Januar 2009 - Posts

Source Repository Mirror at Google Code
08 Januar 09 12:01 | Christoph Rüegg | with no comments

In addition to the official subversion repository we now also maintain a read-only repository mirror on google code, mainly as a fail-over backup solution if something happens to the primary server, but also because it provides additional ways to access the source: Subversion over the HTTP protocol (useful if you're behind a restrictive firewall), and source code browsing directly in the web browser.

Official Subversion Repository:
svn://svn.opensourcedotnet.info/mathnet/trunk 

New Subversion Repository Mirror:
http://mathnet-mirror.googlecode.com/svn/trunk/

Of course the official/primary repository remains accessible anonymously as well.

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Iridium Statistics Accumulator: Better numerical stability
07 Januar 09 09:12 | Christoph Rüegg | with no comments

The algorithm on how the Mean, Variance and Sigma are incrementally computed in the statisics accumulator (MathNet.Numerics.Statistics.Accumulator) has been improved last week in Iridium revision 503 to provide better numeric stability when dealing with samples with a very large mean but only a small variance.

For example, the variance of normally distributed samples with mean 10^9 but a variance of only 1 can now be accurately estimated. The previous implementation has been very unstable in that case.

The new algorithm continues to support removing samples from the accumulator (and updates the estimates accordingly).

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