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ID:	Category:	Severity:	Reproducibility:	Date Submitted:	Last Update:
1026	[ALGLIB] General	minor	always	2024-01-29 18:04	2024-04-11 18:54
Reporter:	barracuda156	Platform:
Assigned To:		OS:
Priority:	normal	OS Version:
Status:	new	Product Version:	4.01.0
Product Build:		Resolution:	open
Projection:	none
ETA:	none
Programming language:	C++
Summary:	alglib makes a wrong assumption for size of bool: is may not be 1 byte
Description:	The code assumes 1-byte bool, which is wrong for some platforms. [ 26%] Building CXX object CMakeFiles/alglib.dir/src/ap.cpp.o /usr/bin/g++-4.2 -Dalglib_EXPORTS -I/opt/local/var/macports/build/_opt_local_var_macports_sources_rsync.macports.org_macports_release_tarballs_ports_math_alglib/alglib/work/alglib-cpp/src -pipe -Os -DNDEBUG -I/opt/local/include -arch ppc -mmacosx-version-min=10.6 -fPIC -MD -MT CMakeFiles/alglib.dir/src/ap.cpp.o -MF CMakeFiles/alglib.dir/src/ap.cpp.o.d -o CMakeFiles/alglib.dir/src/ap.cpp.o -c /opt/local/var/macports/build/_opt_local_var_macports_sources_rsync.macports.org_macports_release_tarballs_ports_math_alglib/alglib/work/alglib-cpp/src/ap.cpp /opt/local/var/macports/build/_opt_local_var_macports_sources_rsync.macports.org_macports_release_tarballs_ports_math_alglib/alglib/work/alglib-cpp/src/ap.cpp:294: error: size of array ‘_ae_bool_must_be_8_bits_wide’ is negative
Steps To Reproduce:
Additional Information:	Darwin ppc has 4-byte bool.
Attached Files:

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ID:	Category:	Severity:	Reproducibility:	Date Submitted:	Last Update:
1025	[ALGLIB] General	minor	have not tried	2024-01-29 18:04	2024-04-11 18:54
Reporter:	barracuda156	Platform:
Assigned To:		OS:
Priority:	normal	OS Version:
Status:	new	Product Version:	4.01.0
Product Build:		Resolution:	open
Projection:	none
ETA:	none
Programming language:	C++
Summary:	alglib makes a wrong assumption for size of bool: is may not be 1 byte
Description:	The code assumes 1-byte bool, which is wrong for some platforms. [ 26%] Building CXX object CMakeFiles/alglib.dir/src/ap.cpp.o /usr/bin/g++-4.2 -Dalglib_EXPORTS -I/opt/local/var/macports/build/_opt_local_var_macports_sources_rsync.macports.org_macports_release_tarballs_ports_math_alglib/alglib/work/alglib-cpp/src -pipe -Os -DNDEBUG -I/opt/local/include -arch ppc -mmacosx-version-min=10.6 -fPIC -MD -MT CMakeFiles/alglib.dir/src/ap.cpp.o -MF CMakeFiles/alglib.dir/src/ap.cpp.o.d -o CMakeFiles/alglib.dir/src/ap.cpp.o -c /opt/local/var/macports/build/_opt_local_var_macports_sources_rsync.macports.org_macports_release_tarballs_ports_math_alglib/alglib/work/alglib-cpp/src/ap.cpp /opt/local/var/macports/build/_opt_local_var_macports_sources_rsync.macports.org_macports_release_tarballs_ports_math_alglib/alglib/work/alglib-cpp/src/ap.cpp:294: error: size of array ‘_ae_bool_must_be_8_bits_wide’ is negative
Steps To Reproduce:
Additional Information:	Darwin ppc has 4-byte bool.
Attached Files:	alglib_ppc.log (19 KB) 2024-01-29 18:06

Notes
(0012035) barracuda156    2024-01-29 18:08	P. S. I apologize for an accidental duplicate, it is a result of network error, I got a Bad gateway page and re-submitted the issue, however turned out it already got submitted despite the error message. Please close http://bugs.alglib.net/view.php?id=1026 as a duplicate.
(0012036) barracuda156    2024-01-29 18:17	Given that comment to the code explicitly state these asserts can be just removed, perhaps either remove it or at least do this: #ifndef __ppc__ static char _ae_bool_must_be_8_bits_wide [1-2*((int)(sizeof(ae_bool))-1)*((int)(sizeof(ae_bool))-1)]; #endif
(0012037) barracuda156    2024-01-29 18:22	And then below: void ae_never_call_it() { #ifndef __ppc__     ae_touch_ptr((void*)_ae_bool_must_be_8_bits_wide); #endif     ae_touch_ptr((void*)_ae_int32_t_must_be_32_bits_wide);     ae_touch_ptr((void*)_ae_int64_t_must_be_64_bits_wide);     ae_touch_ptr((void*)_ae_uint64_t_must_be_64_bits_wide);     ae_touch_ptr((void*)_ae_int_t_must_be_pointer_sized); }

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ID:	Category:	Severity:	Reproducibility:	Date Submitted:	Last Update:
947	[ALGLIB] Optimization	feature	N/A	2022-06-29 13:15	2024-04-11 18:54
Reporter:	n.collins	Platform:
Assigned To:		OS:
Priority:	normal	OS Version:
Status:	new	Product Version:	3.19.0
Product Build:		Resolution:	open
Projection:	none
ETA:	none
Programming language:	C++
Summary:	SIMD support for Arm
Description:	Hello, we wondered if you have plans to provide a NEON SIMD kernel implementation for arm processors? In particular we are interested in whether you plan to provide a SIMD implementation for Apple Silicon. Our software targets all desktop platforms. It would be useful to know if this is a feature we can expect in the future. Kind regards, Nathan
Steps To Reproduce:
Additional Information:
Attached Files:

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ID:	Category:	Severity:	Reproducibility:	Date Submitted:	Last Update:
919	[ALGLIB] Optimization	minor	always	2021-04-27 16:44	2024-04-11 18:54
Reporter:	YitziK	Platform:
Assigned To:		OS:
Priority:	normal	OS Version:
Status:	new	Product Version:	3.17.0
Product Build:		Resolution:	open
Projection:	none
ETA:	none
Programming language:	C++
Summary:	Default stopping conditions for MINBLEIC algorithm are too stringent
Description:	When passing in all 0s to minbleicsetcond, it is (according to documentation) supposed to lead to automatic stopping criterion selection. However, when this is done in the attached file, the result is a termination code of 7: "stopping conditions are too stringent, further improvement is impossible", making it difficult, for more complex cases, to determine if the issue is due to overly stringent automatic stopping criteria, or an issue with the problem setup that might also cause a significantly suboptimal point to be selected.
Steps To Reproduce:
Additional Information:	The attached file is significantly simplified from the case in which I first encountered it, but sufficient to reproduce the issue (though the include path for alglib will likely need to be modified for your own setup). For simplicity, it is optimizing the radius (or, more properly, the radius squared; i.e. sum of squares of the parameters). There are 14 parameters, with a simple box constraint (all parameters must be nonnegative), and one linear constraint that divides the parameters into 3 categories: The first 10 parameters have contribution 1, the next two have contribution -1, and the final 2 have contribution 0.5. The total value of the constraint is required to equal exactly 8, and the initial position does so by assigning a value of 1 to the first 8 parameters and 0 to the others.
Attached Files:	main.cpp (2 KB) 2021-04-27 16:44

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ID:	Category:	Severity:	Reproducibility:	Date Submitted:	Last Update:
826	[ALGLIB] General	feature	have not tried	2018-09-11 12:25	2024-04-11 18:54
Reporter:	SergeyB	Platform:
Assigned To:		OS:
Priority:	normal	OS Version:
Status:	new	Product Version:
Product Build:		Resolution:	open
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	LM solver has to decrease step upon encountering infinity/nan
Description:	todo
Steps To Reproduce:
Additional Information:
Attached Files:

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ID:	Category:	Severity:	Reproducibility:	Date Submitted:	Last Update:
1037	[ALGLIB] General	minor	have not tried	2024-04-10 00:01	2024-04-10 00:01
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	assigned	Product Version:
Product Build:		Resolution:	open
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	test
Description:	test
Steps To Reproduce:
Additional Information:
Attached Files:

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1036	[ALGLIB] Optimization	feature	have not tried	2024-04-07 23:28	2024-04-07 23:28
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	assigned	Product Version:
Product Build:		Resolution:	open
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	ability to switch between 4-point and 2-point numerical diff
Description:	todo
Steps To Reproduce:
Additional Information:
Attached Files:

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1035	[ALGLIB] General	feature	have not tried	2024-04-02 00:11	2024-04-02 00:11
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	assigned	Product Version:
Product Build:		Resolution:	open
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	spline1d batch evaluation/conversion for sorted points
Description:	todo: fullly orthogonal api, handle sorted inputs
Steps To Reproduce:
Additional Information:
Attached Files:

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ID:	Category:	Severity:	Reproducibility:	Date Submitted:	Last Update:
1030	[ALGLIB] General	major	have not tried	2024-03-16 23:09	2024-03-16 23:09
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	fixed
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	FIXED: alignment-related bug in the HPC core (used by Java, Python, C#)
Description:	Under rare circumstances, the native HPC core experiences an alignment-related failure. It happens when the following conditions are met: * a Linux system is used * the application uses a non-standard malloc() implementation which produces insufficiently aligned memory blocks and which overrides ALGLIB choice of malloc() implementation. Under these circumstances ALGLIB functions which erroneously use standard malloc() instead of ALGLIB's own aligned malloc may fail with SIGSEGV error.
Steps To Reproduce:
Additional Information:
Attached Files:

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ID:	Category:	Severity:	Reproducibility:	Date Submitted:	Last Update:
1029	[ALGLIB] Linear algebra	feature	have not tried	2024-02-21 22:32	2024-02-21 22:33
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: incremental sparse matrix construction
Description:	New sparsecreatecrsempty() and sparseappendcompressedrow() functions which allow to subsequently add rows to an existing (and potentially empty) CRS-based matrix.
Steps To Reproduce:
Additional Information:
Attached Files:

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1028	[ALGLIB] Linear algebra	feature	have not tried	2024-02-18 00:06	2024-02-18 00:07
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: in-place multiplication of sparse matrix rows/cols
Description:	Implemented sparsemultiplycolsby() and sparsemultiplyrowsby()
Steps To Reproduce:
Additional Information:
Attached Files:

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1027	[ALGLIB] Optimization	feature	have not tried	2024-02-17 23:52	2024-02-17 23:52
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: new dense-to-sparse conversion functions
Description:	Implemented sparsecreatecrsfromdensev() and sparsecreatecrsfromdensevbuf(), which convert a dense M*N vector into a sparse MxN matrix stored in CRS format.
Steps To Reproduce:
Additional Information:
Attached Files:

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1024	[ALGLIB] Linear algebra	feature	have not tried	2024-01-28 23:07	2024-02-17 23:51
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: faster parallel sparse Cholesky/LDLT factorization, better parallelism in MINLP/MINQP
Description:	More fine-grained parallelism in sparse Cholesky/LDLT factorization results in better parallelism speed-up. Interior point MINLP/MINQP, which are heavily influenced by Cholesky performance, are also much faster now.
Steps To Reproduce:
Additional Information:
Attached Files:

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ID:	Category:	Severity:	Reproducibility:	Date Submitted:	Last Update:
1023	[ALGLIB] Optimization	feature	have not tried	2024-01-28 00:10	2024-01-28 00:10
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	assigned	Product Version:
Product Build:		Resolution:	open
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	simulated annealing
Description:	todo, parallel
Steps To Reproduce:
Additional Information:
Attached Files:

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ID:	Category:	Severity:	Reproducibility:	Date Submitted:	Last Update:
880	[ALGLIB] Optimization	feature	have not tried	2019-12-18 18:46	2024-01-18 20:51
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: Lagrange multipliers for NLP
Description:	SQP solver now returns Lagrange multipliers.
Steps To Reproduce:
Additional Information:
Attached Files:

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ID:	Category:	Severity:	Reproducibility:	Date Submitted:	Last Update:
1019	[ALGLIB] Solvers	feature	have not tried	2024-01-09 21:09	2024-01-09 21:09
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	assigned	Product Version:
Product Build:		Resolution:	open
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	multiobjective GDEMO
Description:	todo
Steps To Reproduce:
Additional Information:
Attached Files:

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1018	[ALGLIB] Optimization	feature	have not tried	2024-01-09 20:39	2024-01-09 20:39
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	assigned	Product Version:
Product Build:		Resolution:	open
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	multistart global optimization
Description:	todo
Steps To Reproduce:
Additional Information:
Attached Files:

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1017	[ALGLIB] Optimization	feature	have not tried	2024-01-09 20:27	2024-01-09 20:27
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	assigned	Product Version:
Product Build:		Resolution:	open
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	genetic algorithms
Description:	todo
Steps To Reproduce:
Additional Information:
Attached Files:

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ID:	Category:	Severity:	Reproducibility:	Date Submitted:	Last Update:
1012	[ALGLIB] Optimization	trivial	have not tried	2023-12-21 19:35	2023-12-24 23:37
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	assigned	Product Version:
Product Build:		Resolution:	open
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	hybrid DE+SQP solver
Description:	todo
Steps To Reproduce:
Additional Information:
Attached Files:

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ID:	Category:	Severity:	Reproducibility:	Date Submitted:	Last Update:
1007	[ALGLIB] Optimization	feature	have not tried	2023-12-03 21:16	2023-12-24 23:37
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	assigned	Product Version:
Product Build:		Resolution:	open
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	minnlcsetlc2()
Description:	also various dense/sparse versions, "add" semantics
Steps To Reproduce:
Additional Information:
Attached Files:

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ID:	Category:	Severity:	Reproducibility:	Date Submitted:	Last Update:
1005	[ALGLIB] Optimization	feature	have not tried	2023-12-02 21:21	2023-12-24 23:37
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	assigned	Product Version:
Product Build:		Resolution:	open
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	parallel callbacks for MINMO, MINNS
Description:	todo
Steps To Reproduce:
Additional Information:
Attached Files:

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ID:	Category:	Severity:	Reproducibility:	Date Submitted:	Last Update:
1001	[ALGLIB] Linear algebra	feature	have not tried	2023-11-18 23:39	2023-12-24 23:37
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	assigned	Product Version:
Product Build:		Resolution:	open
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	parallel sparse gemv
Description:	todo
Steps To Reproduce:
Additional Information:
Attached Files:

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1000	[ALGLIB] General	feature	have not tried	2023-11-17 21:15	2023-12-24 23:37
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	assigned	Product Version:
Product Build:		Resolution:	open
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	faster nipool, nrpool, nbpool
Description:	language support thread unsafe retrieve functionality
Steps To Reproduce:
Additional Information:
Attached Files:

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ID:	Category:	Severity:	Reproducibility:	Date Submitted:	Last Update:
977	[ALGLIB] General	tweak	have not tried	2023-05-29 17:26	2023-12-24 23:37
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	assigned	Product Version:
Product Build:		Resolution:	open
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	remove _CRT_SECURE_NO_WARNINGS
Description:	no longer necessary
Steps To Reproduce:
Additional Information:
Attached Files:

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ID:	Category:	Severity:	Reproducibility:	Date Submitted:	Last Update:
974	[ALGLIB] Optimization	feature	have not tried	2023-05-14 21:47	2023-12-24 23:37
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	assigned	Product Version:
Product Build:		Resolution:	open
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	SQP improvements
Description:	* We need GammaMax in the new FSQP! rejected steps MUST contribute to GammaMax. We also need a special return code 99 which is intended for a situation when GammaMax is suspiciously large. * We also need a positive completion code for a solver trapped in a nonzero constraint extremum. * filter SQP has issues when starting from a local maximum of a constraints violation, like minnlc_d_equality with x0=[0,0]. An SL1QP is better, but adding L1 merit function is likely to overcomplicate the algo.
Steps To Reproduce:
Additional Information:
Attached Files:

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ID:	Category:	Severity:	Reproducibility:	Date Submitted:	Last Update:
959	[ALGLIB] General	feature	have not tried	2023-02-17 02:08	2023-12-24 23:37
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	assigned	Product Version:
Product Build:		Resolution:	open
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	xcore-for-arm
Description:	todo
Steps To Reproduce:
Additional Information:
Attached Files:

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ID:	Category:	Severity:	Reproducibility:	Date Submitted:	Last Update:
728	[ALGLIB] Linear algebra	feature	have not tried	2017-09-25 19:01	2023-12-24 23:37
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	assigned	Product Version:
Product Build:		Resolution:	open
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	New sparse storage format - COO initializer
Description:	Faster initialization
Steps To Reproduce:
Additional Information:
Attached Files:

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ID:	Category:	Severity:	Reproducibility:	Date Submitted:	Last Update:
997	[ALGLIB] Optimization	feature	have not tried	2023-11-01 22:19	2023-12-24 22:17
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: sparse large-scale augmented Lagrangian solver
Description:	An improved large-scale augmented Lagrangian solver for nonlinear programming problems with a sparse LBFGS preconditioner.
Steps To Reproduce:
Additional Information:
Attached Files:

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ID:	Category:	Severity:	Reproducibility:	Date Submitted:	Last Update:
990	[ALGLIB] Interpolation	feature	have not tried	2023-10-13 22:11	2023-12-24 22:11
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: modified Akima spline interpolation
Description:	Modified Akima spline interpolation
Steps To Reproduce:
Additional Information:
Attached Files:

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ID:	Category:	Severity:	Reproducibility:	Date Submitted:	Last Update:
1014	[ALGLIB] Optimization	feature	have not tried	2023-12-24 21:48	2023-12-24 21:48
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: adaptive constrained differential evolution optimizer
Description:	Implemented constrained differential evolution optimizer with adaptive tuning of DE parameters (crossover prob, weight, strategy).
Steps To Reproduce:
Additional Information:
Attached Files:

