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EigenvalueDecomposition class problems and fixes??

MathNet.Numerics.LinearAlgebra.EigenvalueDecomposition. I downloaded MathNet.Iridium-2008.8.16.470 to try it for some Eigenvalue work, and had 2 problems in SymmetricDiagonalize( ). First, a Matrix like: { 5 -2 -4 } { -2 2 2 } { -4 2 5 } (these are rows) would throw an IndexOutOfBounds Exception, because...

Posted to Math.NET Mathematics Library (Forum) by Leon Bass on 10-05-2009
dnAnalytics + Iridium = Math.NET Numerics

You may have wondered why the Math.NET Iridium development has stopped abruptly almost two months ago. Luckily this is not entirely true, in the last few weeks the .Net numerics library has progressed well - but at a different place: Math.NET Iridium is being merged with dnAnalytics , resulting in a...

Posted to Math.NET Project News (Weblog) by Christoph Rüegg on 08-03-2009
Sparse matrix in Iridium

Hello, I found about Math.NET while searching for a SparseMatrix .NET implementation. Google found this link here: http://nmath.sourceforge.net/doc/numerics/MathNet.Numerics.LinearAlgebra.Sparse.html so I downloaded both the newest version and the intermediate release of Iridium but I could not find...

Posted to Math.NET Mathematics Library (Forum) by ProhibitedUser on 06-26-2009
Inverse Probability Distributions?

Hi guys, And first of all congratulations for a stupendous looking package - I'm very excited about this project and I hope it keeps growing and gaining interest. I am starting to use Iridium for probability calculations, and need to get hold of the inverse function of the Beta distribution (ie what...

Posted to Math.NET Mathematics Library (Forum) by urbandive on 02-02-2009
Inverse Gamma Function?

I just downloaded Iridium and am having trouble finding an inverse gamma function that I need for a project I'm working on. I'm not a stats guy so maybe it's there under another name and I jsut don't recognize it. I'm supposed to be using the inverse gamma to figure confidence intervals...

Posted to Math.NET Mathematics Library (Forum) by paulcosmith on 01-28-2009
Iridium Statistics Accumulator: Better numerical stability

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...

Posted to Math.NET Project News (Weblog) by Christoph Rüegg on 01-07-2009
SVD Hanging?

I've been incorporating Math.NET Iridium into a little hobby project of mine, and I seem to have run into a bug. In the code, I have several matrices, and compute the SVD for each. The first two compute just fine, but when I hit the third matrix, the call to myMatrix.SingularValueDecomposition just...

Posted to Math.NET Mathematics Library (Forum) by profquail on 11-15-2008
Student T-distribution

Hi folks, Im using instance of " MathNet.Numerics.Distributions. StudentsTDistribution" to generate TDIST() value which present in MS-Excel. The value is mismatching while executing. here i attach my code below. C#.net MathNet.Numerics.Distributions. StudentsTDistribution eg = new MathNet.Numerics...

Posted to Math.NET Mathematics Library (Forum) by boobalan_ganesh on 10-28-2008
Re: Polynomial Extrapolation - How to...

Instead of an extrapolation I'd suggest to go with a least-aquares regression on one of these polynomials (3rd or maybe also 4th order). Interpolation/Extrapolation: You try to fit a curve exactly through all available data points. Least Squares Fitting: You try to fit a simpler curve close to a...

Posted to Math.NET Mathematics Library (Forum) by Christoph Rüegg on 08-22-2008
Iridium 2008 August Release (2008.8.16.470)

Iteration 16 of Math.NET Iridium (Numerics) is now available, as 2008 August Release with Version 2008.8.16.470. Grab it here . Please continue reporting issues and bugs you find, it's very useful and helps making the whole project better. We've also setup a UserVoice page for you to suggest...

Posted to Math.NET Project News (Weblog) by Christoph Rüegg on 08-14-2008

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