Math.NET Numericshttp://mathnetnumerics.codeplex.com/project/feeds/rssMath.NET Numerics is an open source numerical library for the .NET Framework and Mono.New Post: ILU0 using and sparse matrix operationshttp://mathnetnumerics.codeplex.com/discussions/655011<div style="line-height: normal;"><code>MILU0Preconditioner</code> is the only preconditioner optimized for sparse storage and though the only one that will improve performance.<br />
<br />
It implements both the standard and the modified ILU0 algorithm (default is the modified one). Have you tried both? Use the <code>UseModified</code> property or the constructor overload to choose between the two versions.<br />
<br />
What's the status of the iterator after solving the system (check the <code>monitor.Status</code> property)?<br />
<br />
<strong>EDIT</strong>: To have more control over the iteration process, you might want to setup the iterator by yourself:<br />
<pre><code>int iterationsLimit = 500;
double tolerance = 1e-8;
var iterator = new Iterator<double>(
new IterationCountStopCriterion<double>(iterationsLimit),
new ResidualStopCriterion<double>(tolerance),
new DivergenceStopCriterion<double>()
);
var solver = new BiCgStab();
var preconditioner = new MILU0Preconditioner(true);
preconditioner.Initialize(matrix);
solver.Solve(matrix, b, x, iterator, preconditioner);</code></pre>
</div>wo80Fri, 27 May 2016 17:38:01 GMTNew Post: ILU0 using and sparse matrix operations 20160527053801PNew Post: ILU0 using and sparse matrix operationshttp://mathnetnumerics.codeplex.com/discussions/655011<div style="line-height: normal;">Hello. I have some problems with solving system of linear equations. Really I have matrix about 20000*20000. I create Sparse Matrix A, Initialized it and created right hand side - vector B.
<br />
<br />
There is my code:<br />
<pre><code> var solver = new BiCgStab();
var preconditioner = new ILU0Preconditioner();
preconditioner.Initialize(A_sparse);
var X = A_sparse.SolveIterative(BB, solver,monitor, preconditioner).ToArray();
</code></pre>
But it work more than 30 minutes, I have never waited for it finish. When I use MILU0Preconditioner, solver do it very fast (5 -10 seconds) but the result is not that I need. I tryied in Matlab same algorithm and same matrix (I used bicg and LU preconditioner). Without preconditioner bicg in Matlab get similar result. But with LU preconditioner Matlab get very good results, unlike Math Net. I can't understand why, maybe somebody have experience with ILU0 preconditioner in Math Met Numerics<br />
</div>Dmitriy8992Fri, 27 May 2016 13:46:06 GMTNew Post: ILU0 using and sparse matrix operations 20160527014606PNew Post: Inversion c#http://mathnetnumerics.codeplex.com/discussions/647939<div style="line-height: normal;">How to use an inversion using Math.NET Numerics in C#?<br />
</div>cygnusConSun, 22 Nov 2015 21:41:17 GMTNew Post: Inversion c# 20151122094117PReviewed: Math.NET Numerics v3.4.0 (十月 16, 2015)https://mathnetnumerics.codeplex.com/releases/view/574320#ReviewBy-impheadRated 5 Stars (out of 5) - Very good resources, very helpful to me impheadSat, 17 Oct 2015 01:57:51 GMTReviewed: Math.NET Numerics v3.4.0 (十月 16, 2015) 20151017015751AUpdated Wiki: Homehttps://mathnetnumerics.codeplex.com/wikipage?version=31<div class="wikidoc"><h1>Math.NET Numerics</h1>
Numerics is the numerical foundation of the Math.NET project, aiming to provide methods and algorithms for numerical computations in science, engineering and every day use. Covered topics include special functions, linear algebra, probability models, random numbers, interpolation, integral transforms and more.<br />
<h1>MOVED</h1>
This project is not maintained here at Codeplex. Please use the following links instead:<br />
<ul><li><b><a href="http://numerics.mathdotnet.com/">Website and Documentation</a></b></li>
<li><b><a href="http://discuss.mathdotnet.com/c/numerics">Discussions</a></b></li>
<li><b><a href="https://github.com/mathnet/mathnet-numerics/issues">Issues & Bugs</a></b></li>
