Math.NET Numerics

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  1. Levinson Decomposition

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

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      0 comments  ·  Flag idea as inappropriate…  ·  Admin →
    • Add Matrix indexing using int arrays for row and columns indices to give sub matrix

      Allow the following A[row, cols] where each of rows and cols are int arrays.

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      • 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.

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        • 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).

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          • Eiganvalues and Eiganvectors

            A function that can evaluate a square matrix for eiganvalues and eiganvectors similar to MATLAB's eig() function.

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            • Geometric Problems - Like Adjacent Points

              Where's the namespace for geometric problems?

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              • 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.

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                • Dense and sparse matrix slicing based on input user defined indices

                  This should allow functionality similar to MATLAB:
                  Suppose that A is the following matrix

                  A = [ 10 20 30 40 ;
                  11 21 31 41;
                  12 22 32 42;
                  13 23 33 43]

                  and I = { 1, 2, 4 } and J = { 3, 4 }

                  A_IJ = A[I, J]

                  should return a slice of the matrix according to the indices specified:
                  A_IJ = [ 30 40;
                  31 41;
                  33 43 ]

                  The same idea is very useful for arrays and it should work in both directions, for example:

                  A[I, J] += some_3by2_matrix;

                  The same for sparse…

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                    0 comments  ·  Flag idea as inappropriate…  ·  Admin →
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