SuanShu 3.0.0 is now released

We have released an update of SuanShu, the Java numerical and statistical library. http://www.numericalmethod.com/trac/numericalmethod/wiki/SuanShu This is a major release.

• We optimize the performance of most fundamental linear algebra operations. SuanShu is, by our standard, the best (Java) numerical library ever.
• We optimize the performance of some optimizers.

Other highlights are as the following.

Basic

• improved the performance of various core linear algebra operations, e.g., eigen decomposition, singular value decomposition, QR decomposition, Cholesky decomposition, Householder reflection, forward/backward substitution, matrix inverse, etc.
• improved the performance of sparse matrix package
• added new features in stats/random package: ConcurrentStandardNormalRNG, HypersphereRVG, ThinRNG/RVG, BurnInRNG/RVG, random vector generation, etc.
• added new features in stats/distribution package: TriangularDistribution, MultinomialDistribution, DirichletDistribution, etc.
• added DQDS and MR3 algorithms for efficient eigen decomposition of symmetric matrix
• fixed issues in PositiveDefiniteMatrixByPositiveDiagonal when the range of eigenvalues is too large
• fixed stack overflow issue in LPBoundedMinimizer
• other minor bugfixes

Optimization

• added CSDPMinimizer for solving SDP problems
• added QPDualActiveSetMinimizer for solving QP problems
• fixed multiple bugs in HomogeneousPathFollowingMinimizer
• fixed divide-by-zero issue in QPSimpleMinimizer
• fixed stack overflow issue in QPPrimalActiveSetMinimizer

Stats

• added ‘mcmc’ package for sampling from distributions

• added new features in stats/random/variancereduction: AntitheticVariates, ControlVariates, CommonRandomNumbers, ImportanceSampling, etc.

• added UnconstrainedLASSObyCoordinateDescent for solving LASSO problems

• added CovarianceSelectionGLASSOFAST for covariance selection

• fixed bugs in CointegrationMLE

• This topic was modified 1 year, 8 months ago by Ryu. Reason: formatted the bullets