RealVector interface could use some iterators (dense and sparse) and generic 
map() and collect() methods.
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                 Key: MATH-312
                 URL: https://issues.apache.org/jira/browse/MATH-312
             Project: Commons Math
          Issue Type: New Feature
    Affects Versions: 2.0
         Environment: all
            Reporter: Jake Mannix
             Fix For: 2.1


As discussed on the [math] list, there are other projects out there which would 
love to get a chance to standardize on using commons-math for things like 
linear algebra primitives, as it would build a common base to build upon.  But 
to do that, some well-known and used techniques for dealing with vectors, for 
one thing, are missing.  Most glaringly is the treatment of sparse vectors: 
giving no Iterator for non-default values means external clients lose the 
advantage of sparseness - only internal methods can skip around.  

Extending the RealVector interface with sparse (and dense) iterator methods 
would fix this: 

{code}
  double getDefaultValue();
  Iterator<RealVector.Entry> iterator();
  Iterator<RealVector.Entry> nonDefaultIterator();
{code} 

but there is another way to deal with vector data as well: instead of passing 
iterators around, and worrying about all the lovely ConcurrentModification and 
unsupported "remove" methods (which aren't the end of the world), we can 
instead expose generic map functions:

{code}
  RealVector map(UnivariateRealFunction f);
  RealVector mapToSelf(UnivariateRealFunction f);
{code}

where RealVector mapToSelf(UnivariateRealFunction), which applies the function 
to the vector's entries (checking whether the function preserves the default 
value up front allows it to chose between the sparse or dense iterator), and 
map just applies mapToSelf to a copy.

This doesn't exhaust all possible places where Iterators could be used 
helpfully (there's also combining two vectors together via a 
{code}map(BinaryRealFunction, RealVector other){code} which could be 
specialized nonlinear forms of addition or subtraction, and {code}double 
collect(UnivariateRealFunction, BinaryRealFunction){code} which uses the 
iterates over all of the entries, applying the first unary function to each 
entry, and then applying the binary function to combine this value with the 
previous accumulated value - with "pow(2)", and "+" as the two functions, you 
get L2 norm, with "abs()" and "+", you get L1 norm, etc...)


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