mathnet-numerics
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Math.NET Numerics
Hi, I do not know FFT in depth. I just need a fast, open source inverse FFT implementation. I have tested 3 implementations: 1. Math.NET Fourier.Radix2Inverse : the slowest for...
There are a few matrix operations that are missing overloads that accept pre-allocated storage for the result. In particular, the `Matrix` instance methods `Transpose`, `Cholesky`, `QR`, and `Evd` suffer from...
I added a cache to linear, cubic, and quadratic spline interpolators to prevent unnecessary binary searches. Very simply, it won't redo a binary search if the last returned index is...
This is necessary for PCA, where m >> n and only the first n columns of U are required (if at all). Matlab does this (http://www.mathworks.com.au/help/matlab/ref/svd.html), as does NAG (http://www.nag.com/numeric/MB/manual64_24_1/html/F08/f08kbf.html).
I create a sparse matrix with 5000 size, when I solve or inverse, after I wait for a long time, it still running. code is var sw = Stopwatch.StartNew(); var...
Integrate excellent contribution by @wo80 via https://mathnetnumerics.codeplex.com/discussions/543114
We currently apply `TargetedPatchingOptOut` attributes in a few places to mark functions that should be inlined. However, it seems this does not actually have any effect since user assemblies (i.e....
Since some iterative solvers may require an operation y
From: https://mathnetnumerics.codeplex.com/workitem/5633 > We could implement SciMark 2.0 to test the various versions of our library and compare them. Perhaps even with respect to other libraries that are out there....
Hello, I would like to suggest to implement an SVD routine for sparse matrices. Main motivation is recommender system algorithms: Such algorithms deal with initialization of input matices (which are...
