Math.NET Numerics

You may have wondered why the Math.NET Iridium development has stopped abruptly almost two months ago. Luckily this is not entirely true, in the last few weeks the .Net numerics library has progressed well - but at a different place: Math.NET ... [More] Iridium is being merged with dnAnalytics, resulting in a new project named "Math.NET Numerics". What does that mean for existing Math.NET Iridium users? Higher development momentum and larger user community (as a direct result of merging two projects). Better algorithm and code quality by picking the best of each project and simply by having new highly skilled developers on board. New opensource license model: MIT/X11. This is a very open license similar to the so called New BSD License. This model is much less restricting than the previous LGPL and is (to my knowledge) source-compatible to a wide range of licenses including all GPL-based licenses and the Microsoft opensource licenses, too. Some API changes. This is unavoidable since we try to integrate the best of both dnAnalytics and Iridium. At the same time this is a good chance to throw out some old designs that have shown to be improvable and replace them with better approaches. However, we try hard to keep migration as smooth as possible. In addition to the completely self-contained managed implementation, we'll profit from the dnAnalytics experience with parallelized and native optimizations (MKL, ACMS, CUDA etc) and will therefore provide optional wrappers around native libraries which provide significantly better performance when working with large data sets. Again thanks to the dnAnalytics experience, you can expect better F# support, even though the library is still written in C#. Although Iridium did support sparse linear algebra for a very short time, we had to remove it due to several issue. You can expect Math.NET Numerics to finally support sparse linear algebra in a clean way. You'll find the new Math.NET Numerics discussion board and tracker at CodePlex and the current sources at Github (subversion mirror at google). The full portal website and wikis etc. will be available in a few weeks. Feel free to post your ideas, feedback or even fork the repository at github to contribute code to the project (note that we will completely reorganize the project structure until mid August).We'll let you know here and on Twitter as soon as we reach a first milestone and have an api preview ready. [Less]

You may have wondered why the Math.NET Iridium development has stopped abruptly almost two months ago. Luckily this is not entirely true, in the last few weeks the .Net numerics library has progressed well - but at a different place: Math.NET ... [More] Iridium is being merged with dnAnalytics, resulting in a new project named Math.NET Numerics What does that mean for existing Math.NET Iridium users? Higher development momentum and larger user community (as a direct result of merging two projects). Better algorithm and code quality by picking the best of each project and simply by having new highly skilled developers on board. New opensource license model: MIT/X11. This is a very open license similar to the so called New BSD License. This model is much less restricting than the previous LGPL and is (to my knowledge) source-compatible to a wide range of licenses including all GPL-based licenses and the Microsoft opensource licenses, too. Some API changes. This is unavoidable since we try to integrate the best of both dnAnalytics and Iridium. At the same time this is a good chance to throw out some old designs that have shown to be improvable and replace them with better approaches. However, we try hard to keep migration as smooth as possible. In addition to the completely self-contained managed implementation, we’ll profit from the dnAnalytics experience with parallelized and native optimizations (MKL, ACMS, CUDA etc) and will therefore provide optional wrappers around native libraries which provide significantly better performance when working with large data sets. Again thanks to the dnAnalytics experience, you can expect better F# support, even though the library is still written in C#. Although Iridium did support sparse linear algebra for a very short time, we had to remove it due to several issue. You can expect Math.NET Numerics to finally support sparse linear algebra in a clean way. You’ll find the new Math.NET Numerics discussion board and tracker at CodePlex and the current sources at Github (subversion mirror at google). The full portal website and wikis etc. will be available in a few weeks. Feel free to post your ideas, feedback or even fork the repository at github to contribute code to the project (note that we will completely reorganize the project structure until mid August). We’ll let you know here and on Twitter as soon as we reach a first milestone and have an api preview ready. (Migrated Comments) Joannes Vermorel, August 3, 2009 Congratulations! Sparse linear algebra is really a nice move (I am sorry I had not been able to push it forward at the time). Alexey Zakharov, October 23, 2009 Good news! C# really needs such library in stable version. [Less]

You may have wondered why the Math.NET Iridium development has stopped abruptly almost two months ago. Luckily this is not entirely true, in the last few weeks the .Net numerics library has progressed well - but at a different place: Math.NET ... [More] Iridium is being merged with dnAnalytics, resulting in a new project named Math.NET Numerics What does that mean for existing Math.NET Iridium users? Higher development momentum and larger user community (as a direct result of merging two projects). Better algorithm and code quality by picking the best of each project and simply by having new highly skilled developers on board. New opensource license model: MIT/X11. This is a very open license similar to the so called New BSD License. This model is much less restricting than the previous LGPL and is (to my knowledge) source-compatible to a wide range of licenses including all GPL-based licenses and the Microsoft opensource licenses, too. Some API changes. This is unavoidable since we try to integrate the best of both dnAnalytics and Iridium. At the same time this is a good chance to throw out some old designs that have shown to be improvable and replace them with better approaches. However, we try hard to keep migration as smooth as possible. In addition to the completely self-contained managed implementation, we’ll profit from the dnAnalytics experience with parallelized and native optimizations (MKL, ACMS, CUDA etc) and will therefore provide optional wrappers around native libraries which provide significantly better performance when working with large data sets. Again thanks to the dnAnalytics experience, you can expect better F# support, even though the library is still written in C#. Although Iridium did support sparse linear algebra for a very short time, we had to remove it due to several issue. You can expect Math.NET Numerics to finally support sparse linear algebra in a clean way. You’ll find the new Math.NET Numerics discussion board and tracker at CodePlex and the current sources at Github (subversion mirror at google). The full portal website and wikis etc. will be available in a few weeks. Feel free to post your ideas, feedback or even fork the repository at github to contribute code to the project (note that we will completely reorganize the project structure until mid August). We’ll let you know here and on Twitter as soon as we reach a first milestone and have an api preview ready. (Migrated Comments) Joannes Vermorel, August 3, 2009 Congratulations! Sparse linear algebra is really a nice move (I am sorry I had not been able to push it forward at the time). Alexey Zakharov, October 23, 2009 Good news! C# really needs such library in stable version. [Less]

