Math.NET Numerics

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  1. Optimized DenseLU solve

    /// <summary>
    /// Solves A*X=B for X using LU factorization.
    /// </summary>
    /// <param name="columnsOfB">The number of columns of B.</param>
    /// <param name="a">The square matrix A.</param>
    /// <param name="order">The order of the square matrix <paramref name="a"/>.</param>
    /// <param name="b">On entry the B matrix; on exit the X matrix.</param>
    /// <remarks>This is equivalent to the GETRF and GETRS LAPACK routines.</remarks>
    public static unsafe void LUSolveUnsafe(int columnsOfB, double[] aIn, int order, double[] bIn)
    {
    #region Initialize
    if (aIn == null)
    throw new ArgumentNullException("a");
    if (bIn == null)
    throw new ArgumentNullException("b");

    int i;
    int j;
    int k;

    double* a = stackalloc double[aIn.Length];
    double*…

    6 votes
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    under review  ·  1 comment  ·  Flag idea as inappropriate…  ·  Admin →
  2. 3 votes
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    0 comments  ·  Flag idea as inappropriate…  ·  Admin →

    We do some computations in parallel, however, in practice parallel execution is often not very efficient (other than e.g. concurrent execution at application level). However, we should review places where parallelization would be interesting for v3

  3. 11 votes
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    under review  ·  1 comment  ·  Flag idea as inappropriate…  ·  Admin →
  4. Histogram constructor with buckets. Data is applied to the buckets.

    I need to create a histogram with buckets from another histogram and expect my data to be counted relative to those buckets.

    2 votes
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    under review  ·  0 comments  ·  Flag idea as inappropriate…  ·  Admin →
  5. 62 votes
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    under review  ·  2 comments  ·  Flag idea as inappropriate…  ·  Admin →
  6. Add Rotation Matrix and Vector classes for 2D, 3D and generic sized spaces

    2D and 3D calculations could benefit from optimized functions for Rotation Matrices, 2D and 3D vectors, Solving for Transformation or Rotation Matrices, using Quaternions, and more.

    45 votes
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    under review  ·  1 comment  ·  Flag idea as inappropriate…  ·  Admin →
  7. Add stochastic processes

    Almost all modern financial analysis are built around stochastic processes. There are many processes, some general like time series and some more specific. It would be very useful for people working in the finance field.

    20 votes
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    under review  ·  0 comments  ·  Flag idea as inappropriate…  ·  Admin →
  8. 30 votes
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    under review  ·  1 comment  ·  Flag idea as inappropriate…  ·  Admin →
  9. VSLab

    I think this is a great project. I am suggesting your library for VSLab (http://www.codeplex.com/vslab). I think that an F# wrapper would be great. Are you interested in contribute with your math library in creating a Matlab like environment? Have a look to the project!

    19 votes
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    under review  ·  0 comments  ·  Flag idea as inappropriate…  ·  Admin →
  10. Investigate Mono.Simd

    The upcoming Mono.Simd assembly is nearing release. Using these functions in certain areas could give massive performance gains.

    28 votes
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    under review  ·  0 comments  ·  Flag idea as inappropriate…  ·  Admin →
  11. Add row echelon and reduced row echelon form computation

    Computing reduced row echelon and row echelon form of a Matrix could be used with Gaussian and Gauss-Jordan elimination techniques.

    32 votes
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    under review  ·  0 comments  ·  Flag idea as inappropriate…  ·  Admin →
  12. Add interchange/swap function to Matrix class

    Add interchange/swap function to Matrix class which would allow swapping two rows or columns in the matrix (i.e. m.swapRows(2,3)).

    2 votes
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    under review  ·  1 comment  ·  Flag idea as inappropriate…  ·  Admin →
  13. Add support for surface interpolation (2D, mesh)

    Extend the interpolation methods to support 2D surface interpolation, i.e. on a mesh. See http://community.opensourcedotnet.info/forums/t/565.aspx

    46 votes
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    under review  ·  0 comments  ·  Flag idea as inappropriate…  ·  Admin →
  14. Implement MATLAB's pchip interpolation algorithm

    Piecewise Cubic Hermite Interpolating Polynomial

    33 votes
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    under review  ·  0 comments  ·  Flag idea as inappropriate…  ·  Admin →
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