<li><b><a href="https://github.com/mathnet/mathnet-numerics">Git Repository</a></b></li></ul>
<br /><b>Please report issues over at <a href="https://github.com/mathnet/mathnet-numerics/issues">GitHub</a> and ask questions over at <a href="http://discuss.mathdotnet.com/c/numerics">Discourse</a> instead of here. Thanks.</b><br /> <br /> </div><div class="ClearBoth"></div>cdrnetSat, 18 Jul 2015 18:46:36 GMTUpdated Wiki: Home 20150718064636PUpdated Wiki: Homehttps://mathnetnumerics.codeplex.com/wikipage?version=30<div class="wikidoc"><h1>Math.NET Numerics</h1>
Numerics is the numerical foundation of the Math.NET project, aiming to provide methods and algorithms for numerical computations in science, engineering and every day use. Covered topics include special functions, linear algebra, probability models, random numbers, interpolation, integral transforms and more.<br />
<h1>MOVED</h1>
This project is not maintained here at Codeplex. Please use the following links instead:<br />
<ul><li><b><a href="http://numerics.mathdotnet.com/">Website and Documentation</a></b></li>
<li><b><a href="http://discuss.mathdotnet.com/c/numerics">Discussions</a></b></li>
<li><b><a href="https://github.com/mathnet/mathnet-numerics/issues">Issues & Bugs</a></b></li>
<li><b><a href="https://github.com/mathnet/mathnet-numerics/issues">Git Repository</a></b></li></ul>
<br /><b>Please report issues over at <a href="https://github.com/mathnet/mathnet-numerics/issues">GitHub</a> and ask questions over at <a href="http://discuss.mathdotnet.com/c/numerics">Discourse</a> instead of here. Thanks.</b><br /> <br /> </div><div class="ClearBoth"></div>cdrnetSat, 18 Jul 2015 18:43:00 GMTUpdated Wiki: Home 20150718064300PNew Post: Question regarding curve fittinghttp://mathnetnumerics.codeplex.com/discussions/640927<div style="line-height: normal;">Hi,
<br />
<br />
Until not very long ago this was indeed the place for questions, but I've started switching to <a href="http://discuss.mathdotnet.com/c/numerics" rel="nofollow">http://discuss.mathdotnet.com/c/numerics</a> instead recently. May I ask you to ask this question there instead?
<br />
<br />
Thanks,
<br />
Christoph<br />
</div>cdrnetSun, 05 Jul 2015 04:24:16 GMTNew Post: Question regarding curve fitting 20150705042416AUpdated Wiki: Homehttps://mathnetnumerics.codeplex.com/wikipage?version=29<div class="wikidoc"><h1>Math.NET Numerics</h1>
Numerics is the numerical foundation of the Math.NET project, aiming to provide methods and algorithms for numerical computations in science, engineering and every day use. Covered topics include special functions, linear algebra, probability models, random numbers, interpolation, integral transforms and more.<br />
<h1>MOVED</h1>
This project is not maintained here at Codeplex. Please use the following links instead:<br />
<ul><li><b><a href="http://numerics.mathdotnet.com/">Website and Documentation</a></b></li>
<li><b><a href="http://discuss.mathdotnet.com/c/numerics">Discussions</a></b></li>
<li><b><a href="https://github.com/mathnet/mathnet-numerics/issues">Issues & Bugs</a></b></li>
<li><b><a href="https://github.com/mathnet/mathnet-numerics/issues">Git Repository</a></b></li></ul>
<br /><b>Please report issues over at <a href="https://github.com/mathnet/mathnet-numerics/issues">GitHub</a> and ask questions over at <a href="http://discuss.mathdotnet.com/c/numerics">Discourse</a> instead of here. Thanks.</b><br /> <br /> </div><div class="ClearBoth"></div>cdrnetSun, 05 Jul 2015 04:22:04 GMTUpdated Wiki: Home 20150705042204ANew Post: Question regarding curve fittinghttp://mathnetnumerics.codeplex.com/discussions/640927<div style="line-height: normal;">I am not sure whether this discussion list is also for questions regarding how to use the library in practice?
<br />
<br />
If not, where should I ask my question?
<br />
<br />
If so, here is the question. Is it possible and can you give an example on how to find the bezier control points for the smooth curve that passes through a given range of points (x, y coordinates)?
