New Post: Integrating SIMD support + Spatial code
I was thinking of starting to integrate some SIMD support (using System.Numerics Vector<T> code) into Math.Net Numerics. Probably the first thing I would try to do is vectorize things like...
View ArticleNew Post: RunningStatistics: Is there a way to track only a window of the...
RunningStatistics: Is there a way to track only a window of the last 5 samples? MathNet.Numerics.Statistics has only Push() method, there is no Pop() method. Let's say my window size is set to 5, and...
View ArticleNew Post: RunningStatistics: Is there a way to track only a window of the...
I (as an outside observer) can't find anything like this in the code. In principle you could write a Pop() function as long as you have the x value for the item you're removing by undoing what Push...
View ArticleNew Post: Numerics FFT result interpretation
I am new to Math .net numerics and still trying to understand the FFT library. Based on the some examples, I've written following code: Complex[] samples = new Complex[1000]; double[] s =...
View ArticleNew Post: Numerics FFT result interpretation
You actually have two peaks of the same magnitude, one at index 100 and one at index 900, hence 200 Hz (100 * 2 Hz). This is expected since for real-valued signals the FT will be real-even and...
View ArticleNew Post: RunningStatistics: Is there a way to track only a window of the...
@bdodson thanks for your reply, it is actually expensive if running this for each user, and window of 5 was just an example, it may be a window of 100. moving standard deviation / rolling standard...
View ArticleNew Post: RunningStatistics: Is there a way to track only a window of the...
There is a similar request up on GitHub - https://github.com/mathnet/mathnet-numerics/issues/264 . I tinkered around with this a bit and found that the std dev got inaccurate pretty quickly doing...
View ArticleNew Post: RunningStatistics: Is there a way to track only a window of the...
@cuda, thanks for your reply. according to this page - http://en.wikipedia.org/wiki/Algorithms_for_calculating_variance#Na.C3.AFve_algorithm re-calculating is called the "Naïve algorithm". and this...
View ArticleNew Post: RunningStatistics: Is there a way to track only a window of the...
@amiranon, what I was suggesting was not the "Naïve algorithm," but "Computing shifted data" for each window. I'll push my poping/pushing branch to github tomorrow. It started to lose accuracy after...
View ArticleNew Post: RunningStatistics: Is there a way to track only a window of the...
doh, there was a problem with my test. The accuracy isn't that bad. first take is at: https://github.com/cuda/mathnet-numerics/tree/moving_stats . see the MovingStatistics class supports: mean,...
View ArticleNew Post: UserEvd(Complex32 3x3) gives wrong eigenvectors?
Hi guys, I have stumbled into similar problem described in this discussion about eigenvectors mismatch between mathnet and matlab. Has there been any update on this? regards.
View ArticleNew Post: RunningStatistics: Is there a way to track only a window of the...
@cuda, Great, I am checking that out, thanks
View ArticleNew Comment on "Documentation"
i will create filter for social network system offer to related fiends by content by features by friend of friend. anyboy can help me for use SVD and matrix for filter data . thanks
View ArticleReviewed: Math.NET Numerics v2.4.0 (may 16, 2015)
Rated 4 Stars (out of 5) - mjbnbvjhjhgjhgjhgjhghjgj
View ArticleNew Post: Error in sampling from Negative Binomial
I'm using Math.Net to sample values from an overdispersed Poisson distribution. I'm doing this using the negative binomial link, as described here:...
View ArticleReviewed: Math.NET Numerics v3.4.0 (Jun 09, 2015)
Rated 5 Stars (out of 5) - Just use..no problem..
View ArticleNew Post: replacement for interp1 from matlab
Hello all, i hope you can help me, i want to rewrite a matlab code sniplet. In this sniplet i use the interp1 method of matlab to interpolate. When i use now math.net in c#, i saw the interpolation...
View ArticleNew Post: Time Series Compression for Math.NET Numerics using DeltaCodec
Hi, I just wanted to let users know about a new time series compression library that might be very useful in conjunction with Math.NET: DeltaCodec. This allows a developer to directly encode and decode...
View ArticleNew Post: replacement for interp1 from matlab
Hi Michael, I'm about to move this discussion board from Codeplex to http://discuss.mathdotnet.com/c/numerics. May I ask to to post this there instead? Thanks, Christoph
View ArticleNew Post: Time Series Compression for Math.NET Numerics using DeltaCodec
I'm about to move this discussion board from Codeplex to http://discuss.mathdotnet.com/c/numerics. May I ask to to post this there instead? Thanks, Christoph
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