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ID:	Category:	Severity:	Reproducibility:	Date Submitted:	Last Update:
981	[ALGLIB] Optimization	feature	have not tried	2023-06-08 21:38	2023-12-20 21:05
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: large-scale sparse SQP solver
Description:	New large-scale SQP solver which can handle sparsity in constraints to accelerate computations. Depending on the constraints sparsity, it is scalable to tens of thousands of variables. Internally the solver utilizes the following algorithmic improvements: * low rank quasi-Newton models with positive-only correction terms * filter-based SQP algorithm
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991	[ALGLIB] Fast transforms	feature	have not tried	2023-10-13 22:12	2023-12-01 20:28
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: buffered versions of convolution / correlation / fast transform functions
Description:	Implemented: buffered versions of real/complex FFT, convolution and cross-correlation. These versions do not reallocate output parameter if its length is more than enough to store the result (already allocated memory is reused as much as possible).
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1003	[ALGLIB] Interpolation	feature	have not tried	2023-11-29 19:07	2023-11-29 19:07
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: parallel IDW model construction, parallel idwgridcalc2()
Description:	Implemented: * parallel IDW model construction with the MSTAB algorithm * grad calculation with idwgridcalc2() and parallelism support
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975	[ALGLIB] Linear algebra	feature	have not tried	2023-05-18 20:55	2023-11-18 23:03
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: direct sparse linear least squares via augmented system
Description:	Regularized sparse linear least squares via augmented system.
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999	[ALGLIB] Linear algebra	feature	have not tried	2023-11-17 20:19	2023-11-17 20:20
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: faster sparse nonsymmetric solver
Description:	New sparse nonsymmetric solver which solves a symmetric augmented system using supernodal Cholesky. This solver is faster than the previous LU with dynamic pivoting because it does not need pivoting for stability, and because it can utilize existing well optimized sparse codes.
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998	[ALGLIB] Linear algebra	minor	have not tried	2023-11-09 14:52	2023-11-09 14:52
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	fixed
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	FIXED: minor bug in Approximate Minimum Degree ordering
Description:	Fixed minor bug in the vertex degree computation code which results in the AMD sparse matrix ordering producing suboptimal results (usually ~1% more fill-in, ~2% longer factorization).
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996	[ALGLIB] Optimization	feature	have not tried	2023-10-30 00:14	2023-10-30 00:14
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: derivative-free box-constrained nonlinear least squares solvers
Description:	Two promising derivative-free NLS solvers were implemented: * DFO-LSA, a modified version of DFO-LS (Cartis, Fiala, Marteau, Roberts), with "A" standing for ALGLIB in order to distinguish it from the original version. This algorithm achieves the smallest function evaluations count, but has relatively high iteration overhead and no callback parallelism potential (it issues target evaluation requests one by one, so they can not be parallelized). Recommended for expensive targets with no parallelism support. * 2PS (two-point stencil) - an easily parallelized algorithm developed by ALGLIB Project. It needs about 3x-4x more target evaluations than DFO-LSA (the ratio has no strong dependence on the problem size), however it issues target evaluation requests in large batches, so they can be computed in parallel. Additionally it has low iteration overhead, so it can be better suited for problems with cheap targets that DFO-LSA. Both solvers are provided by the new NLS subpackage.
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995	[ALGLIB] General	feature	have not tried	2023-10-30 00:00	2023-10-30 00:00
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: debug reports for CPython version
Description:	ALGLIB for CPython now supports debug reports (tracing) which are printed by some optimizers. This feature is activated by calling xalglib.trace_file("trace.tags","path/to/trace.log")
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994	[ALGLIB] Optimization	feature	have not tried	2023-10-29 23:57	2023-10-29 23:57
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: some NLP solvers can now recover from infinite/NAN target values
Description:	Prior to ALGLIB 4.01, all optimizers stopped as soon as user callback returned infinite/NAN values in target/constraints vector or their Jacobian. Now some ALGLIB solvers (SQP, DFO-LSA, 2PS) can recover from infinite values by reducing a trust radius. Upon successful recovery they continue optimization and add +800 to their completion code after return. If no successful recovery was possible (trust radius was decreased below lower bound), -8 completion code (critical error) is returned.
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993	[ALGLIB] Optimization	feature	have not tried	2023-10-14 21:00	2023-10-14 21:00
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: two-sided nonlinear constraints for MinNLC optimizer
Description:	MinNLC nonlinear programming solver now supports two-sided nonlinear constraints of the form CL<=C(x)<=CU, with (a) CL or CU possibly being infinite, and (b) CL possibly being equal to CU. New constraints are activated with minnlcsetnlc2() call. It is the most general, efficient and convenient form of the constraint specification. It does not require you to order equality constraints prior or past inequality ones. It is also possible to specify range constraints (when both CL and CU are finite and CL<CU). The former minnlcsetnlc() interface is still supported for backward compatibility reasons.
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989	[ALGLIB] Optimization	feature	have not tried	2023-10-13 21:41	2023-10-13 21:46
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: parallel optimizers - numerical differentiation and batch target/constraints evaluation
Description:	The following algorithms can now perform parallel numerical differentiation: * L-BFGS * MINLM * MINNLC * LSFIT Additionally, LSFIT can parallelize target evaluation at different points.
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984	[ALGLIB] Interpolation	feature	have not tried	2023-08-14 16:57	2023-08-14 17:05
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: bicubic Hermite spline
Description:	Implemented: bicubic Hermite interpolation spline (a spline is built using a table of spline values, first and mixed derivatives).
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983	[ALGLIB] Interpolation	feature	have not tried	2023-08-14 16:55	2023-08-14 17:05
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: bicubic clamped spline
Description:	Implemented: bicubic spline with clamped boundary conditions (first or second derivatives or parabolic termination), with possibility of specifying different conditions for different boundaries of an interpolation area.
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985	[ALGLIB] Optimization	feature	have not tried	2023-08-14 17:03	2023-08-14 17:04
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: stagnation checks for MinLM
Description:	Stagnation checks prevent eternal loops due to too stringent stopping criteria.
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982	[ALGLIB] Linear algebra	feature	have not tried	2023-07-26 17:40	2023-07-26 17:40
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: dense-to-sparse conversion functions
Description:	Implemented sparsecreatecrsfromdense() and sparsecreatecrsfromdensebuf() which can be used to convert a dense matrix to a sparse one.
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980	[ALGLIB] Linear algebra	feature	have not tried	2023-06-08 20:46	2023-06-08 20:46
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: quick low-overhead mode for the subspace iteration eigensolver
Description:	New mode performs no expensive checks and reorthogonalizes basis only once at the end. It is intended for easy well-conditioned problems which can be solved in as few as 5 iterations. On such problems it has much less overhead than the standard mode of the solver.
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955	[ALGLIB] General	feature	have not tried	2023-01-18 20:31	2023-05-22 17:55
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: API cleanup for ALGLIB 4
Description:	Backward incompatible changes: ===== 0 ========== High-level changes in the API: * C++ API now is const-correct. Functions modifying object/array state accept it as a modifiable reference, functions not modifying object/array accept is as a constant reference. * Better handling of functions that rewrite array contents in-place but never reallocate it: in C# these functions accept arrays as a non-ref non-out parameter, in Python and Java these functions accept arrays as input-only reference (the value reference points to is changed, but not the reference itself) ===== 1 ========== Removed ability to pass both halves of a symmetric matrix and return both halves of a symmetric matrix to determinant calculation and matrix inversion functions. Now these functions accept and modify only one triangle of the matrix (either upper or lower one, as specified by user). ===== 2 ========== Mass changes in linear solvers: * INFO output parameter replaced by rep.terminationtype for functions returning report, by boolean return value for functions returning no report * output parameters REP and X changed order (compatibility with the rest of the library). Affected functions: rmatrixsolve, rmatrixsolvefast, rmatrixsolvem, rmatrixsolvemfast, rmatrixlusolve, rmatrixlusolvefast, rmatrixlusolvem, rmatrixlusolvemfast, rmatrixmixedsolve, rmatrixmixedsolvem, cmatrixsolvem, cmatrixsolvemfast, cmatrixsolve, cmatrixsolvefast, cmatrixlusolvem, cmatrixlusolvemfast, cmatrixlusolve, cmatrixlusolvefast, cmatrixmixedsolvem, cmatrixmixedsolve, spdmatrixsolvem, spdmatrixsolvemfast, spdmatrixsolve, spdmatrixsolvefast, spdmatrixcholeskysolvem, spdmatrixcholeskysolvemfast, spdmatrixcholeskysolve, spdmatrixcholeskysolvefast, hpdmatrixsolvem, hpdmatrixsolvemfast, hpdmatrixsolve, hpdmatrixsolvefast, hpdmatrixcholeskysolvem, hpdmatrixcholeskysolvemfast, hpdmatrixcholeskysolve, hpdmatrixcholeskysolvefast, rmatrixsolvels ===== 3 ========== Changes in the LINREG subpackage: INFO output parameter replaced by rep.terminationtype field. Affected functions: lrbuild, lrbuilds, lrbuildz, lrbuildzs ===== 4 ========== Changes in the LSFIT subpackage: INFO output parameter replaced by rep.terminationtype field. Affected functions: * lsfitlinear, lsfitlinearw, lsfitlinearc, lsfitlinearwc, lsfitresults * spline1dfitcubicwc, spline1dfithermitewc, spline1dfitcubic, spline1dfithermite * polynomialfit(, polynomialfitwc, barycentricfitfloaterhormannwc, barycentricfitfloaterhormann ===== 5 ========== Changes in the PCA subpackage: INFO output parameter removed. Unexpected failures (like SVD solver failure) which in theory may occur but never occur in practice are now signaled by raising an exception. Affected functions: * pcabuildbasis ===== 6 ========== Changes in SPLINE2D subpackage: spline2ddiff() and spline2ddiffvi() now return only first derivatives dS/dx and dS/dy. The mixed derivative d2S/(dx*dy) is now returned by spline2ddiff2() and spline2ddiff2vi(). ===== PYTHON ===== The following changes are specific for ALGLIB for Python. The following functions started to rewrite their arguments in-place instead of adding them to the return tuple. Please, check your usage! cmatrixtranspose, rmatrixtranspose, rmatrixenforcesymmetricity, cmatrixcopy, rvectorcopy, rmatrixcopy, rmatrixgencopy, rmatrixger, cmatrixrank1, rmatrixrank1, rmatrixgemv, cmatrixmv, rmatrixmv, rmatrixsymv, rmatrixsyvmv, rmatrixtrsv, cmatrixrighttrsm, cmatrixlefttrsm, rmatrixrighttrsm, rmatrixlefttrsm, cmatrixherk, rmatrixsyrk, cmatrixgemm, rmatrixgemm, cmatrixsyrk, rmatrixqr, rmatrixlq, cmatrixqr, cmatrixlq, rmatrixbd, rmatrixbdmultiplybyq, rmatrixbdmultiplybyp, rmatrixhessenberg, smatrixtd, hmatrixtd, rmatrixrndorthogonalfromtheright, rmatrixrndorthogonalfromtheleft, cmatrixrndorthogonalfromtheright, cmatrixrndorthogonalfromtheleft, smatrixrndmultiply, hmatrixrndmultiply, sparsegemv, sparsetrmv, sparsetrsv, smatrixtdevd, rmatrixlu, cmatrixlu, hpdmatrixcholesky, spdmatrixcholesky, spdmatrixcholeskyupdateadd1, spdmatrixcholeskyupdatefix, spdmatrixcholeskyupdateadd1buf, spdmatrixcholeskyupdatefixbuf, rmatrixbdsvd, rmatrixsolvefast, rmatrixsolvemfast, rmatrixlusolvefast, rmatrixlusolvemfast, cmatrixsolvemfast, cmatrixsolvefast, cmatrixlusolvemfast, cmatrixlusolvefast, spdmatrixsolvemfast, spdmatrixsolvefast, spdmatrixcholeskysolvemfast, spdmatrixcholeskysolvefast, hpdmatrixsolvemfast, hpdmatrixsolvefast, hpdmatrixcholeskysolvemfast, hpdmatrixcholeskysolvefast, rmatrixluinverse, rmatrixinverse, cmatrixluinverse, cmatrixinverse, spdmatrixcholeskyinverse, spdmatrixinverse, hpdmatrixcholeskyinverse, hpdmatrixinverse, rmatrixtrinverse, cmatrixtrinverse, rmatrixinvupdatesimple, rmatrixinvupdaterow, rmatrixinvupdatecolumn, rmatrixinvupdateuv, rmatrixschur, smatrixgevdreduce, rankdata, rankdatacentered, fftc1d, fftc1dinv, fhtr1d, fhtr1dinv, filtersma, filterema, filterlrma
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967	[ALGLIB] Interpolation	feature	have not tried	2023-04-09 20:55	2023-05-15 21:03
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: second derivatives for bicubic splines
Description:	Implemented second derivatives Sxx and Syy for bicubic splines. This addition was contributed by Horst Greiner working at Hembach Photonik. spline2ddiff() now returns only first derivatives dS/dx and dS/dy, mixed derivative is returned only by spline2ddiff2() and spline2ddiff2vi().
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971	[ALGLIB] General	major	have not tried	2023-04-17 21:12	2023-04-21 21:08
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	fixed
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	FIXED: libdl.so is missing in newer Linux versions
Description:	Newer Linux versions break backward compatibility by providing only libdl.so.2, but not libdl.so. On such systems ALGLIB for C# failed to load native computational core (Python and Delphi/FreePascal were unaffected by the bug). After the fix HPC version of ALGLIB for C# checks availability of libdl.so and libdl.so.2 on the host and uses version which is available.
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972	[ALGLIB] General	feature	have not tried	2023-04-17 22:13	2023-04-17 22:13
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	assigned	Product Version:
Product Build:		Resolution:	open
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	Parallel numerical differentiation and batch requests
Description:	todo
Steps To Reproduce:
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884	[ALGLIB] Optimization	feature	have not tried	2019-12-20 12:57	2023-04-17 22:11
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	assigned	Product Version:
Product Build:		Resolution:	open
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	interchangeable scalar/vector callbacks in optimizers
Description:	todo
Steps To Reproduce:
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848	[ALGLIB] Interpolation	feature	have not tried	2018-12-25 11:54	2023-04-16 19:26
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: 1d spline serialization
Description:	Portable serialization of linear/cubic splines.
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970	[ALGLIB] Linear algebra	feature	have not tried	2023-04-15 22:00	2023-04-15 22:01
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: 2-norm condition numbers for general, triangular, symmetric positive definite matrices
Description:	2-norm condition number using SVD/EVD for general real, triangular real, symmetric positive definite real matrices,
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968	[ALGLIB] Interpolation	feature	have not tried	2023-04-14 21:13	2023-04-14 21:25
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: faster spline1dfit()
Description:	While fixing bug with spline divergence at edges, significantly improved algorithm performance, with running times on large problems improved by 3x-7x.
Steps To Reproduce:
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969	[ALGLIB] Interpolation	major	have not tried	2023-04-14 21:14	2023-04-14 21:15
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	fixed
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	FIXED: spline interpolant build with spline1dfit() diverges at edges
Description:	Fixed by refactoring spline algorithm.
Steps To Reproduce:
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966	[ALGLIB] Optimization	feature	have not tried	2023-04-07 22:03	2023-04-07 22:04
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: multi-objective optimization with the NBI algorithm
Description:	Multi-objective optimization with any number of objectives using the NBI (Normal Boundary Intersection) algorithm. A mix of box, linear and nonlinear constraints is supported.
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965	[ALGLIB] Optimization	feature	have not tried	2023-04-07 21:57	2023-04-07 21:58
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: major stability improvements in the SQP solver
Description:	Better linear/nonlinear constraint enforcement code, better handling of degenerate cases.
Steps To Reproduce:
Additional Information:
Attached Files:

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952	[ALGLIB] Interpolation	feature	have not tried	2022-12-13 21:03	2022-12-13 21:04
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: far field (fast multipoles) acceleration of biharmonic RBF construction and evaluation
Description:	New version of ALGLIB includes accelerated biharmonic RBFs which utilize far field expansion (AKA fast multipoles method) for approximate computation of the model. This method is heavily utilized by both model construction and model evaluation phases. Biharmonic RBF construction time was now improved to O(N*logN) instead of O(N^2). We want to note that even previous time was still better than O(N^3) achieved by textbook methods. Approximate biharmonic RBF evaluation time with rbffastcalc() now shows several-fold speed-up when compared with exact rbfcalc().
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Additional Information:
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951	[ALGLIB] Optimization	feature	have not tried	2022-12-07 21:28	2022-12-07 21:28
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: LP/QP presolver
Description:	Following kinds of presolve are implemented at this moment: * fixed vars * empty cols * empty rows * nonbinding rows * singleton rows * explicit slack variables * implicit slack variables * free column singletons
Steps To Reproduce:
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950	[ALGLIB] General	feature	have not tried	2022-11-27 20:11	2022-11-27 21:28
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: OpenSSL as an entropy source
Description:	ALGLIB for C++ now can use OpenSSL as a secure randomness source (as opposed to stdlib rand).
Steps To Reproduce:
Additional Information:
Attached Files:

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949	[ALGLIB] Optimization	feature	have not tried	2022-07-14 11:55	2022-07-14 11:57
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: parallel interior point LP/QP
Description:	New parallel sparse Cholesky also increased performance of the interior point LP/QP.
Steps To Reproduce:
Additional Information:
Attached Files:

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948	[ALGLIB] Optimization	feature	have not tried	2022-07-14 11:54	2022-07-14 11:54
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: parallel sparse Cholesky/LDLT factorization
Description:	Implemented: parallel sparse Cholesky/LDLT factorization.
Steps To Reproduce:
Additional Information:
Attached Files:

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946	[ALGLIB] Interpolation	feature	have not tried	2022-06-28 15:31	2022-06-28 15:31
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: bilinear/bicubic spline with missing cells
Description:	Bilinear/bicubic spline interpolation with missing nodes and cells. If a node is marked as missing, then all spline cells that are adjacent to this node are marked as missing ones. Any attempt to compute spline value at the missing cell will return NAN. This function is intended for better handling of grids with big areas of irrelevant nodes. It is not intended for scattered data interpolation - use RBFs or IDW for such problems.
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Additional Information:
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945	[ALGLIB] Interpolation	feature	have not tried	2022-06-12 19:32	2022-06-14 13:46
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: fast multiquadric spline interpolation and fitting
Description:	New large-scale multiquadric algorithm with O(N) memory requirements and O(N^2) running time, utilizing fast domain decomposition method for the solution of linear systems. New algorithm supports interpolation and fitting (smoothing), with ability to handle more than 100.000 points on a modest workstation.
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Additional Information:
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943	[ALGLIB] Interpolation	feature	have not tried	2022-06-12 19:30	2022-06-14 13:45
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: fast thin plate spline interpolation and fitting
Description:	New large-scale thin plate spline algorithm with O(N) memory requirements and O(N^2) running time, utilizing fast domain decomposition method for the solution of linear systems. New algorithm supports interpolation and fitting (smoothing), with ability to handle more than 100.000 points on a modest workstation.
Steps To Reproduce:
Additional Information:
Attached Files:

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944	[ALGLIB] Interpolation	feature	have not tried	2022-06-12 19:31	2022-06-12 19:33
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: fast biharmonic spline interpolation and fitting
Description:	New large-scale biharmonic spline algorithm with O(N) memory requirements and O(N^2) running time, utilizing fast domain decomposition method for the solution of linear systems. New algorithm supports interpolation and fitting (smoothing), with ability to handle more than 100.000 points on a modest workstation.
Steps To Reproduce:
Additional Information:
Attached Files:

