Re: [Math] Java version

2015-01-15 Thread Bruce A Johnson
I’m very happily starting to use Java 8 and am making lots of use of JavaFX (not so relevant to Math), and lambdas and streams (playing around with a little numpy like interface to Math). So, on the one hand I’m all for Java 8, but on the other hand there are things I’d rather see done for the

[Math] Missing documentation for ParameterValidator

2014-12-30 Thread Bruce A Johnson
When I click on the documentation link ( at http://commons.apache.org/proper/commons-math/apidocs/index.html http://commons.apache.org/proper/commons-math/apidocs/index.html ) for ParameterValidator in the fitting.leastsquares package I get: The requested URL

Re: [math] getCovariance in SingularValueDecomposition

2014-10-08 Thread Bruce A Johnson
attention to the that there is no ambiguity. On the other hand I might not be the only person that sees a method called getCovariance and expects that it will give X'X. Bruce On Oct 7, 2014, at 9:59 PM, Bruce A Johnson johns...@umbc.edu wrote: As I understand it (which could easily be wrong

[math] getCovariance in SingularValueDecomposition

2014-10-07 Thread Bruce A Johnson
As I understand it (which could easily be wrong), calculation of the covariance (X'X) via SVD follows the following logic: X = USV'(via SVD, the X' indicates transpose) X'X = (USV')' USV' this reduces to X'X = VSU'USV' = V S S V' In the SingularValueDecomposition class the

[math] CMAESOptimizer fails sometimes when point out of bounds

2014-02-28 Thread Bruce A Johnson
The CMAESOptimizer repairs points that are out of bounds by moving them into bounds, and adding a penalty based on how far they were moved. The penalty added is scaled by the range of values in the current population (valueRange field in code below). double[] x, final double[] repaired) {

NonLinearConjugateGradientOptimizer line search

2014-02-26 Thread Bruce A Johnson
The NonLinearConjugateGradientOptimizer does a line search for a zero in the gradient (see comment from source below), rather than a search for a minimum of the function (the latter is what is used in Numerical Recipes and in the simple discussion on Wikipedia (

[math] NonLinearConjugateGradientOptimizer line search

2014-02-26 Thread Bruce A Johnson
The NonLinearConjugateGradientOptimizer does a line search for a zero in the gradient (see comment from source below), rather than a search for a minimum of the function (the latter is what is used in Numerical Recipes and in the simple discussion on Wikipedia (

Re: [math] NonLinearConjugateGradientOptimizer line search

2014-02-26 Thread Bruce A Johnson
On Feb 26, 2014, at 6:23 PM, Bruce A Johnson johns...@umbc.edu wrote: The NonLinearConjugateGradientOptimizer does a line search for a zero in the gradient (see comment from source below), rather than a search for a minimum of the function (the latter is what is used in Numerical Recipes

Re: [math] Question regarding use of CM - who is using it?. .

2013-01-31 Thread Bruce A Johnson
I use CM in my NMR (Nuclear Magnetic Resonance) data analysis package for Fourier transforms, fitting experimental data (optimization package), molecular structure refinement, statistics and more. Bruce http://www.onemoonscientific.com On Jan 31, 2013, at 3:50 PM, Becksfort, Jared

Re: [math] 902 Optimizers should return best discovered value in case of TooManyEvaluationsException

2012-11-19 Thread Bruce A Johnson
On Nov 17, 2012, at 6:57 PM, Konstantin Berlin wrote: There are numerous examples when the optimization might not have converged to the stopping condition, but the minimum discovered point is better than the starting point that was initially provided. The user should have the ability to at

Re: [math] Convolution

2012-08-23 Thread Bruce A Johnson
On Aug 23, 2012, at 8:31 AM, Clemens Novak wrote: On 2012-08-20 19:25, Luc Maisonobe wrote: Le 20/08/2012 17:00, Clemens Novak a écrit : Dear all, Hi Clemens, I would like to work on some signal processing functions (as indicated on the wiki WishList) and started with the convolution

Re: [math] Improvement: Interpreter for mathematical expressions

2012-03-27 Thread Bruce A Johnson
On Mar 27, 2012, at 5:55 AM, Gilles Sadowski wrote: Hello. it would be nice to have an interpreter for mathematical expressions so that functions may be defined at runtime. Example for f(x): ExpInter ei = new ExpInter(); ei.setFunction(ln(3*sin(2*x)+3)); // Plot the function:

[math]:Complex types

2012-03-25 Thread Bruce A Johnson
Interesting article about value types in the JVM with relevance to better support for Complex numbers (something I've long wished for) https://blogs.oracle.com/jrose/entry/value_types_in_the_vm Perhaps there is a role for the Commons Math project in item 2 of his section More Work Bruce

Re: [Math] Toward 3.0 release: First deliverables

2012-03-01 Thread Bruce A Johnson
On Mar 1, 2012, at 7:59 PM, Gilles Sadowski wrote: Hi. I managed to complete part of the release process: Tag on SVN: https://svn.apache.org/repos/asf/commons/proper/math/tags/MATH_3_0_RC1/ Artefacts on Nexus: https://repository.apache.org/content/repositories/orgapachecommons-010/

Re: [math] Major speed improvement to 1D FFT (MATH-732)

2012-02-07 Thread Bruce A Johnson
On Feb 7, 2012, at 6:34 AM, Gilles Sadowski wrote: Hello. Hello Sébastien, Kurt has recently proposed a patch for 1D-FFT which is much faster than our current impl, while still passing the tests (of course). Am I likely to hurt anyone's feelings if I replace the old impl by the new

Re: [math] Major speed improvement to 1D FFT (MATH-732)

2012-02-07 Thread Bruce A Johnson
On Feb 7, 2012, at 8:05 AM, Sébastien Brisard wrote: ---CUT--- public double[][] transform(double[][] dataRI) { /* ... */ } ---CUT--- And you can pass your data to the CM code in a matter of two array reference assignments. OK, I like this idea (this is more or less what I meant by

[Math] Why no AnyVector Interface?

2012-01-31 Thread Bruce A Johnson
Hi, I'm currently working on a scripted interface to Commons Math. I support both Real and Field (Complex) matrices, and Real and Field (Complex) vectors. Checking the size of the matrices is trivial because they both implement AnyMatrix which has row and column size getters, but because

Re: [math] CMA-ES input sigma

2011-11-07 Thread Bruce A Johnson
I had exactly this problem (where it wasn't obvious that the sigma parameter needed to be normalized to [0-1]), a few days ago. I think your second solution is the more user friendly. Bruce On Nov 7, 2011, at 7:58 AM, Luc Maisonobe wrote: Hello, I am trying to use CMA-ES optimizer with

Re: [math] Numerical derivatives in Commons Math

2011-08-11 Thread Bruce A Johnson
I'd be quite interested in seeing Numerical Derivatives in CM. There are some interesting ideas about Numerical Differentiation here: http://www.holoborodko.com/pavel/numerical-methods/ Bruce On Aug 11, 2011, at 6:30 PM, Patrick Meyer wrote: I like the idea of adding this feature. What

Re: [math] puzzled by generics in root solvers

2011-07-06 Thread Bruce A Johnson
While there is a discussion of solvers going on I thought I would point out that I have done a Java translation of Dario Bini's implementation of Aberth's method. I've attached the header of the original Fortran file below. I'd be happy to donate my translation to Commons Math if there is

Re: [math] CMA-ES optimization algorithm

2010-11-18 Thread Bruce A Johnson
One thing that will make plotting possible is a project I'm working on. Not ready for use, but here's a summary. The amath4jtcl project provides an extension for the JTcl project that allows one to use Commons Math Vectors and Matrices within Tcl Expressions. In combination with my

Re: [math] elementary functions.

2010-06-09 Thread Bruce A Johnson
Joe Darcy at Oracle http://blogs.sun.com/darcy/category/Numerics might be a good contact as he has an interest and background in Java numerics and has been overseeing Project Coin which is about small additions to the Java language for JDK 7. Bruce On Jun 9, 2010, at 9:31 AM, James

Math Release 2.1 SVD

2010-03-26 Thread Bruce A Johnson
The 2.1 API docs for the Singular Value Decomposition say: The size p depends on the chosen algorithm: for full SVD, p is n, for compact SVD, p is the rank r of the matrix (i. e. the number of positive singular values), for truncated SVD p is min(r, t) where t is user-specified. but I don't