Random number generation in NMath.
NMath V4.1 and NMath Stats V3.2 increase performance with upgrade to Intel Math Kernel Library 10.2 Update 5.
NMath provides numerical components for math, financial, engineering, and scientific applications on the .NET platform. NMath includes: NMath Core (The foundational library includes general vector and matrix classes, complex number classes, random number generators, and numerical integration and differentiation mathematical methods), NMath Matrix (an advanced matrix manipulation library that extends the general matrix classes of NMath Core to include structured sparse matrix classes and factorizations, general matrix decompositions, and advanced least squares solutions), NMath Analysis (NMath Analysis is an advanced function manipulation library that extends the general analysis classes of NMath Core to include function minimization, root-finding, and linear programming).
Updates in NMath V4.1
- Upgraded to Intel MKL 10.2 Update 5 with resulting performance increases
- Replaced CLI C++ kernel with a pure C# kernel that invokes MKL using PInvoke() to improve .NET 4.0 experience
- Added class FirstOrderInitialValueProblem to encapsulate a first order initial value differential equation
- Added class RungeKuttaSolver for solving first order initial value differential equations by the Runge-Kutta method
- Added SavitzkyGolay class to generate filtering coefficients for data smoothing or for computing smooth Nth-derivatives in noisy data
- Added a SavitzkyGolayFilter class to both smooth data or compute the smoothed n-derivative of the the data. New boundary handling options for smooth transitions to the data boundaries
- Added INonlinearLeastSqMinimizer and IBoundedNonlinearLeastSqMinimizer interfaces. Class TrustRegionMinimizer now implements IBoundedNonlinearLeastSqMinimizer. Class LevenburgMarquardtMinimizer now implements INonlinearLeastSqMinimizer
- Added classes BoundedOneVariableFunctionFitter and BoundedMultiVariableFunctionFitter which derive from OneVariableFunctionFitter and MultiVariableFunctionFitter, respectively, and accept linear bounds on the solution
- Class OneVariableFunctionFitter is now templatized on INonlinearLeastSqMinimizer, and BoundedOneVariableFunctionFitter is templatized on IBoundedNonlinearLeastSqMinimizer
- Class MultiVariableFunctionFitter is now templatized on INonlinearLeastSqMinimizer, and class BoundedMultiVariableFunction is templatized on IBoundedNonlinearLeastSqMinimizer
- Added <Type>GSVDecomp and <Type>GSVDecompServer classes to compute the generalized singular value decomposition (GSVD) of a pair of general rectangular matrices
- Added class BoxCoxTransformation which performs a Box-Cox power transformation to make non-normal data resemble normally-distributed data
- Added accessor for the Hessian in class VariableMetricMinimizer
- Added "force through origin" option to class PolynomialLeastSquares
- Fixed several minor issues with CLS compliance
Updates in NMath Stats V3.2
- Upgraded to Intel MKL 10.2 Update 5 with resulting performance increases
- Added classes InputVariableCorrelator and ReducedVarianceInputCorrelator to induce a desired rank correlation among a set of random input variables
- Added class KruskalWallisTest for performing a Kruskal-Wallis rank sum test
- Added class JohnsonDistribution to encapsulate the Johnson system of distributions
- Added classes GoodnessOfFit and GoodnessOfFitParameter for testing the goodness of fit of least squares model-fitting classes, such as LinearRegression, PolynomialLeastSquares, and OneVariableFunctionFitter
- Added class BoxCox for computing the Box-Cox power transformations
- Added StatsFunction.Median() for float types
- Fixed issue where StatsFunctions.SumOfSquares() could occasionally return a negative value
- Improved support for missing values in DataFrame.Load()
For more information visit:
http://www.centerspace.net/content/centerspace-software-releases-new-versions-nmath-net-numerical-libraries
About CenterSpace Software
CenterSpace Software was founded in December, 2002. Its mission is to develop enterprise class numerical component libraries for the .NET platform. The team has extensive experience developing high-performance, analytic software tools. The NMath Suite from CenterSpace Software provides building blocks for mathematical, financial, engineering, and scientific applications on the .NET platform. CenterSpace has satisfied customers in 48 countries around the world, primarily in financial, engineering, scientific, and academic markets.