| Version |
Date |
Description |
|---|
| 2.0
|
TBD |
TBD |
| 1.3-SNAPSHOT
|
TBD |
TBD |
| 1.2
|
2008-02-24 |
This release combines bug fixes and new features. Most notable among the new features are the estimation, optimization, geometry and ode packages added from the Mantissa library. Implementations of fast Fourier transform, QR decomposition and several numerical integration algorithms have also been added, along with enhancements and extensions to packages included in Commons Math 1.1. This release is source and binary compatible with earlier versions of Commons Math. |
| 1.1
|
2005-12-17 |
This is a maintenance release containing bug fixes and enhancements. All API changes are binary compatible with version 1.0. The enhancements include some new probability distributions, a Fraction class, new matrix and numerical utilities, and a PRNG pluggability framework making it possible to replace the JDK-supplied random number generator in commons-math (and elsewhere) with alternative PRNG implementations. |
| 1.0
|
2004-12-06 |
Apache Commons Math 1.0 - Initial Release |
| Type |
Changes |
By |
|---|
 |
Support for one dimensional vectors has been added to the linear algebra
package with a RealVector interface, a RealVectorImpl default implementation
using a single double array to store elements and a RealVectorFormat for
input/output. Thanks to Andreas Rieger. |
luc
|
 |
Changed OLS regression implementation added in MATH-203 to use
QR decomposition to solve the normal equations. Fixes MATH-217
. |
psteitz
|
|
New ODE integrators have been added: the explicit Adams-Bashforth and implicit
Adams-Moulton multistep methods. These methods support customizable starter
integrators and support discrete events even during the start phase.
All these methods provide the same rich features has the existing ones:
continuous output, step handlers, discrete events, G-stop ... |
luc
|
 |
Replaced size adjustment of all steps of fixed steps Runge-Kutta integrators by
a truncation of the last step only. Fixes MATH-214
. |
luc
|
|
The ODE integrators now support several step handlers at once, instead of just one.
This is more consistent with event handlers management.
The setStepHandler method has therefore been replaced by addStephandler, the
getStepHandler method has been replaced by getStepHandlers which returns a Collection
and a clearStepHandlers method has been added. |
luc
|
|
All step interpolators for ODE integrators now provide interpolation for
both the state and its time derivatives. The interpolated derivatives are
the exact derivatives of the interpolated state, thus preserving consistency.
The general step handlers hence do not need to call the derivation function
anymore. The fixed step handlers also get the time derivative of the state
as an additional argument along with the state when they are called. |
luc
|
|
Changed return type for FirstOrderIntegrator.integrate() to double
in order to retrieve exact stop time. This allows to handle properly
integration interruption due to an EventHandler instance asking to
stop the integration when its associated event is triggered. The state
was already set to the current state at interruption time, but it was
difficult to get the corresponding time (it involved setting a step
handler monitoring the last step specially). Fixes MATH-213
. |
luc
|
|
Clarified the ODE package by breaking in into several sub-packages and renaming
classes (SwitchingFunctions/EventHandler, SwitchingFunctionsHandler/CombinedEventsManager) |
luc
|
|
Changed return type for FirstOrderIntegrator.getSwitchingFunctions()
to a collection of SwitchingFunction instances. This better suits the
intended use of the method and fixes a visibility error since the
previous return type referenced the package private SwitchState class. Fixes MATH-210
. |
luc
|
|
Fixed dimension error on output vector for the operate method
in RealMatrixImpl and BigMatrixImpl classes. Fixes MATH-209
. Thanks to Thomas Chust. |
luc
|
|
The FirstOrderDifferentialEquations, FirstOrderIntegrator and FixedStepHandler
interfaces now extends Serializable, allowing integrators, problems and
handlers to be embedded into users Serializable classes. |
luc
|
|
Added several convenience methods and constants for Vector3D and Rotation. |
