Math.NET Numerics

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  1. 1 vote
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  2. 12 votes
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  3. Performance increase using structs instead of classes?

    Hi,
    First, congratulations for this ongoing work! I came to Math.Net after attempting to create my own libraries, so here is an idea which my be of a help.

    The idea would be to use Structs to define matrices instead of Classes to improve performance.

    As mentioned above, I did a check with a homemade matrix class and another one being a matrix struct, and for matrices up to 5000X5000 structs are circa 10 times faster for matrix multiplication.

    I compared Math.Net with MKL against matlab and it appears to be circa 2 times slower for such matrix sizes. This…

    21 votes
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  4. PCG Random support

    Implement support for the PCG random routine as specified here:
    PCG, A Family of Better Random Number Generators
    http://www.pcg-random.org/

    6 votes
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  5. Histogram should allow custom bucket definition

    The existing constructors of the Histogram function allow for a defined number of buckets or a defined number of buckets with a lower and upper bound. It is also useful to specifically define the buckets. For example, I need to do a histogram of a double[] array in increments of 0.5.

    1 vote
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  6. Vector Autoregression

    I am a finance professional who is currently using python to run vector autogression. I would prefer to implement in a .NET stack.

    The python library is called statstools and there is a similar package in R called VAR.

    https://github.com/statsmodels/statsmodels/blob/master/docs/source/vector_ar.rst#id5

    I am happy to get involved in adding this feature but may need support.

    1 vote
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  7. estimate

    I love the Estimate function on some of the distributions in the statistical namespace. Chould we try to expand it to be included in IDistribution or IContinuousDistribution and all distributions. I have the code for some more.

    1 vote
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  8. Fix a dimensionality bug in the SparseMatrix solve method

    I am using the solve method on a DenseMatrix and two vectors. When I try to use the same method but with a SparseMatrix, I get a dimensionality error saying that all vectors must be the same dimensions.

    I believe the method asserts that the input vector is of the same length as the matrix's number of columns, and probably should check against the matrix's number of rows.

    2 votes
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  9. Introduce support for homogeneous coordinates

    The usage of homogeneous coordinates is quite natural.in drawing software, so support for vector manipulations using homogeneous coordinates would be intersting.

    4 votes
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  10. 1 vote
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  11. Implement the Gumbel ContinuousDistribution

    Implement the Gumbel ContinuousDistribution

    2 votes
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  12. Implement 2D FFT

    Extend the FFT class to allow for 2d array. Use MKL to accelerate this.

    11 votes
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  13. add a distributed multidimensional array type (or at least matrix)

    Languages like Fortran 2008, Julia & Spark framework have a distributed array type. This allows to describe distributed algorithms in a natural way close to the underlying mathematics instead in a convoluted way (map reduce like Hadoop). I'd like to have the same in .NET.

    3 votes
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  14. implement a machine learning library

    For modern datascience we need machine learning. Hence for .NET a modern machine learning library would be very welcome, especially one with a good F# interface. It should contain the most used standard algorithms & models like

    - clustering: k-means, spectral clustering, kernel k-means, gaussian mixture, ...
    - classification & regression: (regularized) generalized linear models , neural networks (classic & deep learning), kernel models (SVM, kernel logistic regression,...), probabilistic (max likelihood) & Bayesian methods/graphical models/gaussian processes, decision trees & random forests,...
    - ensemble methods (bagging, boosting,...)
    - dim reduction (SVD, kernel SVD, manifold learning, sparse representations (L1 regularization),...)
    - probabilistic…

    54 votes
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  15. Please consider implementing excel functions PPMT,IPMT,PMT,CUMIPMT,CUMPRINC

    These are the financial functions used by banks. The applications using math.net will be more richer if it can have below functions PPMT,IPMT,PMT,CUMIPMT,CUMPRINC

    4 votes
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  16. 10 votes
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  17. To match and provide formulas for statistical and engineering capabilities as in Excel...

    Can provide the calculation abilities of what excel inbuilt formula does as a part of framework This include formula related to statistical and engineering capabilities.

    1 vote
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  18. Levinson Decomposition

    Levinnson Decomposition (both symmetric and non symmetric) was available in dnAnalytics 0.2 and are highly popular in signal processing. (via alibeirami)

    1 vote
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  19. Matrix multiply-add, like DGEMM

    BLAS has something like DGEMM which does X = a*A*B + b*X in one loop. This can be very fast, so allowing direct use of this would be handy.

    3 votes
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  20. Add the "Periodic" to "SplineBoundaryCondition" on MathNet.Numerics.Interpolation

    Currently, the condition Natural/ParaboricallyTerminated/FirstDerivative/SecondDerivative are on "SplineBoundaryCondition", but I'd like to add Periodic on it(I guess this is equivalent to "csape" on MATLAB).

    1 vote
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