New Post: EigenValue Decomposition - method failing
Playing around with the convergence criteria again didn't lead anywhere and I couldn't spot the difference between the two sets of code (ours and the the other JAMA port). Reading some comments on HQR2...
View ArticleNew Post: EigenValue Decomposition - method failing
That would be great thanks, it might be enough to work for any other ones i will be throwing at it too.
View ArticleNew Post: Does MathNet.Numerics support extrapolation?
I've got the CubicSplineInterpolation working just fine doing interpolation. Now I'm trying to get extrapolation working but I don't see this supported in any of the relation functions. Am I missing...
View ArticleNew Post: linear optimization solver
Hi, Is there any linear optimization solver included in the math.net Numerics library (like linprog in Matlab)? Thanks Guillaume
View ArticleNew Post: Does MathNet.Numerics support extrapolation?
Technically all the interpolation algorithms support extrapolation to values outside of the sample set range. Just be aware that it follows along exactly the same interpolated high-order function, so...
View ArticleNew Post: linear optimization solver
Hi Guillaume No, not yet. There is finally some work for non-linear optimization in the pipeline, but not yet for any convex optimization (like LP). You may want to give the MS solver foundation a...
View ArticleNew Post: Does MathNet.Numerics support extrapolation?
Thanks for the reply. That's great news, this is a nice package. Last question: Is it required that the 2 input vectors (eg. samplePoints and sampleValues inputs to _CubicSplineInterpolation()_) -- be...
View ArticleNew Post: Does MathNet.Numerics support extrapolation?
To my understanding, all our interpolation algorithms expect the samples to be sorted ascendingly by the sample point, although I'd have to check the specific algorithm if needed. The sample points...
View ArticleNew Post: Using Matrix types in VB
Hi, I have a bit of a problem understanding how best to use some of the matrix methods in VB. For example:Option Explicit On Option Strict On Option Infer On Imports...
View ArticleNew Post: Using Matrix types in VB
Yes, CreateFromColumns would be more flexible if instead of IList it used IEnumerable, which is covariant. We may want to change that in the future. For now the following options come to mind that...
View ArticleNew Post: Problem in thin QR Solve
Hi, I have found a problem when using the thin QR to solve a Least-Squares problem. Here's my test code:Public Shared Function MathNetQRSolve(xArray(,) As Double, yColumn() As Double, useFull As...
View ArticleNew Post: Problem in thin QR Solve
Just having thought about it a little more, I think it's because for an M×N matrix: Full QR Decomposition Q is M×M R is M×N Thin QR Decomposition Q is M×M R is N×N (square matrix) This means that when...
View ArticleNew Post: Problem in thin QR Solve
yep, in DenseQR we are checkingif (MatrixR.RowCount != input.RowCount) but we we should be using the Q matrix not R. Interesting that this passed the unit tests. I'll update the tests and check in a fix.
View ArticleNew Post: Problem in thin QR Solve
Chris as merged the fix into the main branch. Thanks for reporting the error.
View ArticleNew Post: Problem in thin QR Solve
No problem. Does this mean that the fix is available in the latest download or do I need to download the source code and compile it myself? I assume that you caught this one in the same fix, but I...
View ArticleNew Post: Problem in thin QR Solve
For the moment you'll need to compile it yourself. It didn't occur to me to check GS. It looks there is an issue with it - thanks!
View ArticleNew Post: Problem in thin QR Solve
(There have been quite a few fixes lately, so I'm considering a patch release soon, i.e. v2.4.1)
View ArticleNew Post: Problem using Native Linear Algebra Provider
Hello, I'm having trouble getting the native linear algebra providers to work using the documentation here :...
View ArticleNew Post: Problem using Native Linear Algebra Provider
Have you tried our NuGet packages? See http://christoph.ruegg.name/blog/2013/2/3/mathnet-numerics-with-native-linear-algebra.html Thanks, Christoph
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