luc
|
|
Replaced public no argument constructors with IDENTITY or ZERO
static instances for immutable classes Vector3D and Rotation. |
luc
|
|
Fixed inconsistencies in the naming scheme for static fields in
Vector3D and Rotation with respect to the overall library. |
luc
|
|
Greatly improved RealMatrixImpl and BigMatrixImpl performances,
both in terms of speed and in terms of temporary memory footprint. |
luc
|
|
Added Mauro's patch to support multiple regression. Fixes MATH-203
. Thanks to Mauro Talevi. |
luc
|
|
Starting with version 2.0 of the library, the minimal version of the Java
platform required to compile and use commons-math is Java 5. This version
is widely deployed now on many systems. It brings new important features
for specific mathematical developments, for example new functions (log10,
cbrt, ulp, signum, cosh, sinh, tanh, hypot, expm1, log1p), autoboxing,
MathContext or RoundingMode. It also brings important features for general
development, for example enums, generics or annotations. |
luc
|
|
Switching functions can now throw dedicated SwitchException from all their
method. At upper call level, the various ODE integrators handle these new
exceptions and wrap them into IntegratorException instances, hence the
integrators methods signature did not change. |
luc
|
|
Added the getSwitchingFunctions and clearSwitchingFunctions to the
FirstOrderIntegrator interface and all its implementations Fixes MATH-202
. |
luc
|
|
Removed deprecated features. This includes the following changes. Factory-based
instantiation replaced by setter injection in 1.2 in several classes have been
removed. Protected fields in matrices implementations have been declared final
and private. Identity factory methods moved to MatrixUtils class have been
removed. Complex utilities methods that have been superseded by Complex instance
methods have been removed. |
luc
|
| Type |
Changes |
By |
|---|
|
Fixed formula in fast cosine transformer javadoc comments. Fixes MATH-205
. Thanks to Roman Werpachowski. |
luc
|
|
Javadoc and style fixes. Fixes MATH-193
. Thanks to Michael Heuer and Sebb. |
brentworden
|
|
Added an error detection for missing imaginary character while parsing complex string Fixes MATH-198
. Thanks to Frederick Salardi. |
luc
|
|
Detect numerical problems in Q.R decomposition for Levenberg-Marquardt estimator
and report them appropriately Fixes MATH-199
. Thanks to Mick. |
luc
|
|
Fixed several crashes in getCovariances() and guessParametersErrors() in
AbstractEstimator when some parameters are bound. The methods now explicitly
give result only about unbound parameters. Fixes MATH-200
. Thanks to Plamen Petrov. |
luc
|
|
Fixed truncation error in t-test classes for large t values. Fixes MATH-201
. Thanks to Peter Wyngaard. |
brentworden
|
|
Added root checks for the endpoints. Fixes MATH-204
. Thanks to Mick. |
brentworden
|
| Type |
Changes |
By |
|---|
|
Fixed numerous warnings in test code. |
luc
|
|
Use the initial guess provided by the user in BrentSolver.solve(), thus
improving speed. Fixes MATH-156
. Thanks to Tyler Ward. |
luc
|
|
Added the estimation, optimization, geometry and ode packages from the
Mantissa library. |
luc
|
|
Made ComplexFormat format double values with a provided NumberFormat
instance instead of using the real part format for all values. Fixes MATH-18
. Thanks to Phil Steitz. |
brentworden
|
|
Added Pascal distribution implementation. Fixes MATH-120
. Thanks to Todd C. Parnell. |
psteitz
|
|
Added QR Decomposition. Fixes MATH-148
. Thanks to Joni Salonen. |
psteitz
|
|
Modified ProperFractionFormat to reject embedded minus signs. Fixes MATH-60
. Thanks to Nhung Nnguyen. |
psteitz
|
|
Added a nextAfter method in MathUtils to return the next
machine-representable number in a specified direction from a given
floating point number. Used this to ensure that MathUtils.round does
not return incorrect results for numbers with bad IEEE754
representations. Fixes MATH-151
. Thanks to Luc Maisonobe. |
psteitz
|
|
Added Fast Fourier Transform implementation. Fixes MATH-140
. Thanks to Xiaogang Zhang. |
psteitz
|
|
Modified getSumSquaredErrors method in SimpleRegression to always
return a non-negative result. Fixes MATH-85
