirpichov">
Fixed wrong results on Loess interpolation, also added a way to set weights
for smoothing and to ignore zero weights for coefficients computation
<action dev="luc" type="fix" issue="MATH-293" due-to="Benjamin McCann">
Fixed a OutOfBoundException in simplex solver when some constraints are tight.
<action dev="luc" type="fix" issue="MATH-291" due-to="Sebb">
Fixed misleading number formats in error messages for adaptive
stepsize integrators.
<action dev="psteitz" type="add" issue="MATH-287" due-to="Matthew Rowles">
Added support for weighted descriptive statistics.
<action dev="psteitz" type="add">
Added normalizeArray method to MathUtils.
<action dev="luc" type="fix" issue="MATH-290" due-to="Benjamin McCann">
Fixed a NullPointerException in simplex solver when no solution is possible
and some constraints are negative.
<action dev="luc" type="fix" issue="MATH-289" >
Removed an unused argument in a private method in simplex solver.
<action dev="luc" type="fix" issue="MATH-288" due-to="Benjamin McCann">
Fixed an error induced by entries set to 0 in simplex solver.
<action dev="luc" type="fix" issue="MATH-286" due-to="Benjamin McCann">
Fixed an error leading the simplex solver to compute the right solution
but return another one.
<action dev="luc" type="fix" issue="MATH-283" due-to="Michael Nischt">
Prevent infinite loops in multi-directional direct optimization method when
the start point is exactly at the optimal point.
<action dev="billbarker" type="fix" issue="MATH-297" due-to="Axel Kramer">
Prevent possible zero divides on eigenvectors of indefinite matrices
<release version="2.0" date="2009-08-03" description="
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
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.">
<action dev="luc" type="fix" issue="MATH-281" due-to="Albert Huang">
Fixed an error in RealMatrix javadoc
<action dev="luc" type="add" >
Added an implementation of the Mersenne twister pseudo random number generator
from Makoto Matsumoto and Takuji Nishimura
<action dev="luc" type="update" due-to="Gilles Sadowski">
Changed the return type of the various interpolation algorithms to the
specific implementation of UnivariateRealFunction each one uses
<action dev="luc" type="fix" issue="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.
<action dev="luc" type="add" issue="MATH-279" due-to="Michael Bjorkegren">
Added a check for too few rows with respect to the number of predictors in linear regression
<action dev="luc" type="add" due-to="Dimitri Pourbaix">
Added a getCovariance method to singular value decomposition
<action dev="luc" type="add" issue="MATH-278" due-to="Eugene Kirpichov">
Added robust locally weighted regression (Loess).
<action dev="luc" type="add" issue="MATH-277" due-to="Mark Anderson">
Added a scalar multiply to the Complex class
<action dev="luc" type="add" >
Added curve fitting with a general case and two specific cases (polynomial and harmonic).
<action dev="psteitz" type="update" issue="MATH-276" due-to="Mark Anderson">
Optimized Complex isNaN(), isInfinite() by moving computation to constructor.
<action dev="psteitz" type="fix" issue="MATH-207" due-to="David Stefka">
Added Genetic Algorithm implementation.
<action dev="luc" type="fix" issue="MATH-274" >
Fixed detection of not positive definite matrices in Cholesky decomposition
<action dev="luc" type="fix" issue="MATH-273" due-to="Benjamin McCann">
Fixed a wrong check for basic variables
<action dev="luc" type="fix" issue="MATH-272" due-to="Benjamin McCann">
Fixed a problem when setting some variables (several variables were set
instead of only one)
<action dev="luc" type="add" due-to="Gilles Sadowski">
Added a way to limit the number of functions evaluations in optimizers
(the number of iterations could already be limited)
<action dev="psteitz" type="add" issue="MATH-267" due-to="Ted Dunning">
Added digamma function.
<action dev="psteitz" type="add" issue="MATH-136" due-to="John Gant">
Added Spearman's rank correlation (SpearmansCorrelation).