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942	[ALGLIB] Optimization	minor	have not tried	2022-05-24 09:51	2022-05-24 09:51
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	fixed
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	FIXED: instability in SLP solver
Description:	SLP nonlinear programming solver was sometimes destabilized by problems having "flipping" constraints (ones that activate/deactivate often). Such constraints confused its estimates of Lagrange multipliers maximums (these maximums are used to penalize constrain violations). Introduced new conservative update strategy for Lagrange multiplier maximums, the problem solved.
Steps To Reproduce:
Additional Information:
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941	[ALGLIB] General	minor	have not tried	2022-05-21 22:10	2022-05-21 22:10
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: red zones for C++ version
Description:	Red Zone is a fixed size area added before and after each dynamically allocated block. Red Zone is filled by the special red zone control value during its allocation. When the dynamically allocated block is freed, its control value is checked. Any change means that someone (either ALGLIB or user code that works with ALGLIB-allocated arrays) performed an out-of-bounds write. Red Zones are essential for finding memory access errors that silently corrupt your data and/or crash your program.
Steps To Reproduce:
Additional Information:
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935	[ALGLIB] Optimization	minor	have not tried	2021-10-24 00:45	2021-10-24 00:45
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	fixed
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	FIXED: relaxed too strict decrease conditions in nonsmooth AGS optimizer
Description:	Too strict line search conditions resulted in optimizer sometimes performing too short steps. Relaxed.
Steps To Reproduce:
Additional Information:
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913	[ALGLIB] General	feature	have not tried	2020-12-10 22:24	2021-10-04 15:50
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	assigned	Product Version:
Product Build:		Resolution:	open
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	better handling of nonlinear constraints in SLP/SQP
Description:	drop inequality ones whose linearization is definitely inactive within trust region
Steps To Reproduce:
Additional Information:
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905	[ALGLIB] Optimization	feature	have not tried	2020-11-01 23:49	2021-10-04 15:50
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	assigned	Product Version:
Product Build:		Resolution:	open
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	inertia for SLP trust radius parameter growth
Description:	todo
Steps To Reproduce:
Additional Information:
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918	[ALGLIB] Diff.equations	minor	have not tried	2021-04-02 22:31	2021-10-02 18:52
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	fixed
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	FIXED: ODE solver test hangs sometimes
Description:	Error in the step size selection sometimes led to an eternal loop.
Steps To Reproduce:
Additional Information:
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423	[ALGLIB] Linear algebra	feature	have not tried	2012-01-16 12:35	2021-09-30 18:46
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: sparse GMRES for linear equations
Description:	Linear solver for square non-symmetric problems.
Steps To Reproduce:
Additional Information:
Attached Files:

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921	[ALGLIB] Optimization	feature	have not tried	2021-06-13 14:47	2021-09-24 16:03
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: minqpaddsparsefromdense
Description:	Convenience function which adds constraint to the sparse constraint matrix, with constraint itself being passed as a dense array.
Steps To Reproduce:
Additional Information:
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883	[ALGLIB] General	feature	have not tried	2019-12-20 12:56	2021-09-23 23:05
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	assigned	Product Version:
Product Build:		Resolution:	open
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	Delphi and CPython tracing
Description:	todo
Steps To Reproduce:
Additional Information:
Attached Files:

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930	[ALGLIB] Linear algebra	feature	have not tried	2021-07-28 15:42	2021-09-23 23:04
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: AVX2/FMA-capable sparse Cholesky/LDLT decomposition
Description:	Sparse Cholesky/LDLT decompositions now have optimized SIMD kernels which may use AVX2 and FMA intrinsics.
Steps To Reproduce:
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885	[ALGLIB] General	feature	have not tried	2019-12-20 13:38	2021-09-23 23:02
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	assigned	Product Version:
Product Build:		Resolution:	open
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	reference manual section for tracing
Description:	todo
Steps To Reproduce:
Additional Information:
Attached Files:

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929	[ALGLIB] Linear algebra	feature	have not tried	2021-07-28 15:41	2021-09-17 21:58
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: C# GEMM (matrix-matrix product) can now utilize AVX2/FMA NET 5 intrinsics
Description:	C# implementation of GEMM (generalized matrix-matrix product) can now be compiled in two modes: * fully managed C# code * unsafe C# code which makes use of NET 5 hardware intrinsics Because the GEMM kernel is widely used across the library, many linear algebra, interpolation and optimization functions became much faster due to this change.
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933	[ALGLIB] General	feature	have not tried	2021-09-17 21:50	2021-09-17 21:50
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: ALGLIB for C# supports NET 5, including hardware intrinsics
Description:	1. NET 5 compatibility officially guaranteed 2. Ability to utilize NET 5 hardware intrinsics when compiled in the unsafe mode with ALGLIB_USE_SIMD conditional compilation symbol being defined.
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882	[ALGLIB] Optimization	feature	have not tried	2019-12-18 18:47	2021-08-28 23:15
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	assigned	Product Version:
Product Build:		Resolution:	open
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	improved AUL
Description:	rho growth. large-scale problems.
Steps To Reproduce:
Additional Information:
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859	[ALGLIB] Optimization	minor	have not tried	2019-07-01 17:06	2021-08-28 23:07
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	assigned	Product Version:
Product Build:		Resolution:	open
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	perform pivot selection in simplex solver taking into account |rho|
Description:	todo
Steps To Reproduce:
Additional Information:
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743	[ALGLIB] Optimization	feature	have not tried	2017-10-24 20:05	2021-08-28 22:48
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	assigned	Product Version:
Product Build:		Resolution:	open
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	linearly constrained MinLM improvements
Description:	reuse Lagrange multipliers and working set tests for huge amount of inequality constraints
Steps To Reproduce:
Additional Information:
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562	[ALGLIB] Optimization	feature	have not tried	2013-09-13 12:12	2021-08-28 22:45
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	assigned	Product Version:
Product Build:		Resolution:	open
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	SQP version of MinNLC
Description:	Needs following improvements: * there should convenient way to generate low-rank LBFGS matrices * QP solver should be able to work with low-rank QP models (L-BFGS QP?) * QP solver should be able to perform efficient restarts (fast activation of previously active constraints)
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926	[ALGLIB] Linear algebra	feature	have not tried	2021-07-22 17:27	2021-08-28 22:42
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: AMD ordering for matrices with dense rows
Description:	Implemented new AMD ordering algorithm for matrices with dense/nearly dense rows, set as default one for sparse Cholesky/LDLT. Details: original AMD ordering algorithm has O(N^2) running time for a matrix with just one dense row. Improved algorithm postpones ordering of rows with too many nonzero elements (including ones which are not dense, but still has more nonzeros than typical row) and handles them later, at the second ordering round.
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931	[ALGLIB] Linear algebra	feature	have not tried	2021-08-06 19:10	2021-08-06 19:11
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: sparse matrix serialization
Description:	Implemented: sparsematrix structure can be serialized/unserialized using standard ALGLIB serialization interface (supports movement of data between C++, C#, other languages).
Steps To Reproduce:
Additional Information:
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920	[ALGLIB] Optimization	minor	have not tried	2021-06-13 14:33	2021-06-13 14:33
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	fixed
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	FIXED: nonsmooth AGS optimizer sometimes stopped before reaching optimal point
Description:	AGS optimizer sometimes stopped before reaching optimal point due to incorrect sampling under active constraints. Fixed sampling algorithm.
Steps To Reproduce:
Additional Information:
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746	[ALGLIB] General	feature	have not tried	2017-10-30 15:24	2021-04-02 14:36
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	assigned	Product Version:
Product Build:		Resolution:	open
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	blocked random matrix operations
Description:	todo
Steps To Reproduce:
Additional Information:
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741	[ALGLIB] General	feature	have not tried	2017-10-24 13:17	2021-04-02 14:36
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	assigned	Product Version:
Product Build:		Resolution:	open
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	advanced affinity management for C/C++ core
Description:	todo document -DAE_OS=AE_LINUX decide on default status of affinity management, allow to change in on the fly
Steps To Reproduce:
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565	[ALGLIB] Data analysis	feature	have not tried	2013-09-29 11:33	2021-04-02 14:36
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	assigned	Product Version:
Product Build:		Resolution:	open
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	Improved Naive Bayes
Description:	Improvements: * different ways of estimating class probabilities (see skikit) * sparsity support * complementary Bayes * sparse datasets Look at: * http://scikit-learn.org/stable/modules/naive_bayes.html Papers: * http://people.csail.mit.edu/jrennie/papers/icml03-nb.pdf (Tackling the Poor Assumptions of Naive Bayes Text Classiers)
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748	[ALGLIB] Optimization	feature	have not tried	2017-10-31 12:14	2021-04-02 14:36
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	assigned	Product Version:
Product Build:		Resolution:	open
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	Better warm start support for dense-aul and related minlm
Description:	Todo
Steps To Reproduce:
Additional Information:
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886	[ALGLIB] Optimization	feature	have not tried	2019-12-23 16:46	2021-04-02 14:34
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	assigned	Product Version:
Product Build:		Resolution:	open
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	QP/LP presolver
Description:	todo
Steps To Reproduce:
Additional Information:
Attached Files:

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879	[ALGLIB] Optimization	feature	have not tried	2019-12-11 14:12	2021-04-02 14:34
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	assigned	Product Version:
Product Build:		Resolution:	open
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	MinNLC needs modern setlc2() family of functions and setnlc2()
Description:	todo
Steps To Reproduce:
Additional Information:
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872	[ALGLIB] Linear algebra	feature	have not tried	2019-11-26 16:40	2021-04-02 14:34
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	assigned	Product Version:
Product Build:		Resolution:	open
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	INCOMPATIBLE: standardize linear solver output parameters
Description:	todo
Steps To Reproduce:
Additional Information:
Attached Files:

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843	[ALGLIB] Optimization	feature	have not tried	2018-11-18 13:30	2021-04-02 14:34
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	assigned	Product Version:
Product Build:		Resolution:	open
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	"paranoid SLP" optimizer
Description:	detailed investigation of the target function properties
Steps To Reproduce:
Additional Information:
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830	[ALGLIB] Optimization	feature	have not tried	2018-10-30 15:20	2021-04-02 14:34
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	assigned	Product Version:
Product Build:		Resolution:	open
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	autoscaling for minlm/lsfit
Description:	todo
Steps To Reproduce:
Additional Information:
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804	[ALGLIB] Interpolation	feature	have not tried	2018-03-27 17:39	2021-04-02 14:34
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	assigned	Product Version:
Product Build:		Resolution:	open
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	lsfitsetscaleauto()
Description:	todo
Steps To Reproduce:
Additional Information:
Attached Files:

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799	[ALGLIB] Solvers	feature	have not tried	2018-03-05 16:27	2021-04-02 14:34
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	assigned	Product Version:
Product Build:		Resolution:	open
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	LSQR solver - better handling of LambdaV
Description:	explicitly integrate it in the formula
Steps To Reproduce:
Additional Information:
Attached Files:

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782	[ALGLIB] Interpolation	feature	have not tried	2018-01-08 14:17	2021-04-02 14:34
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	high	OS Version:
Status:	assigned	Product Version:
Product Build:		Resolution:	open
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	Inverse distance weighting, improved version
Description:	Parallel algorithm Optional distance-based smoothing
Steps To Reproduce:
Additional Information:
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767	[ALGLIB] General	feature	have not tried	2017-12-11 18:38	2021-04-02 14:34
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	assigned	Product Version:
Product Build:		Resolution:	open
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	better C#-to-native memory management
Description:	* transient allocations (session object) * move from fixed statement to GCHandle object; freely choose between pinned/attached storage and independent native storage for input arguments
Steps To Reproduce:
Additional Information:
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756	[ALGLIB] General	feature	have not tried	2017-11-07 21:10	2021-04-02 14:34
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	assigned	Product Version:
Product Build:		Resolution:	open
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	nonsmooth BFGS
Description:	todo A combined BFGS-Gradient Sampling method with convergence theory (F.E. Curtis and X. Que, 2015) A successive quadratic programming (SQP) BFGS method applied to challenging problems in static-output-feedback control design (F.E. Curtis, T. Mitchell and M.L.O., 2015). Although there are no theoretical results, it is much more efficient and effective than the SQP Gradient Sampling method which does have convergence results. ==== review A successive quadratic programming gradient sampling method with convergence theory. F.E. Curtis and M.L.O., SIOPT, 2012.
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755	[ALGLIB] Interpolation	feature	have not tried	2017-11-07 20:13	2021-04-02 14:34
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	assigned	Product Version:
Product Build:		Resolution:	open
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	switch circumscribed/inscribed circle fitting to new SLP-NLC
Description:	todo
Steps To Reproduce:
Additional Information:
Attached Files:

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708	[ALGLIB] General	feature	have not tried	2017-06-08 18:23	2021-04-02 14:34
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	assigned	Product Version:
Product Build:		Resolution:	open
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	ability to control RNG seed for HPC core
Description:	todo
Steps To Reproduce:
Additional Information:
Attached Files:

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685	[ALGLIB] Linear algebra	feature	have not tried	2017-02-07 14:34	2021-04-02 14:34
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	assigned	Product Version:
Product Build:		Resolution:	open
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	SYMM-based code for dense subspace iteration and for SSA
Description:	Now it uses temporary buffer to unroll matrix.
Steps To Reproduce:
Additional Information:
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646	[ALGLIB] Linear algebra	feature	have not tried	2015-03-13 17:00	2021-04-02 14:34
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	high	OS Version:
Status:	assigned	Product Version:
Product Build:		Resolution:	open
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	Faster XBLAS, faster iterative refinement
Description:	todo
Steps To Reproduce:
Additional Information:
Attached Files:

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684	[ALGLIB] Linear algebra	feature	have not tried	2017-02-07 14:33	2021-04-02 14:29
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	assigned	Product Version:
Product Build:		Resolution:	open
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	Implement RMatrixSYMM/CMatrixHEMM
Description:	todo
Steps To Reproduce:
Additional Information:
Attached Files:

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917	[ALGLIB] Optimization	minor	have not tried	2021-03-22 18:37	2021-03-22 18:37
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	fixed
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	FIXED: better estimate of penalty coefficients for SLP merit function
Description:	Better estimate of penalty coefficients for SLP merit function improves solver convergence.
Steps To Reproduce:
Additional Information:
Attached Files:

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916	[ALGLIB] Optimization	minor	have not tried	2021-03-22 18:34	2021-03-22 18:35
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	fixed
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	FIXED: better detection of trust region stagnation in the SQP optimizer
Description:	Better detection of trust region stagnation in the SQP optimizer.
Steps To Reproduce:
Additional Information:
Attached Files:

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908	[ALGLIB] Solvers	feature	have not tried	2020-11-07 21:51	2020-12-19 17:49
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: sparse symmetric positive definite direct solver
Description:	Implemented linear solver based on supernodal Cholesky with fill-in reducing ordering
Steps To Reproduce:
Additional Information:
Attached Files:

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914	[ALGLIB] Solvers	tweak	have not tried	2020-12-19 17:19	2020-12-19 17:47
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	INCOMPATIBLE: changed signatures and names of some sparse direct solvers
Description:	Names and signatures of some sparse solvers are changed to make API more uniform. First, we removed matrix size from the method signature because sparse matrix structure already stores its size. Second, we changed order of output parameters: instead of "report,x" we now return "x,report" as does the rest of the library. We also changed names of several methods to conform to uniform naming convention used by direct dense solvers. Following functions were changed: * sparsesolvesks(a,n,isupper,b,rep,x) => sparsespdsolvesks(a,isupper,b,x,rep) * sparsecholeskysolvesks(a,n,isupper,b,rep,x) => sparsespdcholeskysolve(a,isupper,b,x,rep) * sparsesolve(a,n,b,x,rep) => sparsesolve(a,b,x,rep) * sparselusolve(a,p,q,n,b,x,rep) => sparselusolve(a,p,q,b,x,rep)
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911	[ALGLIB] Optimization	feature	have not tried	2020-12-07 22:15	2020-12-07 22:15
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: sparse interior point LP solver
Description:	Sparse large-scale interior point (barrier) linear programming solver
Steps To Reproduce:
Additional Information:
Attached Files:

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910	[ALGLIB] General	feature	have not tried	2020-11-28 16:09	2020-11-28 16:09
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: generating random vectors/matrices with normal entries
Description:	Implemented hqrndnormalv() and hqrndnormalm()
Steps To Reproduce:
Additional Information:
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909	[ALGLIB] Optimization	feature	have not tried	2020-11-08 12:51	2020-11-08 12:51
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: sparse interior point QP solver
Description:	Interior point QP engine now supports both dense (medium scale) and sparse (large scale) problems. The latter ones are solved using new supernodal Cholesky decomposition routine with AMD ordering applied to (M+N)*(M+N) quasidefinite KKT system (Vanderbei-style QP).
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907	[ALGLIB] Linear algebra	feature	have not tried	2020-11-07 16:40	2020-11-07 16:40
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: sparse supernodal Cholesky and LDLT factorizations with fill-in reducing ordering (AMD)
Description:	Sparse supernodal factorization (both positive definite Cholesky and indefinite LDLT with diagonal D) is implemented. It supports fill-in reducing ordering (approximate minimum degree).
Steps To Reproduce:
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906	[ALGLIB] Linear algebra	feature	have not tried	2020-11-07 12:46	2020-11-07 12:46
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: optimized sparse matrix transposition
Description:	Improved pattern of memory accesses, no unnecessary dynamically allocated temporaries (all memory allocated during copy+transpose is reused by the target).
Steps To Reproduce:
Additional Information:
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904	[ALGLIB] Linear algebra	feature	have not tried	2020-10-08 12:31	2020-10-08 12:31
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: SparseExists() for quick tests for element existence
Description:	This function checks that element exists in the sparse matrix structure (returns True even for elements that are numerically zero, but still have slot allocated for them)
Steps To Reproduce:
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903	[ALGLIB] Linear algebra	feature	have not tried	2020-10-07 22:04	2020-10-07 22:04
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: symmetric permutation of sparse symmetric matrix
Description:	SparseSymmPermTbl() allows to perform symmetric (two-sided) permutation of symmetric matrix given by its upper or lower triangle.
Steps To Reproduce:
Additional Information:
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902	[ALGLIB] Interpolation	minor	have not tried	2020-08-02 23:05	2020-08-02 23:05
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	fixed
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	FIXED: interior point method for LP/QP was destabilized by huge bounds (like x<1.0E10)
Description:	Fixed. Adaptive algorithm performs early detection of huge and irrelevant bounds, drops them and restarts computation.
Steps To Reproduce:
Additional Information:
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901	[ALGLIB] Optimization	feature	have not tried	2020-08-02 23:00	2020-08-02 23:00
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: improved handling of sparse pivot row in simplex solver
Description:	Improved sparsity support, ~30% improvement on some problems.
Steps To Reproduce:
Additional Information:
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891	[ALGLIB] Optimization	feature	have not tried	2020-01-08 11:30	2020-01-08 11:30
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: stabilized Hessian updates for SQP solver with periodic resets
Description:	1. Stabilized Hessian updates with better guards against degenerate line searches 2. Periodic Hessian resets in order to improve algorithm behavior on highly nonquadratic problems with varying curvature. Behavior on quadratic problems is almost same (a few percents of performance drop).
Steps To Reproduce:
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890	[ALGLIB] Optimization	feature	have not tried	2019-12-30 17:06	2020-01-08 11:28
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: stronger OptGuard integrity checking
Description:	Improved detection of nonsmoothness in nonlinear constraints. More detailed report (reports iteration index in addition to line search log).
Steps To Reproduce:
Additional Information:
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889	[ALGLIB] Optimization	minor	have not tried	2019-12-23 16:48	2019-12-23 16:49
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	fixed
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	FIXED: tolerance thresholds in the infeasibility deteciton code were too strict
Description:	Fixed. Original code sometimes reported infeasibility on feasible problems.
Steps To Reproduce:
Additional Information:
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888	[ALGLIB] Optimization	minor	have not tried	2019-12-23 16:47	2019-12-23 16:47
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	fixed
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	FIXED: suboptimal decision during initial point selection in IPM method
Description:	Original code made suboptimal decision during initial point generation. Sometimes algorithm took too much time to converge.
Steps To Reproduce:
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824	[ALGLIB] Optimization	minor	always	2018-09-04 11:57	2019-12-18 15:54
Reporter:	rmanthorpe	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:	3.14.0
Product Build:		Resolution:	fixed
Projection:	none
ETA:	none
Programming language:	C++
Summary:	FIXED: breaking change in exception handling in user callbacks
Description:	Fixed. Now exceptions generated in user callbacks are forwarded to external code. --------------------------------------------------------------- The example below should print "user error" but instead prints "ALGLIB: exception generated in user callback". This change happened between 3.12 and 3.13. It's now no longer possible to find out what caused optimisation to fail, only that an exception was thrown. test.cpp --------------------------------------------------------------- #include "optimization.h" #include <cstdio> void callback(const alglib::real_1d_array&, alglib::real_1d_array&, void*) {     throw "user error"; } int main() {     alglib::minlmstate state;     alglib::real_1d_array x;     x.setlength(1);     alglib::minlmcreatev(1, x, 1e-5, state);     try     {         alglib::minlmoptimize(state, &callback);     }     catch (const char* e)     {         std::printf(e);     }     catch (alglib::ap_error& e)     {         std::printf(e.msg.c_str());     }     return 0; }
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858	[ALGLIB] Optimization	minor	have not tried	2019-07-01 17:05	2019-12-13 18:18
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	fixed
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: more precise choice of pivot element in LP solver
Description:	Now it uses AlphaR[Q] instead of AlphaQ[R] (ideally, both are same, but in the presence of numerical rounding former is preferable).
Steps To Reproduce:
Additional Information:
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878	[ALGLIB] Optimization	feature	have not tried	2019-12-11 14:11	2019-12-11 14:11
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: SQP nonlinear programming solver
Description:	Implemented SQP nonlinear programming solver
Steps To Reproduce:
Additional Information:
Attached Files:

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877	[ALGLIB] Linear algebra	feature	have not tried	2019-12-10 18:20	2019-12-10 18:20
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: sparsegemv()
Description:	Generalized matrix-vector product y := Alpha*op(S)*x + Beta*y, can be computed for CRS and SKS matrices.
Steps To Reproduce:
Additional Information:
Attached Files:

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875	[ALGLIB] Optimization	feature	have not tried	2019-11-28 13:53	2019-11-28 13:53
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: QP solvers now report Lagrange multipliers
Description:	DENSE-AUL, DENSE-IPM and SPARSE-IPM solvers now report Lagrange multipliers for box and general linear constraints.
Steps To Reproduce:
Additional Information:
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863	[ALGLIB] General	feature	have not tried	2019-10-23 18:11	2019-11-27 13:48
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: trace infrastructure for ALGLIB solvers and algorithms
Description:	Now ALGLIB solvers and algorithms can performed detailed and tunable tracing of their progress, with trace log being saved to file. Presently only MINNLC.SLP and MINQP.IPM (dense and sparse) solvers support tracing, but additional traceable algorithms are expected in next releases.
Steps To Reproduce:
Additional Information:
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873	[ALGLIB] Solvers	feature	have not tried	2019-11-26 20:20	2019-11-26 20:20
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: sparse nonsymmetric real solvers
Description:	Implemented sparsesolve(), nonsymmetric real solver which utilizes sparse LU factorization, and sparselusolve(), which accepts already factorized matrix representation.
Steps To Reproduce:
Additional Information:
Attached Files:

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871	[ALGLIB] Optimization	feature	have not tried	2019-11-24 13:16	2019-11-24 13:16
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	INCOMPATIBLE: changed parameters of minqpsetlcmixed()
Description:	Since version 3.16.0 ALGLIB treats mixed sparse/dense linear constraints as a set of sparse ones followed by dense ones. Specific ordering of constraints is important when we want to tie Lagrange multipliers to them. Previous versions of ALGLIB accepted constraints in reverse order, which was reflected in signature of minqpsetlcmixed() - dense constraints were specified first, followed by sparse ones. Since 3.16.0, old minqpsetlcmixed() was renamed to minqpsetlcmixedlegacy(), and new version of this function accepts constraints in the correct order.
Steps To Reproduce:
Additional Information:
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870	[ALGLIB] Optimization	feature	have not tried	2019-11-24 13:08	2019-11-24 13:08
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: QP optimizer now supports two-sided linear constraints
Description:	Now you can specify constraints of the form AL<=A*x<=AU. Such constraints are handled more efficiently by the modern IPM solver.
Steps To Reproduce:
Additional Information:
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868	[ALGLIB] Optimization	feature	have not tried	2019-11-19 19:26	2019-11-19 19:26
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: dense interior point QP solver
Description:	Implemented dense interior point QP solver for convex and semidefinite QP problems with moderate (up to several thousands) variables count. New algorithm is order of magnitude faster than BLEIC-QP and DENSE-AUL-QL solvers on general QP problems (although some special cases are still better handled by BLEIC/DENSE-AUL).
Steps To Reproduce:
Additional Information:
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867	[ALGLIB] Spec.functions	feature	have not tried	2019-11-19 13:20	2019-11-19 13:20
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: bivariate normal CDF and PDF
Description:	Implemented probability density function and cumulative distribution function for bivariate normals.
Steps To Reproduce:
Additional Information:
Attached Files:

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862	[ALGLIB] Optimization	feature	have not tried	2019-09-03 17:29	2019-10-23 18:12
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: improved SLP solver
Description:	Improved stability of the SLP solver, at the cost of some decrease in running time. Now solver is less prone to stalling in bad points (more exhaustive search for good conjugate directions is performed).
Steps To Reproduce:
Additional Information:
Attached Files:

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737	[ALGLIB] Interpolation	feature	have not tried	2017-10-16 19:07	2019-09-03 16:19
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: fast fitting by penalized cubic spline
Description:	Implemented fast fitting by penalized cubic spline. New function, spline1dfit(), replaces obsolete spline1dfitpenalized(). It has O(N*logN) running time and O(N) memory requirements, which is much faster than previous O(N^3) time / O(N^2) space.
Steps To Reproduce:
Additional Information:
Attached Files:

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861	[ALGLIB] Data analysis	feature	have not tried	2019-08-20 16:04	2019-08-20 16:04
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: variable importance for random forests
Description:	Implemented three variable importance algorithms: * MDI (mean decrease in impurity) * OOB-MDI, an out-of-bag version of MDI * MDA (mean decrease in accuracy), also known as permutation importance
Steps To Reproduce:
Additional Information:
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484	[ALGLIB] Data analysis	feature	have not tried	2012-08-12 17:43	2019-08-20 16:02
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	assigned	Product Version:
Product Build:		Resolution:	open
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	Decision forest improvements
Description:	* features are replaced by their ranks before learning (faster and easier training) * ability to merge forests * other forest construction algos: boosting
Steps To Reproduce:
Additional Information:
Attached Files:

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860	[ALGLIB] Data analysis	feature	have not tried	2019-07-29 13:35	2019-07-29 13:35
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: compressed storage format for random forests (3.7x-5.7x memory usage reduction)
Description:	New compressed storage format for random forests allows to achieve 3.7x-5.7x reduction in RAM usage due to several binary compression techniques being applied. The only downsides of the approach are (a) slight reduction in model accuracy due to rounding to 24-bit floating point format, and (b) ~1.5x reduction in the inference speed.
Steps To Reproduce:
Additional Information:
Attached Files:

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855	[ALGLIB] Data analysis	feature	have not tried	2019-02-21 16:09	2019-02-21 16:09
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: added dfprocess0() and dfclassify() convenience wrappers
Description:	Added convenience wrappers around dfprocess() inference function. Former is intended for regression and binary classification problems (function result is a scalar instead of vector), latter is intended for multiclass problems (function returns most probable class index).
Steps To Reproduce:
Additional Information:
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854	[ALGLIB] Data analysis	feature	have not tried	2019-02-19 17:31	2019-02-19 17:31
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	assigned	Product Version:
Product Build:		Resolution:	open
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	regression forests with multiple dependend vars
Description:	todo
Steps To Reproduce:
Additional Information:
Attached Files:

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851	[ALGLIB] Data analysis	feature	have not tried	2018-12-27 18:44	2019-02-19 16:38
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: k-nn classification/regression
Description:	k-nn classification/regression using ALGLIB implementation of kd-trees
Steps To Reproduce:
Additional Information:
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853	[ALGLIB] Data analysis	feature	have not tried	2019-02-18 12:58	2019-02-18 12:58
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	assigned	Product Version:
Product Build:		Resolution:	open
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	nca and lmnn improvements to knn classifier
Description:	* neighborhood component analysis * large margin nearest neighbors
Steps To Reproduce:
Additional Information:
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852	[ALGLIB] Optimization	feature	have not tried	2019-01-31 21:39	2019-01-31 21:39
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: revised dual simplex method
Description:	Implemented: large-scale sparse dual simplex method, with DSE pricing, long dual step (aka bounds flipping ratio test) and Forest-Tomlin updates.
Steps To Reproduce:
Additional Information:
Attached Files:

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825	[ALGLIB] Linear algebra	feature	have not tried	2018-09-10 13:00	2019-01-16 19:38
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: sparse LU factorization with complete (row/col) and partial (row) pivoting
Description:	Implemented sparse LU factorization with partial (row) pivoting for stability, and complete pivoting for combined stability and sparsity.
Steps To Reproduce:
Additional Information:
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838	[ALGLIB] Optimization	feature	have not tried	2018-11-09 15:19	2018-12-27 18:12
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: MinNLC optimizer now reports violation of constraints
Description:	Maximum violation of box, linear and nonlinear constraints (separately for each constraint type) is reported as well as index of the most violated constraint.
Steps To Reproduce:
Additional Information:
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822	[ALGLIB] Optimization	minor	have not tried	2018-08-20 17:49	2018-12-27 18:12
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	fixed
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	FIXED: gradient checking functionality in nonlinear optimizers does not handle scaling properly
Description:	=== ORIGINAL REPORT BY USER === Problem: When I run minlbfgssetgradientcheck(state, 1e-4) to verify that the numerical gradient is accurate enough, I only get a good result when the scale is set to 1 for each variable. If I first set the scale the way I think is desirable using minlbfgssetscale(state, s), I always get the -7 status. My hypothesis is that the gradient check does not take the scale into account properly. More specifically, I think that the line       if( !derivativecheck(state->fm1, state->fp1, state->fm2, state->fp2, state->f, state->g.ptr.p_double[i], 2*state->teststep, _state) )   should be:       if( !derivativecheck(state->fm1, state->fp1, state->fm2, state->fp2, state->f, state->g.ptr.p_double[i], 2*state->teststep * state->s.ptr.p_double[i], _state) )   to take the scaling properly into account. === SOLUTION === Switched everything to new OptGuard API which has this error fixed.
Steps To Reproduce:
Additional Information:
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810	[ALGLIB] Optimization	feature	have not tried	2018-04-10 18:00	2018-12-27 12:23
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: SLP solver now is default option in MinNLC
Description:	MinNLC optimizer now uses SLP solver by default as the most robust one (although slower than AUL).
Steps To Reproduce:
Additional Information:
Attached Files:

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841	[ALGLIB] Optimization	feature	have not tried	2018-11-17 23:04	2018-12-26 18:16
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: termination requests for MinNLC
Description:	Now MinNLC subpackage supports requests for immediate termination of the optimizer just as the rest of the Optimization package.
Steps To Reproduce:
Additional Information:
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850	[ALGLIB] Optimization	feature	have not tried	2018-12-26 16:27	2018-12-26 16:27
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	fixed
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	FIXED: improved stability of the gradient checking code
Description:	Better handling of numerical noise, lesser probability of the false positives for bad analytic gradient.
Steps To Reproduce:
Additional Information:
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849	[ALGLIB] Interpolation	feature	have not tried	2018-12-26 15:53	2018-12-26 15:53
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	assigned	Product Version:
Product Build:		Resolution:	open
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	gridcalc2/gridcalc3 for IDW
Description:	todo
Steps To Reproduce:
Additional Information:
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834	[ALGLIB] Interpolation	minor	have not tried	2018-11-01 20:31	2018-12-26 14:10
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	fixed
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	FIXED: logisticfit4 not giving expected results
Description:	4PL/5PL logistic fitting functions failed to achieve best results on some skewed datasets due to excessive regularization applied during fitting. Fixed. See http://forum.alglib.net/viewtopic.php?f=2&t=3871 for discussion and more info.
Steps To Reproduce:
Additional Information:
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837	[ALGLIB] Interpolation	feature	have not tried	2018-11-07 16:53	2018-12-26 13:30
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: multilayer inverse distance weighting
Description:	Fast interpolation algorithm with O(N*logN) model construction phase. Builds multilayer IDW model which overcomes limitations of the traditional Shepard's method.
Steps To Reproduce:
Additional Information:
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842	[ALGLIB] Optimization	feature	have not tried	2018-11-18 13:29	2018-12-24 17:01
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: new OptGuard API for all optimizers (LBFGS, CG, BC, BLEIC, LM, NLC)
Description:	New OptGuard API allows ALGLIB users to catch common coding and problem statement errors like: * bad analytic gradient (usually: result of the coding errors) * nonsmooth target function (usually: result of the problem statement errors) * discontinuous target function (usually: result of the problem statement errors) Similar API is provided for all ALGLIB optimizers. Upon discovering bad analytic gradient OptGuard integrity checker returns both user-provided (bad) gradient/Jacobian and its reference value obtained via numerical differentiation. Upon discovering nonsmooth target both short report and detailed line search logs are returned.
Steps To Reproduce:
Additional Information:
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847	[ALGLIB] Optimization	feature	have not tried	2018-12-20 15:57	2018-12-20 15:57
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	assigned	Product Version:
Product Build:		Resolution:	open
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	nonsmooth optimizers: bundle methods, proximal bundle methods
Description:	convex/nonconvex
Steps To Reproduce:
Additional Information:
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840	[ALGLIB] Interpolation	feature	have not tried	2018-11-17 19:40	2018-11-17 19:40
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: HRBF models now supports progress reports and termination requests
Description:	Hierarchical RBFs (HRBFs) model construction now supports two important features: * progress reports - you can peek into current progress from some other thread with rbfpeekprogress() function * termination requests - you can smoothly terminate RBF model construction from some other thread with rbfrequesttermination() function
Steps To Reproduce:
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839	[ALGLIB] Solvers	feature	have not tried	2018-11-16 18:19	2018-11-16 18:20
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: LSQR solver now supports progress reports and requests for termination
Description:	New asynchronous functionality: * ability to peek into LSQR solver progress (get current iterations count) * ability to submit request for immediate termination of the running solver
Steps To Reproduce:
Additional Information:
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ID:	Category:	Severity:	Reproducibility:	Date Submitted:	Last Update:
835	[ALGLIB] General	feature	have not tried	2018-11-02 16:40	2018-11-02 16:40
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: kd-trees now support unordered distance-based queries
Description:	Unordered distance-based queries (all neighbors within user-specified distance) are faster than standard ones which sort points by their distance. Specific speed-up is about 10% for small queries (a few points are returned) but can be higher for larger queries.
Steps To Reproduce:
Additional Information:
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833	[ALGLIB] General	feature	have not tried	2018-11-01 14:01	2018-11-01 14:01
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: better optimized C/C++ implementation of kd-trees
Description:	Optimized floating-point comparisons in kd-tree code and tagged heap code, results in significant increase in performance of the tree construction (25-50% reduction in build time) and queries (10% for 1-NN queries, larger gains for larger queries).
Steps To Reproduce:
Additional Information:
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823	[ALGLIB] Linear algebra	feature	have not tried	2018-08-29 15:02	2018-11-01 13:52
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: faster sparsetrsv()
Description:	New version of sparse TRSV (triangular solve) performs overflow checks only once per call - at the end of the function. On highly sparse matrices it results in the significant difference in performance.
Steps To Reproduce:
Additional Information:
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821	[ALGLIB] Linear algebra	feature	have not tried	2018-07-23 13:30	2018-07-23 13:30
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: copying with transposition of sparse CRS matrices
Description:	In addition to in-place transposition of sparse CRS matrices it is now possible to perform copy with transposition.
Steps To Reproduce:
Additional Information:
Attached Files:

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820	[ALGLIB] Data analysis	feature	have not tried	2018-05-31 16:14	2018-05-31 16:14
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: improved random forests construction algorithm
Description:	ALGLIB 3.14 introduces new random forests interface (fully compatible with previous releases) and better construction algorithms. Following improvements were achieved over previous version of the algorithm: * 2x...10x faster forest training * significantly improved inference speed * orders of magnitude smaller trees due to early leaf creation * slightly lower classification errors due to deeper split scans
Steps To Reproduce:
Additional Information:
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819	[ALGLIB] Linear algebra	feature	have not tried	2018-05-17 14:34	2018-05-17 14:34
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: sparsemv() and sparsemtv() now can use Intel MKL
Description:	Implemented.
Steps To Reproduce:
Additional Information:
Attached Files:

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818	[ALGLIB] Data analysis	feature	have not tried	2018-05-17 14:21	2018-05-17 14:21
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	assigned	Product Version:
Product Build:		Resolution:	open
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	sparse GEMM usage in sparse PCA
Description:	todo
Steps To Reproduce:
Additional Information:
Attached Files:

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817	[ALGLIB] Data analysis	feature	have not tried	2018-05-16 17:55	2018-05-17 13:02
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: sparse truncated PCA
Description:	Truncated PCA (a few top values are extracted) for sparse datasets.
Steps To Reproduce:
Additional Information:
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727	[ALGLIB] Data analysis	feature	have not tried	2017-09-25 18:15	2018-05-16 16:46
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	assigned	Product Version:
Product Build:		Resolution:	open
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	Gradient boosting trees
Description:	todo * http://fastml.com/what-is-better-gradient-boosted-trees-or-random-forest/ * An Empirical Comparison of Supervised Learning Algorithms Using Different Performance Metrics (2005) by Rich Caruana , Alexandru Niculescu-Mizil * An empirical evaluation of supervised learning in high dimensions (2008) by Rich Caruana , Nikos Karampatziakis , Ainur Yessenalina * Obtaining Calibrated Probabilities from Boosting, Alexandru Niculescu-Mizil, Rich Caruana
Steps To Reproduce:
Additional Information:
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816	[ALGLIB] Data analysis	feature	have not tried	2018-05-14 19:03	2018-05-14 19:03
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	assigned	Product Version:
Product Build:		Resolution:	open
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	kernel PCA
Description:	todo
Steps To Reproduce:
Additional Information:
Attached Files:

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776	[ALGLIB] General	minor	have not tried	2017-12-24 13:19	2018-05-08 12:33
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	fixed
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	FIXED: memory leak in the heavily threaded code utilizing Intel MKL
Description:	=== Problem description === Intel MKL in its default configuration allocates thread-local buffer storage which is used to accelerate computations (create aligned copies of data). The problem is that this buffer is not deallocated after exit from MKL - just for the case same thread will call MKL one more time. When application spawns many threads, it results in creation of multiple thread-local buffers; when many threads are spawned constantly (as it happens with some threading frameworks, including NET Task Parallel Library) it results in steadily growing memory consumption. To be exact, memory is not actually lost - it can be freed with just one call of mkl_free_buffers(). However, such behavior is still undesirable. === Solution == A watchdog thread starts on MKL startup which performs periodic (once in a few seconds) cleanup of unused buffers.
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Additional Information:
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696	[ALGLIB] Interpolation	feature	have not tried	2017-04-29 19:13	2018-05-07 17:34
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: fitting least squares circle/sphere to NX-dimensional data
Description:	New circle/sphere fitting function, fitspherels(), which fits sphere minimizing sum of squared distances.
Steps To Reproduce:
Additional Information:
Attached Files:

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813	[ALGLIB] Optimization	minor	always	2018-04-24 11:06	2018-04-27 16:06
Reporter:	rmanthorpe	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:	3.13.0
Product Build:		Resolution:	fixed
Projection:	none
ETA:	none
Programming language:	C++
Summary:	FIXED: minlmoptimize enters an infinite loop when fvec throws an exception on Windows x64
Description:	In recent versions of MSVC setjmp/longjmp used by ALGLIB internally interferes with throw/catch also used by ALGLIB to catch user exceptions. MSVC does not support longjmp() out of catch() clause (even though jump itself seems to be legitimate). Code starts looping forever. New version of ALGLIB exception handling code better separates these two strategies, so no eternal loop takes place. === ORIGINAL MESSAGE =================================================== The example below should exit with status 1 but never completes on Windows x64 using Visual Studio 2015 Update 3. It works as expected on Windows x86 and Linux. test.cpp --------------------------------------------------------------- #include "optimization.h" void callback(const alglib::real_1d_array&, alglib::real_1d_array&, void*) {     throw 0; } int main() {     alglib::minlmstate state;     alglib::real_1d_array x;     x.setlength(1);     alglib::minlmcreatev(1, x, 1e-5, state);     try     {         alglib::minlmoptimize(state, &callback);     }     catch(...)     {         return 1;     }     return 0; }
Steps To Reproduce:
Additional Information:
Attached Files:

Notes
(0000072) SergeyB    2018-04-26 15:51	OK, confirmed issue, started to debug
(0000073) SergeyB    2018-04-26 18:06	It turned out to be easy - in recent versions of MSVC setjmp/longjmp used by ALGLIB internally interferes with throw/catch also used by ALGLIB to catch user exceptions. Will be fixed in the upcoming 3.14.0. Thank you for the report!