<br />
I need it for a closed and for a non-closed curve.<br />
</div>GHermansFri, 03 Jul 2015 22:57:42 GMTNew Post: Question regarding curve fitting 20150703105742PNew Post: boxcox-tranfsform to make data more normal distribution likehttp://mathnetnumerics.codeplex.com/discussions/640553<div style="line-height: normal;">Hi,
<br />
<br />
This would certainly be a welcome addition, and part of one of the focus areas we'd like to become stronger in. I'm not aware of anyone specifically working on this though, but I can help.
<br />
<br />
Thanks,
<br />
Christoph
<br />
<br />
PS: I'm about to finally replace this codeplex discussion site with <a href="http://discuss.mathdotnet.com/c/numerics" rel="nofollow">http://discuss.mathdotnet.com/c/numerics</a> - maybe we could move this discussion over there?<br />
</div>cdrnetMon, 29 Jun 2015 05:20:47 GMTNew Post: boxcox-tranfsform to make data more normal distribution like 20150629052047ANew Post: boxcox-tranfsform to make data more normal distribution likehttp://mathnetnumerics.codeplex.com/discussions/640553<div style="line-height: normal;">Hello,<br />
<br />
i am working on a statistical project using math.net.numerics. i would like to implement the boxcox-transform (also called power-tranform) to transform data of a specified distribution (e.g exponential) to a more normal-like distribution.<br />
<br />
To find the best transformation paramter "lambda", i would maximize the log-likelihood function. <br />
<br />
To see if its realy normal distributed data after the transform, i would calculate the confidence interval (e.g 95%) and if all the transformed data lies between the interval boundary, it is normal distributed data (at the moment i am using a normplot).<br />
<br />
Is someone working on such a problem? <br />
<br />
I have been using math.net for a while now and thougt maybe it is a functionality that would fit into the project. <br />
<br />
it is my first time i want to support a open source project, so i hope this is the right place and way to start.<br />
</div>m_t_kSun, 28 Jun 2015 13:04:28 GMTNew Post: boxcox-tranfsform to make data more normal distribution like 20150628010428PNew Post: Time Series Compression for Math.NET Numerics using DeltaCodechttp://mathnetnumerics.codeplex.com/discussions/639874<div style="line-height: normal;">I'm about to move this discussion board from Codeplex to <a href="http://discuss.mathdotnet.com/c/numerics" rel="nofollow">http://discuss.mathdotnet.com/c/numerics</a>.
<br />
May I ask to to post this there instead?
<br />
<br />
Thanks,
<br />
Christoph<br />
</div>cdrnetSun, 14 Jun 2015 16:06:38 GMTNew Post: Time Series Compression for Math.NET Numerics using DeltaCodec 20150614040638PNew Post: replacement for interp1 from matlabhttp://mathnetnumerics.codeplex.com/discussions/639780<div style="line-height: normal;">Hi Michael,
<br />
<br />
I'm about to move this discussion board from Codeplex to <a href="http://discuss.mathdotnet.com/c/numerics" rel="nofollow">http://discuss.mathdotnet.com/c/numerics</a>.
<br />
May I ask to to post this there instead?
<br />
<br />
Thanks,
<br />
Christoph<br />
</div>cdrnetSun, 14 Jun 2015 16:06:20 GMTNew Post: replacement for interp1 from matlab 20150614040620PNew Post: Time Series Compression for Math.NET Numerics using DeltaCodechttp://mathnetnumerics.codeplex.com/discussions/639874<div style="line-height: normal;">Hi,
<br />
I just wanted to let users know about a new time series compression library that might be very useful in conjunction with <strong>Math.NET</strong>: <a href="http://deltacodec.codeplex.com" rel="nofollow">DeltaCodec</a>.
<br />
<br />
This allows a developer to directly encode and decode lists or arrays of any intrinsic data type.
<br />
For example,<br />
<pre><code>var codec = DeflateDeltaCodec.Instance;
var bytes = codec.Encode(IList<T> list);
var listOut = codec.Decode<T>(bytes);</code></pre>
Custom codecs or codec methods can be added to handle arbitrarily complex data structures.
<br />
<br />
<strong>Differencing</strong> the time series improves the ratio significantly, and speed can be enhanced by encoding multiple blocks concurrently.
<br />
For example,<br />
<pre><code>var bytes = codec.Encode(list, numBlocks: 4, level: CompressionLevel.Fastest);</code></pre>
The ability to easily create new codecs that combine custom preprocessing transforms with a wide variety of general purpose "finishing" compressors is very powerful.
