Release History

Version Date Description
1.3 2018-05-08 This is a maintenance release. The main changes since last version are the introduction of complex eigen decomposition, introduction of a solver for continuous time algebraic Riccati equation, a new Kalman module featuring both a filter for linear processes and a filter for non-linear processes, capability for secondary equations to update the derivatives of the primary equation in ODE, and introduction of a matrix decomposer to configure decomposition threshold independently of the matrix.
1.2 2017-10-25 This is a maintenance release.
1.1 2017-03-16 This is a maintenance release.
1.0 2016-06-23 This is the first release of the library

Release 1.3 – 2018-05-08

Type Changes By
Added in FastMath the methods Java 9 added in StrictMath. This ensures FastMath is always a drop-in replacement for Math/StrictMath. Github: fixes #36. Fixes issues/36. luc
Added FieldUnivariateVectorFunction and FieldUnivariateMatrixFunction interfaces, as well as RealFieldUnivariateVectorFunction and RealFieldUnivariateMatrixFunction Github: fixes #35. Fixes issues/35. luc
Added FieldUnivariateFunction interface and have polynomials implement it. Github: fixes #34. Fixes issues/34. luc
Added new utility methods to create real and field vectors from dimension. luc
Allow FastMath to operate on RealFieldElements. This simplifies a lot "fieldification" of algorithms previously implemented with primitive double numbers. luc
Added a transposeMultiply method to compute A^T.B without creating the intermediate transposed matrix. luc
Added a multiplyTransposed method to compute A.B^T without creating the intermediate transposed matrix. luc
Added linear and extended Kalman filters, with support for outliers rejection. Fixes issues/32. luc
Added MatrixDecomposer interface that encapsulates algorithms tolerances. Thanks to Evan Ward. luc
Added a way to compute both sin and cos at once faster than performing two calls. This also speeds up DerivativeStructure.sin and DerivativeStructure.cos. luc
Allow secondary equations to update derivatives of primary equation in ODE. GitHub: fixes #31. Fixes issues/31. luc
Fixed a problem with eigen decomposition of matrices with large coefficients. Github: fixes #30. Fixes issues/30. luc
Added a solver for Continuous time Algebraic Riccati Equation. Fixes issues/29. Thanks to Alessandro Romero. luc
Added complex eigen decomposition. Thanks to Alessandro Romero. luc
Corrected MannWhitneyTest to report the U statistic used in the test and improved accuracy of the reported p-values by 1) adding an implementation of exact computation for small sample sizes 2) applying continuity correction to the normal approximation when this is used 3) adjusting variance for the presence of ties in the data. The problem with the U statistic was reported against Apache Commons Math as MATH-1453. Fixes issues/38. psteitz
Corrected WilcoxonSignedRankTest to discard tied pairs and to correctly perform continuity correction when estimating p-values using the normal approximation. This was reported against Apache Commons Math as MATH-1233. Fixes issues/37. psteitz

Release 1.2 – 2017-10-25

Type Changes By
Added new RealFieldElement implementations computing a tuple. This allow to perform the same computation on several values at once. The getReal() value correspond to the first component of the tuple. luc
Added a method to compute the orientation of a triplet of points in 2D. luc
Fixed an error in EmpiricalDistribution causing cumulative probabilities to be returned as NaN when some data bins are empty. This was reported against Apache Commons Math as MATH-1431. Github: fixes #25. Fixes issues/25. psteitz
Added bracketing helper methods in UnivariateSolverUtils for RealFieldUnivariateFunction. Github: fixes #24. Fixes issues/24. luc
Added a getBRep method to PolyhedronsSet to extract a Boundary REPresentation in regular cases (unbounded PolyhedronsSet or PolyhedronsSet with holes in their boundary are not supported). luc
Fixed NullPointerException when computing size of unbounded polygons sets. Fixes issues/23. luc
Improved performance of getRow and setRow for Array2DRowRealMatrix and Array2DRowFieldMatrix. Github: fixes #22. Fixes issues/22. Thanks to Christoph Dibak. luc
Fixed polygons creation from lists of vertices (both in Euclidean and spherical geometry) when separate edges share the same hyperplane (line or circle) but with different orientations. Fixes issues/21. luc

Release 1.1 – 2017-03-16

Type Changes By
Core: Added support for sampling from enumerated distributions in RandomDataGenerator. Fixes Github issue #19. Fixes issues/19. psteitz
Core: Added support for exact integration in PolynomialFunction. Fixes Github issue #18. Fixes issues/18. psteitz
Added a factory to simplify building DerivativeStructure instances. luc
Core: Added proper implementations of equals and hashCode to Fields so they can be used as keys in maps. luc
Core: Added a derivatives method in Hermite interpolator, similar to the one from FieldHermiteInterpolator. luc
Core: Added field-based derivative structures. luc
Core: Added field-based QR decomposition. Fixes Github issue #17. Fixes issues/17. Thanks to Andrea Antolino. luc
Core: Performance improvement for Array2DRowRealMatrix.getSubMatrix() (and also Array2DRowFieldMatrix.getSubMatrix()). Fixes Github issue #12. Fixes issues/12. Thanks to Christoph Dibak. ebourg
Core: Improved parameter validation for probabilities provided to enumerated distribution constructors. psteitz
Core: Added methods to expose the probability mass function to EnumeratedRealDistribution and EnumeratedIntegerDistribution. psteitz
Stat: Fixed overly-aggressive sufficient data check in OLS/GLS regression classes. When there is no intercept in the model, the number of observations can equal the number of regressors. Fixes GitHub #13. Fixes issues/13. psteitz
Stat: Fixed bug in 2-sided binomial test leading to inflated p-values in some cases. This was reported against Commons Math as MATH-1381. psteitz
Stat: Add implementation of RANDOM algorithm for streaming percentile computation. psteitz
Stat: Add default "toString()" implementation to "AbstractStorelessUnivariateStatistic". tn
Stat: "StorelessUnivariateStatistic", "DescriptiveStatistics" and "StreamingStatistics" now extend from "DoubleConsumer", allowing to easily use them within streams. tn
Ode: Fixed Field ODE integrators handling of secondary equations. GitHub: fixes #7. Fixes issues/7. luc
Geometry: Fixed numerical noise issues in Welzl smallest enclosing ball computation. Thanks to jerdmanGH for reporting the issue. Fixes GitHub #20. Fixes issues/20. luc
Geometry: Added field based 3D lines. luc
Geometry: Added utility methods for field-based rotations and 3D vectors. luc

Release 1.0 – 2016-06-23

Type Changes By
Creation of a migration module and an associated script to help switching from Apache Commons Math to Hipparchus. luc
Simplified exception hierarchy. luc
Modularized the library into several components (hipparchus-core, hipparchus-clustering, hipparchus-fft, hipparchus-fitting, hipparchus-genetics, hipparchus-geometry, hipparchus-geometry, hipparchus-ode, hipparchus-optim, hipparchus-samples, hipparchus-stat). tn
Forked from the Apache Commons Math library. psteitz

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