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812	[ALGLIB] General	feature	have not tried	2018-04-19 18:51	2018-04-26 17:56
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: support for IDisposable interface and using semantics by ALGLIB for C#
Description:	All objects in ALGLIB for C# now implement IDisposable interface. In managed edition Dispose() call does nothing, in HPC edition (native core) it performs immediate deallocation of unmanaged memory allocated by ALGLIB.
Steps To Reproduce:
Additional Information:
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800	[ALGLIB] General	feature	have not tried	2018-03-06 13:34	2018-04-26 14:24
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	INCOMPATIBLE: new approach to multithreading
Description:	ALGLIB 3.13.0 and earlier versions used single-threaded code by default. Multithreaded processing had to be activated manually by calling "smp_" versions of ALGLIB functions, with default option to utilize all cores except for one. Since ALGLIB 3.14.0, there is no "smp_"-prefixed versions of its functions. By default library uses serial processing, but you can indicate that you want to perform parallel execution either by enabling parallelism at global level with setglobalthreading() function/method, or by enabling it at call-local level by passing alglib::parallel with other function parameters. By default library tries to utilize all cores (when parallel processing is activated). You can change number of worker threads with setnworkers() function/method.
Steps To Reproduce:
Additional Information:
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806	[ALGLIB] Interpolation	minor	have not tried	2018-03-30 16:06	2018-04-06 13:08
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	fixed
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	FIXED: LSFit solver sometimes returns incorrect error estimates (HPC edition of ALGLIB for C#)
Description:	LSFit solver performs actions which violate reverse communication protocol (reallocates one of the communication fields during optimization process). Although solution itself is detected/returned correctly, corrupt error estimates can be returned as result. This issue is relevant only for HPC edition of ALGLIB for C# (commercially licensed managed wrapper around native computational core). Managed edition and C++ edition can tolerate protocol violation.
Steps To Reproduce:
Additional Information:
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809	[ALGLIB] Optimization	feature	have not tried	2018-04-03 18:26	2018-04-03 18:26
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: new nonlinear programming solver - SLP
Description:	New nonlinearly constrained optimizer: SLP (Successive Linear Programming) solver with second order convergence properties. Supports (non)convex problems with a mix of box, linear and nonlinear constraints.
Steps To Reproduce:
Additional Information:
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807	[ALGLIB] Optimization	feature	have not tried	2018-04-03 17:04	2018-04-03 17:04
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: improved tolerance to rounding noise in BLEIC optimizer
Description:	Improved iteration code more robust against numerical noise in BLEIC and QP-BLEIC optimizers.
Steps To Reproduce:
Additional Information:
Attached Files:

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781	[ALGLIB] General	minor	have not tried	2018-01-08 12:09	2018-04-03 14:01
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	fixed
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	FIXED: added #include ctype.h in ap.cpp
Description:	Some old compilers complain about tolower() function not present in default includes. Fixed.
Steps To Reproduce:
Additional Information:
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783	[ALGLIB] General	minor	have not tried	2018-01-15 18:15	2018-04-03 13:56
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	fixed
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	FIXED: removed dependency on InterlockedCompareExchange64 (not present on 32-bit Windows XP systems)
Description:	Done
Steps To Reproduce:
Additional Information:
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801	[ALGLIB] General	major	have not tried	2018-03-08 21:50	2018-03-08 21:51
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	fixed
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	FIXED: bug in minbleicsetlc() and related functions
Description:	BUG: subsequent call of minbleicsetlc() with non-zero constraint count, and later with zero constraint count, does not correctly reset constraints (some internal structures retain constraint information).
Steps To Reproduce:
Additional Information:
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797	[ALGLIB] Interpolation	feature	have not tried	2018-02-28 19:03	2018-02-28 19:04
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: ~2x faster bicubic spline evaluation/differentiation
Description:	Spline evaluation code was heavily optimized, now it is much more efficient.
Steps To Reproduce:
Additional Information:
Attached Files:

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796	[ALGLIB] Interpolation	feature	have not tried	2018-02-28 19:02	2018-02-28 19:02
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: serialization of 2D splines (bilinear/bicubic)
Description:	Now it is possible to serialize/unserialize 2D spline.
Steps To Reproduce:
Additional Information:
Attached Files:

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795	[ALGLIB] Interpolation	feature	have not tried	2018-02-28 19:01	2018-02-28 19:01
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: fitting irregular data by penalized bicubic spline
Description:	Implemented two fitting algorithms: * BlockLLS, efficient direct sparse solver which supports nonlinearity penalty and works on grids with up to 512x512 nodes. * FastDDM, large-scale solver intended for problems with huge amounts of points (supports grids with up to 10000x10000 nodes) Both solvers support parallelism, although only FastDDM shows nearly-linear scaling.
Steps To Reproduce:
Additional Information:
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793	[ALGLIB] Linear algebra	feature	have not tried	2018-01-30 14:30	2018-01-30 14:30
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: transpose functionality for CRS matrices
Description:	sparsetransposecrs() function allows to perform transposition of the sparse matrix stored in CRS format.
Steps To Reproduce:
Additional Information:
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ID:	Category:	Severity:	Reproducibility:	Date Submitted:	Last Update:
643	[ALGLIB] Data analysis	feature	have not tried	2015-01-22 16:01	2018-01-25 18:07
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: faster k-means clusterization (blocked, parallel)
Description:	New incarnation of k-means is much faster than previous version due to several improvements: * initialization algorithm was remastered - we can choose between random initialization, k-means++ (high-quality but slower and non-parallelizable), and "fast-greedy" algorithm which gives reasonably good results while being cache-efficient and parallelizable. * main k-means iteration is now blocked and parallelized, which significantly improves performance on large-scale datasets
Steps To Reproduce:
Additional Information:
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400	[ALGLIB] AlgoPascal	minor	have not tried	2011-06-24 10:39	2018-01-03 08:47
Reporter:	armin	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	assigned	Product Version:	3.3.0
Product Build:		Resolution:	open
Projection:	none
ETA:	none
Programming language:	C++
Summary:	Compiler warning in ap.h
Description:	Using gcc version 4.4.3 (Ubuntu 4.4.3-4ubuntu5), I get the following warning: ap.h:719: warning: type qualifiers ignored on function return type ap.h:720: warning: type qualifiers ignored on function return type These are the two lines: const bool operator==(const alglib::complex& lhs, const alglib::complex& rhs); const bool operator!=(const alglib::complex& lhs, const alglib::complex& rhs); I guess the const flag can be savely removed for bool return values.
Steps To Reproduce:
Additional Information:
Attached Files:

Notes
(0000070) zaytsev    2018-01-03 08:47	It doesn't have anything to do with booleans per se, but rather with non-class (POD) rvalues: https://stackoverflow.com/questions/1607188/why-is-a-type-qualifier-on-a-return-type-meaningless But yes, the bottom line is that the const qualifier can be safely removed in this situation.

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496	[ALGLIB] Solvers	feature	have not tried	2012-11-16 10:51	2018-01-02 17:23
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	assigned	Product Version:
Product Build:		Resolution:	open
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	Flexible preconditioned conjugate gradient
Description:	http://en.wikipedia.org/wiki/Conjugate_gradient_method#The_flexible_preconditioned_conjugate_gradient_method Easy addition, seems to be useful.
Steps To Reproduce:
Additional Information:
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429	[ALGLIB] Optimization	feature	have not tried	2012-01-17 10:41	2018-01-02 17:23
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	assigned	Product Version:
Product Build:		Resolution:	open
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	Acceleration support for LM optimizer
Description:	Return it back, now using BLEIC optimizer for inner preconditioned iterations. This feature requires remastering of the BLEIC/CG optimizers - CG must support equality constrained preconditioning (i.e. preconditioner which respects equality constraints).
Steps To Reproduce:
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428	[ALGLIB] General	feature	have not tried	2012-01-16 13:00	2018-01-02 17:23
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	assigned	Product Version:
Product Build:		Resolution:	open
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	Better support for lambda functions
Description:	C++ and C# versions of ALGLIB must be able to accept lambda functions as their parameters. As for C++, we may need to accept std::function. Doctests may need modification...
Steps To Reproduce:
Additional Information:
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426	[ALGLIB] General	feature	have not tried	2012-01-16 12:57	2018-01-02 17:23
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	assigned	Product Version:
Product Build:		Resolution:	open
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	Automatic differentiation in NLEQ solver
Description:	Like it was implemented in L-BFGS and others.
Steps To Reproduce:
Additional Information:
Attached Files:

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417	[ALGLIB] Linear algebra	feature	have not tried	2011-12-12 11:12	2018-01-02 17:23
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	assigned	Product Version:
Product Build:		Resolution:	open
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	LinLSQR - reorthogonalization
Description:	Partial reorthogonalization. RBF algorithm must use reorthogonalized version of LSQR.
Steps To Reproduce:
Additional Information:
Attached Files:

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519	[ALGLIB] Spec.functions	major	always	2013-04-23 17:24	2018-01-02 17:23
Reporter:	zaytsev	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	assigned	Product Version:	3.7.0
Product Build:		Resolution:	open
Projection:	none
ETA:	none
Programming language:	All
Summary:	Exponential integral Ei(x) returns 0 for x <= 0
Description:	The Ei(x) in ALGLIB returns 0 for all x <= 0 . This is not documented on the website: http://www.alglib.net/specialfunctions/exponentialintegrals.php In the source code, however, it says "Not defined for x <= 0", which, of course, explains this behavior, but doesn't really help. Anyways, the function Ei(x) is defined on all real axis [1] and I see no reason why you would silently return 0 for x <= 0, while many other special function packages allow one to compute Ei(x) for negative arguments. I need fast and accurate routines to compute the exponential integrals and would highly appreciate if you could address this problem. Thanks! [1]: http://mathworld.wolfram.com/ExponentialIntegral.html
Steps To Reproduce:
Additional Information:	I'm looking specifically at the C/C++ version of ALGLIB, but it shouldn't really matter.
Attached Files:

Notes
(0000062) SergeyB    2013-04-23 22:04	According to Wiki [2], "definition above can be used for positive values of x, but the integral has to be understood in terms of the Cauchy principal value due to the singularity of the integrand at zero. For complex values of the argument, the definition becomes ambiguous due to branch points at 0 and .[1] In general, a branch cut is taken on the negative real axis". So values at negative axis are not well-defined because of branch cut. [2] http://en.wikipedia.org/wiki/Exponential_integral
(0000063) zaytsev    2013-04-23 23:38	Hi Sergey, The discussion about the ambiguity that you quoted above relates to the function of the complex argument (it starts with "For complex values of the argument..."), however, we are talking about a real-valued function of a real argument here. Just have a look at the integral, it's well-defined for x < 0, however, at 0 the divergence happens and then, in order to use the same definition for x >= 0, you have to consider it as a VP. Right now, I've switched to Boost [3], and I'm totally delighted about the accuracy and speed (4x faster then SPECFUN, didn't measure against CEPHES, because I need negative values). However, Boost is a couple of hundreds of megabytes of source code, which sounds a bit too much if you only want one function out of it :-) [3]: http://www.boost.org/doc/libs/1_53_0/libs/math/doc/sf_and_dist/html/math_toolkit/special/expint/expint_i.html Z.

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526	[ALGLIB] Linear algebra	minor	have not tried	2013-06-23 14:35	2018-01-02 17:23
Reporter:	zerop	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	assigned	Product Version:
Product Build:		Resolution:	open
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	inaccurate q
Description:	is it my computer problem? i use a = [1,2,3;4,5,6;7,8,9;10,11,12]; compare matlab result and F# result some values are different
Steps To Reproduce:
Additional Information:
Attached Files:

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473	[ALGLIB] Data analysis	feature	have not tried	2012-07-15 13:28	2018-01-02 17:23
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	assigned	Product Version:
Product Build:		Resolution:	open
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	RNN CLINK/SLINK algorithm
Description:	Sources: * http://www.cs.ucf.edu/csdept/faculty/lang/pubs/spie99.pdf * http://en.wikipedia.org/wiki/Nearest-neighbor_chain_algorithm Interface: * supports CLINK, SLINK * called with ClusterizerRunLargeScaleCLINK() or ClusterizerRunLargeScaleSLINK() * compare performance against matrix-based O(N^2)-space algorithm
Steps To Reproduce:
Additional Information:
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573	[ALGLIB] Spec.functions	major	always	2013-10-21 15:33	2018-01-02 17:22
Reporter:	higuerap	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	assigned	Product Version:
Product Build:		Resolution:	open
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	Wrong result for Jacobian elliptic function 'Dn'
Description:	Going for: alglib::jacobianellipticfunctions(u, m, sn, cn, dn, ph); with: u = -13.3077 and m = 0.9162 yields: sn alglib -1 cn alglib 3.06162e-16 dn alglib 0.147015 Sn and Cn are correct, while Dn, which should be sqrt(1-m*sn*sn) is 0.147015 instead of the expected 0.289482
Steps To Reproduce:
Additional Information:
Attached Files:

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636	[ALGLIB] Linear algebra	feature	have not tried	2014-12-08 16:03	2018-01-02 17:22
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	assigned	Product Version:
Product Build:		Resolution:	open
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	decide on nvBLAS
Description:	todo - easy linking and distribution.
Steps To Reproduce:
Additional Information:
Attached Files:

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599	[ALGLIB] Optimization	feature	have not tried	2014-02-24 22:06	2018-01-02 17:22
Reporter:	nlagerr	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	assigned	Product Version:	3.8.1
Product Build:		Resolution:	open
Projection:	none
ETA:	none
Programming language:	C#
Summary:	sactivesets.sasrebuildbasis could be optimized for sparse constraint matrices
Description:	We are using the Alglib QP solver and were experiencing some performance issues. I profiled the application and it turns out most time was spent in the code that reorthogonalizes the constraint matrices. The documentation already points out the algorithm does not scale well in the number of constraints. For our particular QP, the constraint matrices are very sparse. I managed to get significant performance improvements by rewriting sasrebuildbasis to exploit this fact. I implemented a vector that: - Inserts elements in O(1) - Removes elements in O(1) - Computes the dot product in O(nr-non-zeros) This data structure does use more memory than normal matrices to achieve these characteristics. If you are interested in implementing the above functionality and would like to have a reference implementation in C#, please contact me via email.
Steps To Reproduce:
Additional Information:
Attached Files:

Notes
(0000067) nlagerr    2014-06-02 17:37	I am wondering, did my feature request give rise to 0000607? I think you are right that we ought to be using BLEIC-QP instead of Cholesky-QP. As soon as I have time I will experiment with it. But I was under the impression both solvers needed to run sasrebuildbasis, am I right?