You may have wondered why the Math.NET Iridium development has stopped abruptly almost two months ago. Luckily this is not entirely true, in the last few weeks the .Net numerics library has progressed well - but at a different place:Math.NET Iridium ... [More] is being merged with dnAnalytics, resulting in a new project named "Math.NET Numerics".What does that mean for existing Math.NET Iridium users?Higher development momentum and larger user community (as a direct result of merging two projects). Better algorithm and code quality by picking the best of each project and simply by having new highly skilled developers on board. New opensource license model: MIT/X11. This is a very open license similar to the so called New BSD License. This model is much less restricting than the previous LGPL and is (to my knowledge) source-compatible to a wide range of licenses including all GPL-based licenses and the Microsoft opensource licenses, too. Some API changes. This is unavoidable since we try to integrate the best of both dnAnalytics and Iridium. At the same time this is a good chance to throw out some old designs that have shown to be improvable and replace them with better approaches. However, we try hard to keep migration as smooth as possible.In addition to the completely self-contained managed implementation, we'll profit from the dnAnalytics experience with parallelized and native optimizations (MKL, ACMS, CUDA etc) and will therefore provide optional wrappers around native libraries which provide significantly better performance when working with large data sets.Again thanks to the dnAnalytics experience, you can expect better F# support, even though the library is still written in C#.Although Iridium did support sparse linear algebra for a very short time, we had to remove it due to several issue. You can expect Math.NET Numerics to finally support sparse linear algebra in a clean way.You'll find the new Math.NET Numerics discussion board and tracker at CodePlex and the current sources at Github (subversion mirror at google). The full portal website and wikis etc. will be available in a few weeks. Feel free to post your ideas, feedback or even fork the repository at github to contribute code to the project (note that we will completely reorganize the project structure until mid August).We'll let you know here and on Twitter as soon as we reach a first milestone and have an api preview ready. [Less]

We now finally provide an online api reference in an rdoc-like style, generated by docu (actually by my github fork of it). Note that docu is new and still under heavy development, so the quality is likely to improve over the next months (e.g. right ... [More] now the class summaries are missing). http://api.mathdotnet.com/ It is simple, but (other than the older NDoc & Sandcastle generated sites) loads very fast. [Less]

We now finally provide an online api reference in an rdoc-like style, generated by docu (actually by my github fork of it). Note that docu is new and still under heavy development, so the quality is likely to improve over the next months (e.g. right ... [More] now the class summaries are missing). http://numerics.mathdotnet.com/api/ It is simple, but (other than the older NDoc & Sandcastle generated sites) loads very fast. [Less]

We now finally provide an online api reference in an rdoc-like style, generated by docu (actually by my github fork of it). Note that docu is new and still under heavy development, so the quality is likely to improve over the next months (e.g. right ... [More] now the class summaries are missing). http://api.mathdotnet.com/ It is simple, but (other than the older NDoc & Sandcastle generated sites) loads very fast. [Less]

We now finally provide an online api reference in an rdoc-like style, generated by docu (actually by my github fork of it). Note that docu is new and still under heavy development, so the quality is likely to improve over the next months (e.g. right ... [More] now the class summaries are missing). http://api.mathdotnet.com/ It is simple, but (other than the older NDoc & Sandcastle generated sites) loads very fast. [Less]

In addition to the official subversion repository we now also maintain a read-only repository mirror on google code, mainly as a fail-over backup solution if something happens to the primary server, but also because it provides additional ways to ... [More] access the source: Subversion over the HTTP protocol (useful if you’re behind a restrictive firewall), and source code browsing directly in the web browser. Official Subversion Repository:svn://svn.opensourcedotnet.info/mathnet/trunk  New Subversion Repository Mirror:http://mathnet-mirror.googlecode.com/svn/trunk/ Of course the official/primary repository remains accessible anonymously as well. [Less]

The algorithm on how the Mean, Variance and Sigma are incrementally computed in the statisics accumulator (MathNet.Numerics.Statistics.Accumulator) has been improved last week in Iridium revision 503 to provide better numeric stability when dealing ... [More] with samples with a very large mean but only a small variance. For example, the variance of normally distributed samples with mean 10^9 but a variance of only 1 can now be accurately estimated. The previous implementation has been very unstable in that case. The new algorithm continues to support removing samples from the accumulator (and updates the estimates accordingly). [Less]