. Thanks to Mark Osborn, Luc Maisonobe. |
psteitz
|
|
Corrected nextInt and nextLong to handle wide value ranges. Fixes MATH-153
. Thanks to Remi Arntzen. |
brentworden
|
|
Increased default precision of Gamma and Beta functions. Fixes MATH-166
. Thanks to Lukas Theussl. |
psteitz
|
|
Added log function to MathUtils. Fixes MATH-158
. Thanks to Hasan Diwan. |
psteitz
|
|
Added two sample (binned comparison) ChiSquare test. Fixes MATH-160
. Thanks to Matthias Hummel. |
psteitz
|
|
Modified NormalDistributionImpl.cumulativeProbablity to catch
MaxIterationsExceededException and return 0 or 1, resp. if the argument
is more than 20 standard deviations from the mean. Fixes MATH-167
. |
psteitz
|
|
Added SynchronizedDescriptiveStatistics class. Fixes MATH-170
. Thanks to David J. M. Karlsen. |
brentworden
|
|
Added addAndCheck, mulAndCheck, and subAndCheck MathUtils methods for
long integer arguments. Fixes MATH-154
. Thanks to Remi Arntzen. |
brentworden
|
|
Merged most functions from ComplexUtils into Complex class, added
static factory method to Complex. Fixes MATH-171
. Thanks to Niall Pemberton. |
psteitz
|
|
Deprecated abstract factory methods and made DescriptiveStatistics and
and SummaryStatistics concrete classes. Pushed implementations up
from DescriptiveStatisticsImpl, SummaryStatisticsImpl. Made
implementations of statistics configurable via setters. |
psteitz
|
|
Changed Mean.evaluate() to use a two-pass algorithm, improving accuracy
by exploiting the the fact that this method has access to the full
array of data values. Fixes MATH-174
. |
psteitz
|
|
Added check and rescaling of expected counts to sum to sum of expected
counts if necessary in ChiSquare test. Fixes MATH-175
. Thanks to Carl Anderson. |
psteitz
|
|
Handle multiplication of Complex numbers with infinite parts specially. Fixes MATH-164
. |
luc
|
|
Add errors guessing to least-squares estimators. Fixes MATH-176
. Thanks to Kazuhiro Koshino. |
luc
|
|
Add tests for Fraction constructor using double parameter. Fixes MATH-179
. Thanks to Niall Pemberton. |
luc
|
|
Added one-way ANOVA implementation. Fixes MATH-173
. Thanks to Bob MacCallum. |
psteitz
|
|
Add Fraction constructor using max denominator value. Fixes MATH-181
. Thanks to Niall Pemberton. |
luc
|
|
Add integer overflow checks in Fraction constructor using double parameter. Fixes MATH-182
. |
luc
|
|
Throw EOFException when using empty files with ValueServer in replay and
digest modes. Fixes MATH-185
. |
luc
|
|
Added a equals and hash methods in MathUtils to check for double arrays |
luc
|
|
Added an angle normalization method in MathUtils to force angles in some
user-defined interval |
luc
|
|
Added vectorial covariance computation (either sample or population
covariance) |
luc
|
|
Added multivariate summary statistics. |
luc
|
|
Added getSumOfLogs method to SummaryStatistics and made SumOfLogs
instance used by GeometricMean configurable. Fixes MATH-191
. |
psteitz
|
|
Fixed AbstractIntegerDistribution cumulativeProbablility(-,-)
to correctly handle double arguments. Fixes MATH-184
. Thanks to Yegor Bryukhov. |
psteitz
|
|
Made numerator and denominator final in Fraction and
deprecated protected real and imaginary parts fields in Complex,
making Fraction immutable and preparing Complex to become fully
immutable in 2.0. Fixes MATH-188
. Thanks to Sebastian Bazley. |
psteitz
|
| Type |
Changes |
By |
|---|
|
Made NewtonSolver derivative field transient and implemented readObject to
initialize. Fixes MATH-74
. |
psteitz
|
|
Made sampleStats field private and changed getUpperBounds to return a fresh
copy in EmpiricalDistributionImpl. Fixes MATH-74
. |
psteitz
|
|
Added polar2Complex method to ComplexUtils to create Complex numbers
from polar representations. |
psteitz
|
|
Made all serialVersionUIDs private. Fixes MATH-49
. Thanks to Elliotte Harold. |
psteitz
|
|
Improved documentation and test cases related to handling of infinite
and NaN values in Complex, ComplexUtils classes. Fixes MATH-5
. |
psteitz
|
|
Fixed incorrect NaN handling in o.a.m.s.d.rank.Min, Max Fixes MATH-57
. Thanks to Mauro Talevi. |
psteitz
|
|
Changed RealMatrixImpl.equals to use Double.doubleToLongBits to compare
corresponding matrix entries. Fixes MATH-74
. |
psteitz
|
|
