SuanShu 3.6.0 is now released

We have released an update of SuanShu, the Java math library. http://numericalmethod.com/up/suanshu/ This release has new features and some bug fixes. The highlights are as the following.

basic

• bugfixes
• improved performance
• added MatrixPropertyUtils.conditionNumber(Matrix A)

optimization

• improved significantly performance of QP and SOCP solvers
• added QPtoSOCPTransformer to transform QP problems to SOCP problems
• added QPBySOCPMinimizer to solve QP problems by SOCP solver

stats

• moved packages “pca” and “factoranalysis” to package “factor”
• added ObjectResampler to allow bootstrapping on objects
• added explicit-implicit model using PCA for regression

trading

• added a robust cointegration package

More information can be found in the javadoc: http://www.numericalmethod.com/javadoc/suanshu/ This version is not backward compatible with the previous release. suanshu-3.6.0.zip can be downloaded from: http://numericalmethod.com/suanshu/ Note: If you have trouble downloading the file, e.g., download interrupted, try to temporarily disable your anti-virus software