<br />
<br />
I Hope others will find this useful.
<br />
<br />
bstabile<br />
</div>bstabileFri, 12 Jun 2015 00:00:38 GMTNew Post: Time Series Compression for Math.NET Numerics using DeltaCodec 20150612120038ANew Post: replacement for interp1 from matlabhttp://mathnetnumerics.codeplex.com/discussions/639780<div style="line-height: normal;">Hello all,
<br />
<br />
i hope you can help me, i want to rewrite a matlab code sniplet.
<br />
In this sniplet i use the interp1 method of matlab to interpolate.
<br />
When i use now math.net in c#, i saw the interpolation possibilities,
<br />
but i am unsure how to use them.
<br />
The matlab call would be:
<br />
matric1(:,2)= interp1(matric2(:,1),-matric3(:,3),array,'linear','extrap'); (example)
<br />
and how can i now call this with LinearSpline for example?
<br />
<br />
Best regards,
<br />
Michael<br />
</div>devil69Wed, 10 Jun 2015 14:05:47 GMTNew Post: replacement for interp1 from matlab 20150610020547PReviewed: Math.NET Numerics v3.4.0 (Jun 09, 2015)https://mathnetnumerics.codeplex.com/releases/view/574320#ReviewBy-kalugvasyRated 5 Stars (out of 5) - Just use..no problem..kalugvasyTue, 09 Jun 2015 14:31:02 GMTReviewed: Math.NET Numerics v3.4.0 (Jun 09, 2015) 20150609023102PNew Post: Error in sampling from Negative Binomialhttp://mathnetnumerics.codeplex.com/discussions/638995<div style="line-height: normal;">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: <a href="https://stat.ethz.ch/pipermail/r-help/2002-June/022425.html" rel="nofollow">https://stat.ethz.ch/pipermail/r-help/2002-June/022425.html</a><br />
<br />
My code currently looks like this:<br />
<br />
<br />
private static double ODPoisson(double lambda, double dispersion)<br />
<pre><code>{
double p = 1 / (dispersion - 1);
double r = lambda * p;
if (dispersion == 1)
{
return Poisson.Sample(lambda);
}
else
{
return NegativeBinomial.Sample(r, p);
}
}
</code></pre>
What I've found is that this works well for low values of lambda. As soon as I try to sample with a lambda of 1000 and a dispersion parameter of 2, the code simply 'hangs', i.e. method keeps running but no value is returned. I've even looped through this method to test various combinations of input parameters (lambda from 1 to 1000, dispersion = 2), and the code 'hangs' at different combinations every time. Sometimes it'll sample for all combinations up to lambda = 750, other times up to lambda = 500. This happens by simply re-running the console app and making no code changes.<br />
<br />
I've included the 'IsValidParameterSet' check before every run, and even though the parameters are considered valid, the sample is still not generated. To further test whether the input parameters are valid, I've tested the same parameters with the NegativeBinomial.CDF method at the 50th percentile, and it returns a value every time.<br />
<br />
Is there an error in the NegativeBinomial.Sample method? If not, how do I fix this problem?<br />
</div>User4422Mon, 01 Jun 2015 09:06:30 GMTNew Post: Error in sampling from Negative Binomial 20150601090630AReviewed: Math.NET Numerics v2.4.0 (may 16, 2015)https://mathnetnumerics.codeplex.com/releases/view/101319#ReviewBy-hanskin1908Rated 4 Stars (out of 5) - mjbnbvjhjhgjhgjhgjhghjgjhanskin1908Sat, 16 May 2015 15:35:42 GMTReviewed: Math.NET Numerics v2.4.0 (may 16, 2015) 20150516033542PNew Comment on "Documentation"https://mathnetnumerics.codeplex.com/documentation?&ANCHOR#C31660i 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 . thanksTarrahArshadFri, 15 May 2015 10:02:41 GMTNew Comment on "Documentation" 20150515100241ANew Post: RunningStatistics: Is there a way to track only a window of the last 5 samples?http://mathnetnumerics.codeplex.com/discussions/622048<div style="line-height: normal;">@cuda, Great, I am checking that out, thanks<br />
</div>amiranonWed, 22 Apr 2015 06:11:43 GMTNew Post: RunningStatistics: Is there a way to track only a window of the last 5 samples? 20150422061143A