Eliminated floating point equals comparison in Percentile.evaluate. Fixes MATH-74
. |
psteitz
|
|
Eliminated unnecessary assignment statements in Skewness.getResult
method. Fixes MATH-74
. |
psteitz
|
|
Synchronized getters in ResizeableDoubleArray. Fixes MATH-74
. |
psteitz
|
|
Eliminated unnecessary assignment statement in BisectionSolver.solve
method. Fixes MATH-74
. |
psteitz
|
|
Implemented hashCode in the Complex class and changed the semantics of
equals to make all instances with real or imaginary part NaN equal. Fixes MATH-74
. |
psteitz
|
|
Fixed bin index overflow problem in EmpiricalDistributionImpl. Fixes MATH-12
. Thanks to Keith McDonald. |
psteitz
|
|
Added protection against numerical overflow and underflow in the
isBracketing method. Fixes MATH-108
. Thanks to Xiaogang Zhang. |
brentworden
|
|
Fixed division by zero error in rounding methods. Fixes MATH-47
. Thanks to Nikhil Gupte. |
brentworden
|
|
Added upper tail cumulative probability method to HypergeometricDistributionImpl. Fixes MATH-100
. Thanks to Mike Hu. |
brentworden
|
|
Added better handling of numerical overflow and division by zero in
Complex calculations. Fixes MATH-22
. Thanks to Xiaogang Zhang. |
brentworden
|
|
Changed ContinuedFraction to better handle infinite convergents that
resulted in divergent continued fraction evaluations. Fixes MATH-92
. Thanks to Mikael Weigelt. |
brentworden
|
|
Changed rounding methods to not rely on BigDecimal conversions which
was causing numerical error. Fixes MATH-32
. Thanks to Srinivas Vemury. |
brentworden
|
|
Changed Fraction(double) to correctly handle near-integral arguments. Fixes MATH-3
. Thanks to Jörg Weimar. |
psteitz
|
|
Changed lcm to throw ArithmeticException (instead of returning bogus
value) if the result is too large to store as an integer. Fixes MATH-143
. Thanks to Jörg Weimar. |
psteitz
|
|
Added factories for TTest, ChiSquareTest and TestUtils class with
static methods to create instances and execute tests. Fixes MATH-70
. Thanks to Mary Ellen Foster. |
psteitz
|
|
Eliminated repeated endpoint function evalutations in BrentSolver, SecantSolver. Fixes MATH-95
. Thanks to Paul Field. |
psteitz
|
|
Added setSubMatrix methods to RealMatrixImpl, BigMatrixImpl. To
Preserve backward compatibility with version 1.0, these methods were
not added to the RealMatrix, BigMatrix interfaces. Fixes MATH-137
. Thanks to Rodrigo di Lorenzo Lopes. |
psteitz
|
|
Added createXIdentityMatrix methods to MatrixUtils and deprecated
getIdentity methods in RealMatrixImpl, BigMatrixImpl.
Modified RealMatrixImpl, BigMatrixImpl constructors to throw
IllegalArgumentExceptions instead of ArrayIndexOutOfBounds when
dimension arguments are not positive. |
psteitz
|
|
Made PRNG pluggable for classes in the random package. Added
RandomGenerator interface extracted from java.util.random and abstract
implementation, AbstractRandomGenerator providing default
implementations of methods based on nextDouble(). Added a constructor
taking a RandomGenerator as an argument to RandomDataImpl. Changed
ValueServer to use a RandomData in its constructor. Changes to
1.0 classes should be backward compatible (including serialization). |
psteitz
|
|
Added utility methods for overflow-checked integer arithmetic and
improved gcd method in MathUtils. Thanks to C. Scott Ananian. |
psteitz
|
|
Fixed error in TTestImpl.homoscedasticTtest. Implementation was
incorrectly using heteroscedastic t statistic. Also improved
sensitivity of test cases. Fixes MATH-79
. Thanks to Gilles Gaillard. |
psteitz
|
|
Fixed javadoc errors. One-sided t-test significance adjustment was
reversed in javadoc for boolean-valued test methods. Fixes MATH-44
. Thanks to Gilles Gaillard. |
psteitz
|
|
Fixed bug in PolynomialSplineFunction to allow evaluation of the
function at the last knot point. Thanks to Ben Litchfield. |
brentworden
|
|
Added Weibull distribution implementation. |
brentworden
|
|
Added Cauchy distribution implementation. |
brentworden
|
|
Added convenience methods for rounding. |
brentworden
|
|
Added Fraction class based on commons-lang implementation. With the
fraction class, FractionFormat and ProperFractionFormat classes were
added to provide fraction formatting and parsing. Thanks to C. Scott Ananian. |
brentworden
|
