Math.NET Numerics

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  1. Implement an extension method ".ToVector()" for convert a IEnumberable to a Vector

    if it is possible, an extension method ".ToMatrix()" would be also helpful

    thank you~

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  2. 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.

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  3. 1 vote
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  4. Add full multigrid solver (FMG) for boundary value problems, e.g. the Poisson equation.

    Many simluation and some image processing tasks require solving differential equations, such as heat equation and linear elliptic equation (Poisson equation).

    In case of 2D data (images), these become partial differential equations (PDEs).

    These can be solved in linear time using multigrid preconditioner with some relaxation scheme (Gauss-Seidel, CG, biCG).

    Some reference, including source code, can be found in Press et al.: "Numerical Recipes, 3rd edition".

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  5. Valuation of top eigenvalues/eigenvectors only

    Hi,

    CPU time to perform Matrix diagonalization scales like n^3 where n is the size of the matrix. In many applications, however, one needs to know the top eigenvalues/eigenvectors only.
    MKL provides this: "LAPACKE_dsyevr" where one can select how many eigenvalues one wants to compute.
    Would be great if this functionality was available in mathnet!

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  6. 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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  7. 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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  8. 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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  9. 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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  10. 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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  11. 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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  12. 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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  13. 0 votes
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