New Post: StyleCop
Hi Candy, I don't use anything beside JetBrains Resharper. To my understanding the StyleCop installer can optionally modify the Resharper configuration so that it is in line with the StyleCop rules,...
View ArticleNew Post: add several vectors
Alternatively, if the vectors are very large you could try whether the following is faster:var result = new double[length]; foreach(var array in arrays) { Control.LinearAlgebraProvider.AddArrays(array,...
View ArticleNew Post: Error Message in Cholesky Factorization
I am trying to calculate Cholesky factorization of a sparse 320 by 320 matrix with 2424 nonzeros. I know the matrix is symmetric and positive definite (eigenvalues are spread between 0.03 and 7328.95....
View ArticleNew Post: Mean replacement (matlab)
hello togehter, i tried a lot, but i could find any solution for the replacement of mean in matlab for vectors and matrices. Perhaps one of you has already a solution of a implementation of this with...
View ArticleNew Post: Sparse matrix performance
I needed a fast Kronecker product for sparse matrices recently, so here's the updated code. Feel free to use ... Source: MathNet.Numerics.Extensions-src.zip Benchmark (old vs. new):Kronecker ( 5x 5) X...
View ArticleNew Post: The result of SVD of Math.Net seems different from Matlab
Hi, I tried to move some of my code from matlab to C#, but got a problem. I have a matrix as H = -65.2236 -17.8837 -22.4864 -29.5138 -17.3710 -6.4183 -13.1218 87.7046 -22.1451 If I find the SVD (USV' =...
View ArticleNew Post: The result of SVD of Math.Net seems different from Matlab
Both seem to be correct. Only the singular values are uniquely determined in an SVD, and only if they are ordered the same way. U and V are related, but not uniquely determined. Note that with Math.NET...
View ArticleNew Post: matrix exponential
how can i get the exponential from a matrix - cant find the function. how can i build it
View ArticleNew Post: Eigenvalues / Eigenvector
Hallo all, I looked into Math.NET for usage in my Research. More specific I am looking for a library that can compute the Eigenvectors and Values of medium (500+) matrices. I need this for graph...
View ArticleNew Post: CoreCLR
Are there already plans to support the CoreCLR introduced with Visual Studio 2015?
View ArticleNew Post: matrix exponential
You are referring to this function? We do not support it out of the box yet, but we certainly want to have it in the future as it has a few very useful use cases.
View ArticleNew Post: Eigenvalues / Eigenvector
Thanks, I'll have to look into this in more detail. Are you using the managed or the MKL provider in Math.NET? Thanks, Christoph
View ArticleNew Post: .NET Core
We certainly want to support it. Is there something we can do already? (I do not have any vnext tools installed yet, but do have access to MSDN.) Thanks, Christoph
View ArticleNew Post: matrix exponential
Hello cdrnet - yes this is the Function i want to use... Now i have build it for my owen Thank you for replay
View ArticleNew Post: .NET Core
I have created a proof-of-concept PR (#265) that creates DLLs for aspnet50 and aspnetcore50 targets. It's probably better to wait for a finalized release next year as the referenced assemblies are...
View ArticleNew Post: Eigenvalues / Eigenvector
Hallo Christoph, How can I tell? I have downloaded the "RECOMMENDED DOWNLOAD" and used the .net 3.5 Version and used the MathNet.Numerics.dll wih the following code: M = M.Build.Dense(tmpG.dimension,...
View ArticleNew Post: Neural Net speed up
Am having a bit of trouble trying to figure out how to use MNNumerics to speed up either one of the following sets of neural net code HeatOnResearchs encog framework in dotnet (aka replacing all the...
View ArticleNew Post: Noncentral StudentT.InvCDF
I am attempting to calculate the Inverse CDF of the Student T distribution with a non-centrality parameter (I assume this is the location) of 5.202, a DF of 9 at a probability of 0.95. I am using this...
View ArticleNew Post: Calculate implied volatility
Is it possible to use Math.Net to compute implied volatility given the market price of an option?
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