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597	[ALGLIB] Linear algebra	feature	have not tried	2014-02-24 14:39	2018-01-02 17:22
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	assigned	Product Version:
Product Build:		Resolution:	open
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	Root polishing for polynomial solver
Description:	todo
Steps To Reproduce:
Additional Information:
Attached Files:

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544	[ALGLIB] Data analysis	feature	have not tried	2013-07-29 17:20	2018-01-02 17:22
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	assigned	Product Version:
Product Build:		Resolution:	open
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	Statistics - correct handling of degenerate cases
Description:	* RMatrixSolveLS for NRows=2 and NCols=100.000 (we need RMatrixSolveLSCompact) * PCA for NPoints=10 and NVars=100.000 * LDA for NPoints=10 and NVars=100.000
Steps To Reproduce:
Additional Information:
Attached Files:

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543	[ALGLIB] Data analysis	feature	have not tried	2013-07-29 10:29	2018-01-02 17:22
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	assigned	Product Version:
Product Build:		Resolution:	open
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	Statistics: ANOVA and others
Description:	Targets for one of the next releases. Models: * ANOVA * Generalized linear model * Logit (mixed) * Probit multinomial, ordered) * Multilevel models * Fixed effects, random effects, mixed effects * Least squares - partial, total, generalized, weighted, iteratively reweighted, LASSO
Steps To Reproduce:
Additional Information:
Attached Files:

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509	[ALGLIB] Linear algebra	feature	have not tried	2013-04-04 14:52	2018-01-02 17:22
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	assigned	Product Version:
Product Build:		Resolution:	open
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	Efficient TRSM and SYRK basecase code
Description:	todo
Steps To Reproduce:
Additional Information:
Attached Files:

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482	[ALGLIB] Data analysis	feature	have not tried	2012-08-03 19:23	2018-01-02 17:22
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	assigned	Product Version:
Product Build:		Resolution:	open
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	PMML output
Description:	generate models in PMML format
Steps To Reproduce:
Additional Information:
Attached Files:

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479	[ALGLIB] General	feature	have not tried	2012-07-26 13:44	2018-01-02 17:22
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	assigned	Product Version:
Product Build:		Resolution:	open
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	KD-trees - improvements
Description:	High priority: * ability to modify kd-tree (add points, remove points... we may need ability to create composite leafs in the tree) Low priority: * approximate search in high-dimensional space, FLANN, see attachment
Steps To Reproduce:
Additional Information:
Attached Files:	flann.pdf (380 KB) 2012-08-01 10:06

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475	[ALGLIB] Data analysis	feature	have not tried	2012-07-16 15:41	2018-01-02 17:22
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	assigned	Product Version:
Product Build:		Resolution:	open
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	Support vector machines
Description:	todo
Steps To Reproduce:
Additional Information:
Attached Files:

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472	[ALGLIB] Data analysis	feature	have not tried	2012-07-12 19:10	2018-01-02 17:22
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	assigned	Product Version:
Product Build:		Resolution:	open
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	Cluster analysis improvements
Description:	SSE-based distance matrix calculation for L1 and L-inf norms. Sparse input matrices RNN algorithm and other improvements: * http://www.daimi.au.dk/~zxr/papers/quadtreeUPGMA.pdf * http://thames.cs.rhul.ac.uk/~fionn/old-articles/complexities/ Divisive clustering (can be easily parallelized). Better k-means: * smart iteration: http://www.siam.org/proceedings/datamining/2010/dm10_012_hamerlyg.pdf Penalized k-means and penalized-weighted kmeans? * George C. Tseng, articles Different clustering techniques from http://en.wikipedia.org/wiki/Cluster_analysis : * EM and Gaussian * DBSCAN and OPTICS * hard vs. soft * other exotic varietes * coefficients Different cluster validation coefficients: http://scikit-learn.org/stable/modules/clustering.html http://www.cs.kent.edu/~jin/DM08/ClusterValidation.pdf http://web.itu.edu.tr/sgunduz/courses/verimaden/paper/validity_survey.pdf
Steps To Reproduce:
Additional Information:
Attached Files:

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448	[ALGLIB] Statistics	feature	have not tried	2012-02-10 11:51	2018-01-02 17:22
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	assigned	Product Version:
Product Build:		Resolution:	open
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	Sample covariation improvements
Description:	1. N and N-1 forms of the finite sample covariation (correlation is not needed). We can add one more parameter with default value (to have backward compatibility). 2. POSSIBLE: shrinkage estimation, see http://en.wikipedia.org/wiki/Estimation_of_covariance_matrices#Shrinkage_estimation and http://cran.r-project.org/web/packages/corpcor/index.html
Steps To Reproduce:
Additional Information:
Attached Files:

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442	[ALGLIB] Linear algebra	feature	have not tried	2012-01-29 13:54	2018-01-02 17:22
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	assigned	Product Version:
Product Build:		Resolution:	open
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	Efficiently handle zero elements during triangular/orthogonal factorization
Description:	Dense Level 2 LU/QR/... performance on sparse matrices stored in the dense form can be significantly improved. The idea is to skip rows of rank-1 updates which have zero coefficients. It can be done with just one "if", its cost is insignificant, and it can have major performance consequences on some types of the matrices.
Steps To Reproduce:
Additional Information:
Attached Files:

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437	[ALGLIB] Optimization	feature	have not tried	2012-01-17 15:09	2018-01-02 17:22
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	assigned	Product Version:
Product Build:		Resolution:	open
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	Feasibility solver
Description:	Solver which finds feasible point subject to boundary and linear constraints: * two forms - canonical (A*x=b) and general BLEIC constraints * may be, solver for a problem with general (nonlinear) constraints * scaling of the inputs and constraint matrix - we must rescale problem in order to have good convergence * use LQ or bidiagonalization instead of SVD. Or, maybe, orthogonalization for rows of the matrix... * use algorithm similar to one used by MinQP. Not sure that we should use MinQP internally, because MinQP may need same feasibility detection code. Maybe we should separate internal QP solver from MinQP subpackage, and call this solver from feasibility solver AND from MinQP * efficient hot starts
Steps To Reproduce:
Additional Information:
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424	[ALGLIB] Linear algebra	feature	have not tried	2012-01-16 12:37	2018-01-02 17:22
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	assigned	Product Version:
Product Build:		Resolution:	open
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	Sparse GMRES for least squares
Description:	GMRES for sparse linear least squares, like described in www.nii.ac.jp/TechReports/07-009E.pdf and www.nii.ac.jp/TechReports/04-006E.pdf
Steps To Reproduce:
Additional Information:
Attached Files:

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641	[ALGLIB] General	feature	have not tried	2014-12-17 12:50	2018-01-02 17:19
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	assigned	Product Version:
Product Build:		Resolution:	open
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	Generation of discrete numbers with required probabilities
Description:	todo hqrnd
Steps To Reproduce:
Additional Information:
Attached Files:

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581	[ALGLIB] Data analysis	feature	have not tried	2014-01-04 13:48	2018-01-02 17:19
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	assigned	Product Version:
Product Build:		Resolution:	open
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	reorganize neural networks unit
Description:	move obsolete functions to comp.ap rework comments on commercial vs free
Steps To Reproduce:
Additional Information:
Attached Files:

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674	[ALGLIB] General	minor	have not tried	2016-06-06 11:18	2018-01-02 17:18
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	assigned	Product Version:
Product Build:		Resolution:	open
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	t-sne
Description:	todo
Steps To Reproduce:
Additional Information:
Attached Files:

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659	[ALGLIB] Data analysis	feature	have not tried	2015-10-28 15:28	2018-01-02 17:18
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	assigned	Product Version:
Product Build:		Resolution:	open
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	linreg improvements
Description:	full MKL support
Steps To Reproduce:
Additional Information:
Attached Files:

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645	[ALGLIB] Statistics	feature	have not tried	2015-02-03 13:03	2018-01-02 17:18
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	assigned	Product Version:
Product Build:		Resolution:	open
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	Compact correlation/covariance
Description:	which does not allocate a copy of input matrix. How to test? Some branches of algorithm should work only for really large data...
Steps To Reproduce:
Additional Information:
Attached Files:

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489	[ALGLIB] Statistics	feature	have not tried	2012-10-09 16:01	2018-01-02 17:18
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	assigned	Product Version:
Product Build:		Resolution:	open
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	Multiple correlation coefficient
Description:	http://en.wikipedia.org/wiki/Multiple_correlation improve docs on correlation
Steps To Reproduce:
Additional Information:
Attached Files:

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661	[ALGLIB] Linear algebra	feature	have not tried	2015-11-04 20:16	2018-01-02 17:17
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	assigned	Product Version:
Product Build:		Resolution:	open
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	complex SVD and least squares solver
Description:	todo. decide on least squares part - what solvers exactly to implement?
Steps To Reproduce:
Additional Information:
Attached Files:

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640	[ALGLIB] Linear algebra	feature	have not tried	2014-12-12 13:25	2018-01-02 17:17
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	assigned	Product Version:
Product Build:		Resolution:	open
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	MKL-powered sparse linear algebra
Description:	todo
Steps To Reproduce:
Additional Information:
Attached Files:

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608	[ALGLIB] Linear algebra	feature	have not tried	2014-05-26 16:40	2018-01-02 17:17
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	assigned	Product Version:
Product Build:		Resolution:	open
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	Sparse matrix improvements
Description:	* supernodal Cholesky * YAMD reordering * profile reduction reordering
Steps To Reproduce:
Additional Information:
Attached Files:

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517	[ALGLIB] Linear algebra	feature	have not tried	2013-04-18 14:48	2018-01-02 17:17
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	assigned	Product Version:
Product Build:		Resolution:	open
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	Optimize RMatrixEnforceSymmetricity
Description:	need cache oblivious code
Steps To Reproduce:
Additional Information:
Attached Files:

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ID:	Category:	Severity:	Reproducibility:	Date Submitted:	Last Update:
491	[ALGLIB] Linear algebra	feature	have not tried	2012-10-29 10:10	2018-01-02 17:17
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	assigned	Product Version:
Product Build:		Resolution:	open
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	Marix inversion - add pre-scaling
Description:	Pre-scaling is needed for better handling of badly-scaled matrices which become well-conditioned after scaling. Such matrices should not be treated as ill-conditioned.
Steps To Reproduce:
Additional Information:
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616	[ALGLIB] Optimization	feature	have not tried	2014-06-25 11:23	2018-01-02 17:15
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	assigned	Product Version:
Product Build:		Resolution:	open
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	Sparsity support for optimizers
Description:	* sparse linear constraints (MinQP, MinBLEIC, MinNLC) * sparse nonlinear constraints (MinNLC)
Steps To Reproduce:
Additional Information:
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606	[ALGLIB] Optimization	feature	have not tried	2014-05-15 11:13	2018-01-02 17:15
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	assigned	Product Version:
Product Build:		Resolution:	open
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	QQP improvements
Description:	* Newton step for sparse QP with general linear constraints * investigate feasibility of updating Cholesky decomposition for sparse QP problems. It is possible, but sometimes it is faster to perform sparse Cholesky from scratch than to update it. At least, for large batches of updates... * permutation of variables (should be performed during initial scaling of the problem) for faster sparse Cholesky * support for sparse Cholesky solvers other than SKS-based one
Steps To Reproduce:
Additional Information:
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460	[ALGLIB] Optimization	feature	have not tried	2012-06-27 12:16	2018-01-02 17:15
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	assigned	Product Version:
Product Build:		Resolution:	open
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	MinQP improvements
Description:	* ability to handle different models of target function: dense A, dense (A'*A+diag), sparse A, sparse (A'*A+diag), diagonal A * better feasibility detection code - damped version * hot starts from feasible point (when we detect initial feasible point, we reuse active set left from previous optimization)
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Additional Information:
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736	[ALGLIB] Linear algebra	feature	have not tried	2017-10-16 18:02	2017-12-29 13:02
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: new set of public level 2 BLAS functions
Description:	New set of publicly available level 2 BLAS functions replacing obsolete less general ones: * generalized real matrix-vector product implemented by rmatrixgemv() * real rank-1 update implemented by rmatrixger() * generalized symmetric matrix-vector product implemented by rmatrixsymv() * symmetric vector-matrix-vector product x'*A*x functionality implemented by rmatrixsyvmv() * triangular matrix-vector solve implemented by rmatrixtrsv()
Steps To Reproduce:
Additional Information:
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702	[ALGLIB] General	feature	have not tried	2017-05-24 13:43	2017-12-25 20:36
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: debug allocation counter in C core and C++ version for POSIX systems
Description:	Now allocation counter is supported for the following combination: * Intel CPU, with AE_CPU=AE_INTEL defined * GCC compiler * AE_OS=AE_POSIX defined
Steps To Reproduce:
Additional Information:
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769	[ALGLIB] General	feature	have not tried	2017-12-11 18:51	2017-12-25 20:36
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: ALGLIB for CPP - additional tests for correct handling of malloc errors
Description:	Added tests to test_x.cpp which are activated by combination of AE_USE_ALLOC_COUNTER and AE_CPU=AE_INTEL definitions. These tests check that malloc() failure (including failures during initialization) does not crash program and does not result in memory leak.
Steps To Reproduce:
Additional Information:
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772	[ALGLIB] Optimization	feature	have not tried	2017-12-12 19:27	2017-12-25 17:35
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: MinQP solver now supports automatic scaling
Description:	QP solver can automatically deduce variable scales from the diagonal of the quadratic term; this feature works only for matrices with strictly positive diagonals.
Steps To Reproduce:
Additional Information:
Attached Files:

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751	[ALGLIB] Solvers	minor	have not tried	2017-11-05 16:58	2017-12-25 14:52
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: direct sparse solver using Skyline (SKS) storage format
Description:	Direct sparse solver for symmetric positive definite systems stored in SKS format.
Steps To Reproduce:
Additional Information:
Attached Files:

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779	[ALGLIB] Linear algebra	feature	have not tried	2017-12-24 18:59	2017-12-25 12:27
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: sparseset() now works with SKS matrices
Description:	Done.
Steps To Reproduce:
Additional Information:
Attached Files:

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778	[ALGLIB] Linear algebra	feature	have not tried	2017-12-24 18:58	2017-12-24 18:58
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: band matrix creation with sparsecreatesksband()
Description:	Added sparsecreatesksband(), convenience wrapper for sparsecreatesks(), which allows to specify matrix bandwidth as single parameter (instead of D and U variable profile arrays). Also added sparsecreatesksbandbuf() - buffered version which tried to reuse previously allocated space as much as possible.
Steps To Reproduce:
Additional Information:
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764	[ALGLIB] General	minor	have not tried	2017-12-05 18:20	2017-12-05 18:20
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	fixed
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	FIXED: potential memory leak in the native ALGLIB (C++, native core for C#)
Description:	Potential memory leak in the internal smart pointer object. Under rare circumstances subsequent assignment to same pointer object may leave some memory unfreed.
Steps To Reproduce:
Additional Information:
Attached Files:

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763	[ALGLIB] Data analysis	feature	have not tried	2017-11-29 18:29	2017-11-29 18:30
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: singular spectrum analysis algorithm
Description:	Implemented: * trend extraction and prediction with SSA * two algorithms - precise direct solver, fast real-time solver with incremental updates
Steps To Reproduce:
Additional Information:
Attached Files:

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762	[ALGLIB] General	feature	have not tried	2017-11-28 18:51	2017-11-28 18:52
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: exception-free error handling for C++
Description:	Since 3.13.0, ALGLIB for C++ supports exception-free error handling, which is sometimes used in embedded systems. When compiled with AE_NO_EXCEPTIONS preprocessor symbol, ALGLIB uses global (thread unsafe) flag variable for error reporting. See ALGLIB Reference Manual for more information.
Steps To Reproduce:
Additional Information:
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759	[ALGLIB] General	feature	have not tried	2017-11-17 19:27	2017-11-17 19:27
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	assigned	Product Version:
Product Build:		Resolution:	open
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	numerics.complex for C#
Description:	todo
Steps To Reproduce:
Additional Information:
Attached Files:

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758	[ALGLIB] Linear algebra	feature	have not tried	2017-11-12 18:46	2017-11-12 18:46
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: warm start for subspace eigensolver
Description:	Subspace eigensolver now supports warm starts - if asked, it can reuse previous subspace as initial point for new eigenproblem.
Steps To Reproduce:
Additional Information:
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757	[ALGLIB] General	feature	have not tried	2017-11-09 14:37	2017-11-09 14:37
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	assigned	Product Version:
Product Build:		Resolution:	open
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	enums for constants
Description:	strong C++ enums in C++11 and newever, automatically defer to untyped enums in older code
Steps To Reproduce:
Additional Information:
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752	[ALGLIB] Data analysis	feature	have not tried	2017-11-07 11:29	2017-11-07 11:29
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	assigned	Product Version:
Product Build:		Resolution:	open
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	INCOMPATIBLE: decision trees storage format
Description:	trees need better storage and internal processing format
Steps To Reproduce:
Additional Information:
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689	[ALGLIB] General	minor	always	2017-03-14 12:49	2017-10-24 13:19
Reporter:	smani	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	assigned	Product Version:	3.10.0
Product Build:		Resolution:	open
Projection:	none
ETA:	none
Programming language:	C++
Summary:	GCC7: Test failure on i686
Description:	The ReportCorrectnessTest of the linlsqr test fails on i686 when building with GCC7 (7.0.1 20170309) on Fedora rawhide. The failure occurs in the below section of test_c.cpp (some debug prints were added). The output of this snippet is: ReportCorrectnessTest::Fail 1 0 TNorm=8107.5250330521303113;RNorm=8107.5250330521294018;S.R2=8107.525033052130; ----------- /*  * check, that RNorm is't more than S.R2  * and difference between S.R2 and TNorm  * is't more than 'eps'(here S.R2=||rk||,  * calculated by the algorithm for LSQR, and  * TNorm=||A*S.x-b||, calculated by test function).  */ if( ae_fp_greater(s.r2,rnorm)||ae_fp_greater(ae_fabs(s.r2-tnorm, _state),eps) ) {     if( !silent )     {         printf("ReportCorrectnessTest::Fail\n");         printf("%d %d\n", ae_fp_greater(s.r2,rnorm), ae_fp_greater(ae_fabs(s.r2-tnorm, _state),eps));         printf("TNorm=%0.16f;RNorm=%0.16f;S.R2=%0.12f;\n",             (double)(tnorm),             (double)(rnorm),             (double)(s.r2));     }     result = ae_true;     ae_frame_leave(_state);     return result; } ----------- By the way, the comment is also a bit confusing. If "is't" actually means "isn't", then the comment states that the test should verify: rNorm < s.r2 <=> s.r2 > rNorm |s.r2 - tNorm| < eps but as far as I see the code fails if: a) ae_fp_greater(s.r2,rnorm) <=> s.r2 > rNorm b) ae_fp_greater(ae_fabs(s.r2-tnorm, _state),eps) <=> |s.r2 - tnorm| > eps So a) matches the comment, but b) does not (and if "is't" means "is", then the opposite is true). The build is using the following flags: -O2 -g -pipe -Wall -Werror=format-security -Wp,-D_FORTIFY_SOURCE=2 -fexceptions -fstack-protector-strong --param=ssp-buffer-size=4 -grecord-gcc-switches -m32 -march=i686 -fasynchronous-unwind-tables -fPIC Build log is here: https://koji.fedoraproject.org/koji/getfile?taskID=18371905&name=build.log Other arches build correctly: https://koji.fedoraproject.org/koji/taskinfo?taskID=18371900
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734	[ALGLIB] Optimization	feature	have not tried	2017-10-10 15:46	2017-10-10 15:46
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: orders of magnitude faster QP-DENSE-AUL solver
Description:	New working set expansion/eviction strategy greatly accelerates handling of QP problem with large (more than N) number of inequality constraints. Acceleration ranges from few times to tens of times.
Steps To Reproduce:
Additional Information:
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732	[ALGLIB] General	feature	have not tried	2017-10-09 17:49	2017-10-09 17:49
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: up to 4x faster BLEIC and QP-BLEIC solvers
Description:	Significantly improved handling of large sets of linear inequality constraints in BLEIC and QP-BLEIC solvers. Nonlinear and QP problems with large sets of linear inequality constraints can be solved up to 4x faster.
Steps To Reproduce:
Additional Information:
Attached Files:

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723	[ALGLIB] General	feature	have not tried	2017-09-13 13:41	2017-09-30 17:16
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: attach_to_ptr() for C++ vectors/matrices
Description:	Changed: ALGLIB for C++ attach_to_ptr() function allows to attach double precision vector/matrix to already allocated array, without copying data into internal storage.
Steps To Reproduce:
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722	[ALGLIB] General	feature	have not tried	2017-09-12 13:38	2017-09-12 13:38
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: ALGLIB for Delphi/FreePascal - Linux support
Description:	New version of ALGLIB for Delphi/FreePascal is now shipped with x64 Linux binaries!
Steps To Reproduce:
Additional Information:
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721	[ALGLIB] General	feature	have not tried	2017-09-12 13:32	2017-09-12 13:32
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: ALGLIB for C# - Linux HPC binaries
Description:	Native edition of commercial ALGLIB for C# now supports both Windows and Linux platforms (C# wrapper around HPC core correctly detects OS it is running on and loads appropriate shared library). NOTE: NET edition is still portable anywhere NET is present.
Steps To Reproduce:
Additional Information:
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717	[ALGLIB] Linear algebra	tweak	have not tried	2017-08-10 16:46	2017-08-16 12:43
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: deterministic seed for internaldstein() inverse iteration initializer
Description:	Now algorithm is completely deterministic
Steps To Reproduce:
Additional Information:
Attached Files:

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714	[ALGLIB] Optimization	minor	have not tried	2017-08-09 17:06	2017-08-09 17:07
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	fixed
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	FIXED: minor error in QQP solver - incorrect automatic scaling
Description:	Fixed.
Steps To Reproduce:
Additional Information:
Attached Files:

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713	[ALGLIB] Interpolation	feature	have not tried	2017-08-09 17:02	2017-08-09 17:03
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	TWEAK: rbfsetpoints() - added check for NAN/INF in the inputs
Description:	Implemented integrity check
Steps To Reproduce:
Additional Information:
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706	[ALGLIB] Data analysis	feature	have not tried	2017-06-08 16:14	2017-06-08 16:14
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: deterministic seed for k-means clustering algorithm
Description:	clusterizersetseed() function allows to control behavior of k-means algorithm - to switch between deterministic and random initialization.
Steps To Reproduce:
Additional Information:
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690	[ALGLIB] Optimization	feature	have not tried	2017-04-12 14:07	2017-05-11 21:53
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: linear constraints for MinLM/LSFit optimizers
Description:	MinLM/LSFit optimizers now support optimization subject to linear equality/inequality constraints.
Steps To Reproduce:
Additional Information:
Attached Files:

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700	[ALGLIB] Optimization	tweak	have not tried	2017-05-03 15:20	2017-05-03 15:20
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: additional regularization of MinNLC optimizer
Description:	Additional regularization of MinNLC optimizer helps it to be more robust on ill-conditioned constrained optimization problems.
Steps To Reproduce:
Additional Information:
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678	[ALGLIB] General	minor	have not tried	2016-09-01 19:52	2017-04-29 16:20
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	fixed
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	FIXED: ae_matrix_attach_to_x() ignores stride in X-object
Description:	Code which attaches ae_matrix to X-object is unable to handle stride!=columns. We did not change it, just placed appropriate assertion. Current version of ALGLIB does not need such functionality anyway.
Steps To Reproduce:
Additional Information:
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692	[ALGLIB] Interpolation	feature	have not tried	2017-04-18 16:58	2017-04-18 16:59
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: fitting minimum circumscribed, minimum zone, maximum inscribed circles to N-dimensional data
Description:	Implemented fitting minimum circumscribed (MCC), minimum zone (MZC), maximum inscribed (MIC) circles/spheres to N-dimensional data. Two algorithms are provided: * robust (although less efficient) NLC one, based on ALGLIB nonlinearly constrained solver. This algorithm shows good convergence properties. * fast inexact SLP (sequential linear programming) one, based on ALGLIB linearly constrained solver. NOTE: SLP approach to MCC/MZC/MIC is recommended by many authors; however, empirical testing demonstrated that linearization of the problem often breaks down near true solution (validated in MATLAB; it is deficiency of linearization, not solver used for such model). Thus, SLP solver often fails to converge to more than 3-5 digits of precision. However, it is 10-20 times faster than NLC, and on some problems it works good enough. That's why we included it as non-standard option.
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691	[ALGLIB] Optimization	feature	have not tried	2017-04-14 20:38	2017-04-14 20:44
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: "exact robust" preconditioner mode for MinNLC optimizer
Description:	New preconditioner which behaves robustly independently of constraint count K (whether it is zero, less than N, more than N). The only drawback is that it always requires at least O(N^3) time to build, even for K<<N. New preconditioner is now default one (pre-3.11 ALGLIB used inexact preconditioner as default option). For comparison, "exact low rank" preconditioner behaves well on problems with constraint number K less than problem N, but fails for K>=N, although for small K's it requires just O(N*K^2) time to be built.
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683	[ALGLIB] Optimization	feature	have not tried	2017-02-01 17:17	2017-02-16 13:19
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: box-constrained optimizer
Description:	Specialized optimizer for box-only constraints. It allows activation of multiple constraints per step, so it can be several times faster than BLEIC on large-scale problems.
Steps To Reproduce:
Additional Information:
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688	[ALGLIB] General	feature	have not tried	2017-02-14 23:15	2017-02-14 23:16
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: streaming serialization/unserialization in C#
Description:	ALGLIB for C# (uncluding version with native computational core) can serialize/unserialize directly to/from System.IO.Stream (in addition to string serialization)
Steps To Reproduce:
Additional Information:
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687	[ALGLIB] General	feature	have not tried	2017-02-13 13:36	2017-02-14 23:15
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: streaming serialization/unserialization in C++
Description:	Now ALGLIB for C++ can serialize/unserialize to/from std::iostream (in addition to std::string serialization)
Steps To Reproduce:
Additional Information:
Attached Files:

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664	[ALGLIB] General	feature	have not tried	2016-02-04 14:48	2017-02-13 13:34
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: IronPython and VB.Net wrappers are now included into default distribution of ALGLIB for C#
Description:	Restructured archives, no functionality changes
Steps To Reproduce:
Additional Information:
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669	[ALGLIB] Optimization	feature	have not tried	2016-04-06 12:08	2017-02-09 15:41
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: integrity check for NAN/INF for lsfit and minlm solvers
Description:	Now minlm optimizer can detect incorrect values (infinities or NANs) in user-supplied function vector and/or Jacobian. In such cases optimization is terminated with dedicated error code -8.
Steps To Reproduce:
Additional Information:
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682	[ALGLIB] Linear algebra	feature	have not tried	2017-01-24 14:53	2017-02-08 20:09
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: subspace iteration direct/sparse/out-of-core symmetric/nonsymmetric eigensolver
Description:	Subspace iteration for top K eigenvalues/vectors for dense/sparse/out-of-core problems. For nonsymmetric eigenproblems invariant subspace is returned.
Steps To Reproduce:
Additional Information:
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681	[ALGLIB] Linear algebra	feature	have not tried	2017-01-24 14:52	2017-02-08 18:26
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: truncated PCA
Description:	Fast principal component analysis with just a few top principal vectors (as opposed to full N-dimensional basis).
Steps To Reproduce:
Additional Information:
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676	[ALGLIB] Interpolation	minor	have not tried	2016-06-20 13:16	2017-02-02 15:04
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: hierarchical RBF
Description:	New scattered interpolation algorithm - hierarchical RBFs - with following features: * ability to handle arbitrary number of dimensions, starting from NX=1 * ability to work with vector-valued functions * order of magnitude faster than previous version, multilayer RBFs * well-suited for large-scale problems because of higher speed and smaller memory footprint during model construction (and, less important, evaluation)
Steps To Reproduce:
Additional Information:
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670	[ALGLIB] Spec.functions	minor	have not tried	2016-04-07 13:22	2016-12-23 13:41
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	fixed
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	FIXED: some statistical functions are prone to integer overflow
Description:	Running statistical test (t-test, MWU, WSR) with both samples larger than 32768 resulted in 32-bit overflow. Reproducible in ALGLIB for C#, in 32-bit ALGLIB for C++. Initial report by Jury Gasnikov mentions unequalvariancettest, but several other functions were affected too.
Steps To Reproduce:
Additional Information:
Attached Files:

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677	[ALGLIB] General	trivial	have not tried	2016-08-18 14:11	2016-12-21 16:04
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	fixed
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	FIXED: minor typo in C# docs
Description:	C# manual mentioned ae_int_t datatype (used by C++ edition of ALGLIB). Fixed.
Steps To Reproduce:
Additional Information:
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665	[ALGLIB] Optimization	feature	have not tried	2016-02-08 12:15	2016-12-16 16:37
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: new QP solver for linearly constrained QP problems
Description:	Augmented Lagrangian QP solver for equality/inequality constrained QP problems.
Steps To Reproduce:
Additional Information:
Attached Files:

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672	[ALGLIB] General	feature	have not tried	2016-05-14 16:22	2016-05-14 16:22
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: kd-trees now support box queries
Description:	New functions allow to perform query for all points in the user-specified box.
Steps To Reproduce:
Additional Information:
Attached Files:

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671	[ALGLIB] Interpolation	feature	have not tried	2016-05-11 17:00	2016-05-11 17:01
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: parallel RBF evaluation on regular 3D grids
Description:	New parallel algorithm.
Steps To Reproduce:
Additional Information:
Attached Files:

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668	[ALGLIB] General	feature	have not tried	2016-03-23 16:34	2016-03-23 16:34
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: thread-safe version of kd-tree object
Description:	New version of kd-tree search structure allows to use external buffers for temporaries, which helps to use tree structure in multithreaded programs.
Steps To Reproduce:
Additional Information:
Attached Files:

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658	[ALGLIB] Optimization	minor	have not tried	2015-10-12 13:40	2015-10-12 13:40
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	fixed
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	FIXED: BLEIC optimizer hangs in rare cases due to roundoff errors
Description:	Fixed.
Steps To Reproduce:
Additional Information:
Attached Files:

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656	[ALGLIB] Optimization	minor	have not tried	2015-07-31 16:55	2015-07-31 17:02
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	fixed
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	FIXED: minor bug in the handling of inconsistent linear constraints (BLEIC, QP optimizer)
Description:	Under rare conditions, findfeasiblepoint() functions used by many optimizers incorrectly handled inconsistent linear constraints. Instead of returning -3 error code it was caught in the infinite loop.
Steps To Reproduce:
Additional Information:
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621	[ALGLIB] Statistics	minor	always	2014-09-23 18:41	2015-07-24 17:09
Reporter:	pflaquerre	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:	3.8.1
Product Build:		Resolution:	fixed
Projection:	none
ETA:	none
Programming language:	C++
Summary:	FIXED: mann-whitney u-test can return probabilities greater than 1
Description:	I noticed that alglib::mannwhitneyutest can sometimes return p values greater than 1. For example, the following program: #include "alglib/statistics.h" #include <iostream> int main(int argc, char *argv[]) {   const alglib::real_1d_array x("[4.46, 1.58, 3.1300001, 0.64999998, 2.0899999, 5.8899999, 1.17, 1.49, 1.77, 0.62]");   const alglib::real_1d_array y("[4.46, 1.58, 3.1300001, 0.64999998, 2.0899999, 5.8899999, 1.17, 1.49, 1.77, 0.62]");   const size_t nx = x.length();   const size_t ny = y.length();      double bt(0), lt(0), rt(0);   alglib::mannwhitneyutest(x, nx, y, ny,                            bt, lt, rt);   std::cout << "mann whitney bt, lt, rt " << bt << " " << lt << " " << rt << std::endl;   return 0; } outputs "mann whitney bt, lt, rt 1.02949 0.51483 0.514744", whereas one would expect bt to be 1.
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546	[ALGLIB] Statistics	tweak	have not tried	2013-08-19 10:23	2015-07-24 16:37
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	fixed
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	FIXED: corrected documentation for Jarque-Bera test
Description:	Fixed minor error in documentation (mentions non-existent parameters of the function).
Steps To Reproduce:
Additional Information:
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654	[ALGLIB] Data analysis	minor	have not tried	2015-06-02 12:50	2015-07-24 16:27
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: better memory reuse in clustering functions
Description:	Some users reported that multiple calls to clustering functions caused memory fragmentation under heavy loads. Improved version of AHC and k-means++ reuses previously allocated memory, which results in better behavior in native and NET environments.
Steps To Reproduce:
Additional Information:
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652	[ALGLIB] General	feature	have not tried	2015-05-15 16:31	2015-07-24 12:31
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: reading CSV files
Description:	Support for reading CSV files into 2D real array under C++ and C#.
Steps To Reproduce:
Additional Information:
Attached Files:

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650	[ALGLIB] General	minor	have not tried	2015-04-09 15:23	2015-07-21 16:03
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	fixed
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	FIXED: two race conditions in initializer of HPC ALGLIB for C#
Description:	Both race conditions were noticed rarely and only under very heavy load, when ALGLIB functions were called from multiple simultaneously started threads. First race condition appeared during LoadALGLIBFunctions() call - globally accessible hAlglibDL variable was set before initialization of external native DLL was done. Second race condition was found in addsearchpath() and resulted in out-of-bounds exception during initialization.
Steps To Reproduce:
Additional Information:
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615	[ALGLIB] Optimization	feature	have not tried	2014-06-14 18:52	2015-07-21 15:11
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: Adaptive Gradient Sampling algorithm for nonsmooth nonconvex constrained optimization
Description:	State-of-the-art optimizer which may handle nonsmooth nonconvex optimization problems with arbitrary mix of box, linear and nonlinear (nonsmooth) constraints.
Steps To Reproduce:
Additional Information:
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511	[ALGLIB] Fast transforms	minor	have not tried	2013-04-04 15:33	2015-07-20 17:46
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	assigned	Product Version:
Product Build:		Resolution:	open
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	Improved FFT, FHT, convolution and correlation
Description:	* parallelization support * faster Rader, perform several Rader transforms simultaneously * 2D transforms
Steps To Reproduce:
Additional Information:
Attached Files:

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576	[ALGLIB] General	minor	have not tried	2013-11-05 17:28	2015-07-20 13:44
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	assigned	Product Version:
Product Build:		Resolution:	open
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	Signed NET assemblies
Description:	todo
Steps To Reproduce:
Additional Information:
Attached Files:

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655	[ALGLIB] Data analysis	minor	have not tried	2015-06-11 16:59	2015-06-11 17:00
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	fixed
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	FIXED: lrbuild() crashes when called from 64-bit HPC ALGLIB for C#
Description:	The reason for this bug is that lrreport.cvdefects array is filled by trash which does not fit into 32-bit integer type used by C#. Fixed bug by explicitly filling array by -1's.
Steps To Reproduce:
Additional Information:
Attached Files:

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651	[ALGLIB] Data analysis	feature	have not tried	2015-05-12 11:49	2015-05-12 11:49
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: Ward's method for hierarchical clustering
Description:	Wards's method for agglomerative hierarchical clustering. Implemented as part of 'clustering' subpackage of 'DataAnalysis' package.
Steps To Reproduce:
Additional Information:
Attached Files:

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647	[ALGLIB] Solvers	feature	have not tried	2015-03-16 16:14	2015-03-18 18:13
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: faster linear solvers
Description:	For each kind of linear solver present in ALGLIB (real/SPD/complex/HPD, factorized/unfactorized matrix, one right part or multiple right parts) a new, lightweight version was created, which does not perform condition number estimation and iterative refinement. For some problems it resulted in orders of magnitude improvement in speed.
Steps To Reproduce:
Additional Information:
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578	[ALGLIB] Interpolation	feature	have not tried	2013-11-11 11:27	2014-12-12 12:54
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: parametric/nonparametric RDP algorithm
Description:	Parametric/nonparametric curve approximation with Ramer-Douglas-Peucker algorithm. Two types of curves are supported (nonparametric 2-dimensional Y(x) and parametric D-dimensional X(t)) and two modes (approximation with desired precision - or approximation by required number of piecewise linear sections).
Steps To Reproduce:
Additional Information:
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638	[ALGLIB] Linear algebra	feature	have not tried	2014-12-09 17:26	2014-12-10 15:45
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: improved row extraction for CRS/SKS sparse matrices
Description:	Two changes: * sparsegetrow() now supports both CRS and SKS matrices * new function introduced - sparsegetcompressedrow() - which extracts row from CRS/SKS matrix in compressed format (only symbolically nonzero elements are returned)
Steps To Reproduce:
Additional Information:
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598	[ALGLIB] General	feature	have not tried	2014-02-24 15:11	2014-12-09 17:55
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: version information for NET assemblies and Windows DLL's
Description:	Versioning information is included into: * ALGLIB source code * NET assemblies * Windows DLL with native core for C# version * Windows DLL with MKL extensions for C++ version
Steps To Reproduce:
Additional Information:
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635	[ALGLIB] Solvers	feature	have not tried	2014-12-04 13:09	2014-12-04 13:10
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: polynomial solver
Description:	EVD-based algorithm without root polishing.
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633	[ALGLIB] General	major	always	2014-11-25 12:48	2014-12-04 12:34
Reporter:	PeterZajac	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:	3.8.1
Product Build:		Resolution:	fixed
Projection:	none
ETA:	none
Programming language:	C++
Summary:	FIXED: wrong 32/64 bit integer typedefs for MSVC compiler
Description:	The integer typedefs for the Microsoft Visual C++ compiler located in lines 159 and 174 of "ap.h" are using deprecated type names. The typedefs use the "_int32" and "_int64" types (prefixed with a single underscore), which are only defined when compiling with Microsoft C++ Language extensions enabled (which is the default). Disabling these extensions explicitly by supplying the "/Za" compiler option leads to the following errors: ap.h(159): error C2146: syntax error : missing ';' before identifier 'ae_int32_t' ap.h(159): error C4430: missing type specifier - int assumed. Note: C++ does not support default-int ap.h(174): error C2146: syntax error : missing ';' before identifier 'ae_int64_t' ap.h(174): error C4430: missing type specifier - int assumed. Note: C++ does not support default-int This problem can be resolved easily by replacing the (single-underscore) "_int32"/"_int64" type names by the (double-underscore) "__int32"/"__int64" types, resp., see: http://msdn.microsoft.com/en-us/library/29dh1w7z.aspx
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634	[ALGLIB] Interpolation	minor	have not tried	2014-12-01 16:54	2014-12-04 12:04
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	fixed
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	FIXED: instability in PolynomialBar2Pow() function
Description:	Function accumulated rounding errors when magnitude of abscissas was too large or too small (larger or smaller than S - scale parameter). The problem was in the inadequate placement of sampling points - too spread or too close. Now algorithm places sampling points according to spread of nodes of barycentric model, which results in more stable algorithm.
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624	[ALGLIB] Linear algebra	minor	have not tried	2014-10-17 13:43	2014-11-24 16:46
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: cmatrixsyrk() was renamed to cmatrixherk()
Description:	CHANGE: cmatrixsyrk() function was renamed to cmatrixherk(). RATIONALE: its old name was incorrect - it is HErmitian rank-k update, not SYmmetric. NOTES: this change does not break backward compatibility. We left old version here.
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580	[ALGLIB] Linear algebra	feature	have not tried	2013-12-09 16:47	2014-11-24 12:24
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: MKL-powered EVD
Description:	All EVD routines are MKL-powered now. Following types of EVD are accelerated by MKL: * tridiagonal EVD (all values/vectors) * symmetric EVD (all values/vectors) * nonsymmetric EVD (all values/vectors)
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632	[ALGLIB] Data analysis	feature	have not tried	2014-11-21 17:38	2014-11-21 17:41
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: better LDA algorithm
Description:	Linear algebra part of LDA algorithm (Linear Discriminant Analysis) was significantly improved: 2x higher performance in open source edition, even better speed-up in commercial ALGLIB.
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617	[ALGLIB] Optimization	feature	have not tried	2014-07-15 08:28	2014-10-15 14:53
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: improved BLEIC algorithm
Description:	Boundary and linearly constrained optimizer (BLEIC) was significantly improved - now it better handles noisy constrained problems - new strategy for activation of constraints is used. Performance on noise-free problems was slightly improved.
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545	[ALGLIB] Optimization	feature	have not tried	2013-08-12 19:23	2014-10-09 17:20
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: interface to stop running nonlinear optimizer
Description:	Previously it was impossible to stop running optimizer from its internals. Say, after you started LBFGS optimizer, you have no other choice except for waiting for one of the stopping criteria being met. Now, CG, LBFGS, BLEIC and LM optimizers allow user to terminate optimization process from user-specified callback function. Family of functions called like MinLBFGSRequestTermination() tells optimizer to smoothly stop at the current point and return control back to user.
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589	[ALGLIB] Optimization	feature	have not tried	2014-02-02 11:37	2014-10-08 12:14
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: all optimizers can detect NAN/INF in the target function
Description:	Previously, ALGLIB optimizers were unable to react to situation when, because of numerical overflow or programming error, target function value becomes NAN or INF. They usually started to loop forever. Now almost all nonlinear optimizers (CG, LBFGS, NLC, BLEIC) monitor iterations and terminate them with error code -8 as soon as NAN or +-infinity is detected in target function value or gradient.
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609	[ALGLIB] General	tweak	have not tried	2014-05-26 17:56	2014-10-01 18:15
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	fixed
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: memory barrier in ae_cpuid()
Description:	Memory barrier was added in ae_cpuid() function immediately before "_ae_cpuid_initialized = ae_true" to make sure that no thread will see partially initialized state as completely initialized one.
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561	[ALGLIB] Optimization	feature	have not tried	2013-09-13 11:52	2014-10-01 14:07
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: nonlinearly constrained optimizer (Augmented Lagrangian)
Description:	Implemented constrained optimizer which supports arbitrary combination of (a) boundary, (b) linear equality/inequality, (c) nonlinear constraints. Optimizer is based on preconditioned Augmented Lagrangian approach and includes two different preconditioners: (a) inexact fast one (assumes approximate orthogonality of non-boundary constraints), and (b) exact low rank one (assumes moderate number of non-boundary constraints).
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525	[ALGLIB] Data analysis	feature	have not tried	2013-06-20 12:24	2014-06-03 16:31
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	assigned	Product Version:
Product Build:		Resolution:	open
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	Neural network improvements
Description:	Neural structure: * layered * complex interactions between layers * several activation functions: tanh(), tanh()+linear, fast sigmoid SGD: * algorithm without learning rates: http://yann.lecun.com/exdb/publis/pdf/schaul-icml-13.pdf * page 72 of http://learning.stat.purdue.edu/mlss/_media/mlss/bottou.pdf - important trick * important info on BP acceleration http://yann.lecun.com/exdb/publis/pdf/lecun-98b.pdf * ADADELTA seems to be best method - http://www.matthewzeiler.com/pubs/googleTR2012/googleTR2012.pdf * ADAGRAD??? * "On the importance of initialization and momentum in deep learning", http://jmlr.org/proceedings/papers/v28/sutskever13.pdf Improvements: * shortcut layer, see "Deep Learning Made Easier by Linear Transformations in Perceptrons". Maybe - pre-training linear layer separately. Decide on: * minibatch training * bagging for ensembles * parallel errors for ensembles * sparse errors for ensembles * subset errors for ensembles * decay in ensemble training? * investigate ensemble tendency to overfit on GLASS dataset * mini-batch LBFGS training * approximate Hessian preconditioning * FindBestDecay * FindBestNetwork * "ensemble selection", better way of constructing ensemble * model compression * sparse autoencoders? * stacked autoencoders/autodecoders? Convolutional Neural Networks (weight sharing = constraints and projections): * http://yann.lecun.com/exdb/publis/pdf/lecun-98.pdf
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582	[ALGLIB] General	tweak	have not tried	2014-01-06 13:35	2014-05-28 17:06
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	fixed
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	FIXED: C# version of ae_dispose_task() now clears all pointers owned by the object
Description:	It is required in order to allow garbage collection of objects passed as parameters to spawned functions (having reference to object in the disposed task will force this object to persist in memory approximately forever).
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594	[ALGLIB] General	feature	have not tried	2014-02-07 12:41	2014-05-28 17:06
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: additional integrity test for copying of objects
Description:	This X-test checks that ALGLIB objects can be correctly copied with copy/assignment constructor (C++) and make_copy() function (C#).
Steps To Reproduce:
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602	[ALGLIB] General	tweak	have not tried	2014-03-19 13:10	2014-05-28 16:41
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: explicit cast from ae_int_t to double in C core (required to avoid warnings)
Description:	Reported at http://forum.alglib.net/viewtopic.php?f=2&t=1587
Steps To Reproduce:
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611	[ALGLIB] General	feature	have not tried	2014-05-27 17:43	2014-05-27 17:43
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: deep copy constructor for C# objects
Description:	C# objects created by ALGLIB can now be copied with make_copy() function which works both in managed and HPC editions of ALGLIB for C#.
Steps To Reproduce:
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591	[ALGLIB] Data analysis	major	have not tried	2014-02-06 12:50	2014-05-27 11:04
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	fixed
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	FIXED: bug in the shared pool copying code
Description:	ALGLIB for C++ crashes when object containing shared pool as one of its fields is copied with copy constructor. The reason is unneeded assertion in ae_shared_pool_init_copy() function.
Steps To Reproduce:
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586	[ALGLIB] Linear algebra	feature	have not tried	2014-01-17 17:14	2014-05-26 16:39
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: Skyline Cholesky factorizer
Description:	Cholesky factorization function which works with sparse matrices in Skyline (SKS) format. This solver is most efficient for low-profile matrices.
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607	[ALGLIB] Optimization	tweak	have not tried	2014-05-23 14:35	2014-05-23 14:35
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	INCOMPATIBLE: default solver used by MinQP subpackage was changed.
Description:	THIS CHANGE MAY BREAK BACKWARD COMPATIBILITY! IF YOU USE MINQP SUBPACKAGE, CAREFULLY READ TEXT BELOW BEFORE APPLYING UPDATE. DESCRIPTION: * changed behavior of MinQP object when no QP solver was chosen by user. BEFORE: * Cholesky-QP algorithm was used. AFTER: * QuickQP algorithm with default stopping criteria is used, if no general linear constraints is present (only boundary ones). BLEIC-QP algorithm with default stopping criteria is used, if general linear constraints are present. RATIONALE: * Cholesky-QP algorithm was excessively slow on large-scale tasks. Some users were unaware of presence of better solver. INFLUENCE: * affects only users who did not set QP solver explicitly. * because default stopping criteria are used, these stopping criteria may be too relaxed for some problems. Thus, default algorithm may solve some problems with less-than-desired precision. * if you update to new version, you may (a) explicitly choose Cholesky-QP solver with MinQPSetAlgoCholesky() call, or (b) set on of better solvers (QQP, BLEIC-QP) and make sure that algorithm converges with desired precision.
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566	[ALGLIB] Optimization	feature	have not tried	2013-09-30 15:24	2014-05-23 14:13
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: new constrained QP solver - QuickQP
Description:	MinQP subpackage now includes new bound constrained QP solver, which is several times faster on constrained problems than BLEIC-QP (and orders of magnitude faster than deprecated Cholesky-QP). The only drawback of new solver is that it supports only boundary constraints. QuickQP solver can solve both dense and sparse QP problems.
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595	[ALGLIB] Interpolation	feature	have not tried	2014-02-24 11:29	2014-05-14 11:46
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: 4-parameter and 5-parameter logistic fitting
Description:	Five fitting functions: * LogisticFit4 - implements 4PL (four parameter logistic) fitting * LogisticFit5 - implements 5PL (five parameter logistic) fitting * LogisticFit4EC - implements 4PL (four parameter logistic) fitting with equality constraints * LogisticFit5EC - implements 5PL (five parameter logistic) fitting with equality constraints * LogisticFit45X - "expert" functions which implements 4PL and 5PL (depending on control flags) and allows better control of fitting process. Two function to calculate 4PL/5PL model: * LogisticCalc4 - to calculate 4PL model with correct handling of degenerate cases * LogisticCalc5 - to calculate 5PL model with correct handling of degenerate cases
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588	[ALGLIB] Linear algebra	feature	have not tried	2014-01-24 17:26	2014-02-12 14:48
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: additional sparse matrix functions
Description:	New sparse linear algebra functions: * SparseTRMV - triangular matrix-vector multiply (CRS and SKS formats) * SparseTRSV - triangular solver (CRS and SKS formats) * SparseVSMV - triangular symmetric x'*A*x product (CRS and SKS formats) * SparseTransposeSKS - in-place transposition of SKS matrix New informational functions: * SparseGetUpperCount() - counts symbolically non-zero strictly upper triangular elements in the matrix * SparseGetLowerCount() - same for lower triangle Improved functions: * all sparse matrix-vector and matrix-matrix functions now support SKS format
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590	[ALGLIB] Linear algebra	feature	have not tried	2014-02-05 11:35	2014-02-05 11:36
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: Cholesky updates (rank-1, fixing variables)
Description:	Several functions which calculate: * Cholesky decomposition of A_mod = A + u*u', for some vector u, given Cholesky decomposition of original A * Cholesky decomposition of A_mod, obtained from A by "fixing" some variables (rows/columns are set to zeros, diagonal entries are set to 1.0), given Cholesky decomposition of original A
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585	[ALGLIB] Linear algebra	feature	have not tried	2014-01-16 10:27	2014-01-16 11:11
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: additional sparse conversion functions
Description:	Following SKS-capable functions were implemented: * SparseCopyToSKS() * SparseConvertToSKS() Additionally, there were implemented several "buffered" versions of sparse functions, i.e. functions which reuse storage already allocated in target: * SparseCopyToSKSBuf() * SparseCopyToCRSBuf() * SparseCopyToHashBuf() Finally, a special function to swap two sparse matrices was implemented: SparseSwap.
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584	[ALGLIB] Linear algebra	feature	have not tried	2014-01-10 16:10	2014-01-16 10:25
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: skyline (SKS) sparse matrix storage format
Description:	Sparse matrices support skyline storage format.
Steps To Reproduce:
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574	[ALGLIB] General	feature	have not tried	2013-10-25 16:26	2013-10-25 16:31
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: C# interface to high performance native core
Description:	Now ALGLIB users can access high-performance native computational core (ALGLIB+MKL) from C# - same interface and functionality as in 100% managed ALGLIB, but different performance. Limitations: * for now, can be used only under Windows * distributed in binary-only form
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575	[ALGLIB] General	feature	have not tried	2013-10-25 16:29	2013-10-25 16:31
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: prototype of ALGLIB-MKL interface
Description:	Native computational core (C++ version, or C# version with access to native core) now can use Intel MKL to accelerate linear algebra. In this first prototype only several matrix-related functions were accelerated. Limitations: * ALGLIB+MKL combination is distributed in binary-only form * for now, ALGLIB+MKL combination can be used only under Windows
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569	[ALGLIB] General	minor	have not tried	2013-10-08 11:32	2013-10-24 13:20
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	fixed
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	FIXED: non-ANSI characters in comments
Description:	Two ALGLIB functions had non-ANSI characters in their comments: * pcabuildbasis * ellipticintegralkhighprecision Non-ANSI characters were accidentally introduced due to typing error. Not exactly bug, but it could be source of inconvenience.
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563	[ALGLIB] General	tweak	have not tried	2013-09-13 21:45	2013-10-24 13:16
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	fixed
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	FIXED: incompatibility with recent versions of BCB
Description:	C++ include file names (list.h/vector.h) were incompatible with recent version of CodeGears development tools. Now ALGLIB should be able to detect newever version of CodeGears environment and use appropriate names for include files. This fix was suggested by Marenkov Dmitry.
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570	[ALGLIB] Optimization	minor	always	2013-10-09 12:52	2013-10-14 15:30
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	fixed
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	FIXED: MinBLEIC optimizer hangs
Description:	MinBLEIC optimizer hangs on problems where very small steps (less than 1E-50) are required to activate constraints.
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512	[ALGLIB] Data analysis	feature	have not tried	2013-04-07 11:32	2013-10-05 15:04
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	assigned	Product Version:
Product Build:		Resolution:	open
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	Parallel clustering k-means
Description:	* parallel k-means (first phase - centers) - http://theory.stanford.edu/~sergei/papers/vldb12-kmpar.pdf * parallel k-means (second phase) NOTE: * prior art for subsample k-means: ** Paul S. Bradley and Usama M. Fayyad. Refining initial points for k-means clustering. In Jude W. Shavlik, editor, ICML, pages 91–99. Morgan Kaufmann, 1998. ** Fredrik Farnstrom, James Lewis, and Charles Elkan. Scalability for clustering algorithms revisited. SIGKDD Explorations, 2(1):51–57, 2000.
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547	[ALGLIB] General	minor	have not tried	2013-08-19 10:32	2013-09-12 17:09
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	fixed
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	FIXED: name conflict with some math libraries
Description:	Internal function Log2 conflicts with some C++ standard math libraries. Renamed to LogBase2.
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503	[ALGLIB] Optimization	tweak	have not tried	2013-02-10 11:44	2013-07-24 12:22
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: uphill steps in BLEIC optimizer
Description:	In constrained optimization setting sometimes we have to perform uphill steps. It can be necessary when constraints force us to perform very small step, with function change being dominated by numerical noise. Most optimizers will detect this step as uphill and stop optimization process. Improved BLEIC can handle such situation by allowing small number of short uphill steps, which greatly improves robustness of the optimizer.
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539	[ALGLIB] Optimization	feature	have not tried	2013-07-22 19:12	2013-07-22 19:12
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: new QP solver (QP-BLEIC)
Description:	New quadratic programming solver which: * supports sparse matrices and can efficiently solve sparse QP problems * can find local minimums of non-convex QP problems (if they have solution subject to constraints)
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534	[ALGLIB] Solvers	text	have not tried	2013-07-08 14:09	2013-07-15 13:37
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	fixed
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	FIXED: minor fix in documentation on RMatrixSolveLS
Description:	Minor fix in the documentation (it omits behavior of the solver on degenerate matrices).
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528	[ALGLIB] General	minor	have not tried	2013-06-24 15:48	2013-07-15 13:30
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	fixed
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	FIXED: memory leak in shared pool and smart pointer (C++)
Description:	Shared pool and smart pointer (internal ALGLIB objects) may leak memory under some circumstances. This issue was fixed in 3.8.0. Reported by ilectra http://forum.alglib.net/viewtopic.php?f=2&t=871
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478	[ALGLIB] General	feature	have not tried	2012-07-26 13:43	2013-07-15 11:03
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: refactoring of high-quality random numbers generator
Description:	HQRND unit was refactored: * added support for negative seeds * added support for integers larger than 2^32
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538	[ALGLIB] Fast transforms	feature	have not tried	2013-07-11 11:33	2013-07-11 11:34
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: improved FFT
Description:	Performance of FFT was significantly improved: * added radix-6 transforms * medium-sized FFT's (len<=1024) are performed without transpositions
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537	[ALGLIB] Data analysis	feature	have not tried	2013-07-10 11:19	2013-07-10 11:20
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: parallel training of neural ensembles
Description:	Neural network ensembles can be trained in SMP mode. This feature is implemented in commercial version of ALGLIB.
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536	[ALGLIB] Data analysis	feature	have not tried	2013-07-10 11:15	2013-07-10 11:16
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: parallel cross-validation for neural networks
Description:	Commercial version of ALGLIB features parallel cross-validation for neural networks.
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535	[ALGLIB] Data analysis	feature	have not tried	2013-07-10 11:14	2013-07-10 11:15
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: parallel training of neural network
Description:	Commercial version of ALGLIB features following improvements in the training of neural networks: * parallel calculation of gradient * parallel multiple restarts from random positions
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531	[ALGLIB] Data analysis	feature	have not tried	2013-06-27 14:23	2013-06-27 14:23
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: better weight initialization for MLP's
Description:	Better weight initialization algorithm which prevents stagnation in early phases of the training.
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524	[ALGLIB] Interpolation	minor	have not tried	2013-05-28 11:57	2013-06-07 12:06
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	fixed
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	FIZED: possible division by zero in estimator for errors-in-parameters
Description:	When Total Sum-of-Squares (TSS) is zero, it is impossible to calculate R2 (coefficient of determination). Past versions of ALGLIB returned NAN in this case (internally they performed division 0/0). After the fix, ALGLIB monitors TSS and returns R2=1.0 when TSS is zero.
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523	[ALGLIB] Interpolation	feature	have not tried	2013-05-23 10:00	2013-06-07 11:47
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: Akima spline for N<5
Description:	Spline1DBuildAkima() function now supports N=2, 3, 4 (previously it supported only N>=5).
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505	[ALGLIB] General	minor	always	2013-02-20 16:07	2013-05-21 17:16
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	fixed
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	FIXED: minor bug in the implementation of proxy array/matrix object
Description:	Fixed minor bug which appeared when user of the ALGLIB optimizers tried to reallocate array which was passed to the callback function. Optimizer was unaware of the new array which was allocated and was unable to track changes in the function gradient (and thus - to converge). This bug was marked as minor, because a) it is very rare use case, b) it is impossible to overlook (optimizer does not work at all 100% of the time). ================== Reported by Eden (http://forum.alglib.net/viewtopic.php?f=2&t=772) 0. This bug appears in ALL C++ code which works with proxy array/matrix objects which are passed to user-defined callbacks 1. grad parameter is a reference to proxy real_1d_array object. This proxy object redirects all accesses into the memory utilized by ALGLIB computational core. The only thing you should can do is to access individual elements of the array - both reads and writes are possible. However, any attempt to resize it (setlength) should result in exception, because proxy guards itself against anything which may change internal data structures. 2. however, there is a loophole in the implementation of the real_1d_array class (and other similar classes). When you assign string constant to proxy object, it effectively breaks connection between proxy and internal memory used by ALGLIB. New independent array is created, and all operations with grad are performed with this new array. Optimizer is unaware of changes and its copy of grad is full of trash data. ============================================= void function_cx_1_func(const alglib::real_1d_array &c, const alglib::real_1d_array &x, double &func, void *ptr){    func = c[0]+c[1]*x[0]; } void function_cx_1_grad(const alglib::real_1d_array &c, const alglib::real_1d_array &x, double &func, alglib::real_1d_array &grad, void *ptr) {    func = c[0]+c[1]*x[0];    grad = "[0, 0]";    grad[0] = 1;    grad[1] = x[0]; } int main(int argc, char **argv){    alglib::real_2d_array x = "[[1], [2], [3], [4], [5]]";    alglib::real_1d_array y = "[10, 15, 20, 25, 30]";    alglib::real_1d_array c = "[1, 1]";;    double epsf = 0;     double epsx = 0.00001;     alglib::ae_int_t maxits = 0;     alglib::ae_int_t info;     alglib::lsfitstate state;     alglib::lsfitreport rep;     //     // Fitting without weights     //     alglib::lsfitcreatefg(x, y, c, true, state);     alglib::lsfitsetcond(state, epsf, epsx, maxits);     alglib::lsfitfit(state, function_cx_1_func, function_cx_1_grad);     alglib::lsfitresults(state, info, c, rep);    std::cout<<(int)info<<" "<<rep.rmserror<<" "<<c.tostring(1)<<std::endl;    return 0; }
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522	[ALGLIB] Data analysis	feature	have not tried	2013-05-14 15:46	2013-05-14 15:46
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: parallel hierarchical clustering
Description:	Fully parallelized calculation of the distance matrix. However, algorithm itself is inherently sequential (almost impossible to parallelize).
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518	[ALGLIB] Statistics	tweak	have not tried	2013-04-19 16:14	2013-05-14 12:32
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	fixed
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	FIXED: minor bug in Student's t-test
Description:	Previous versions of Student's t-test incorrectly handled degeneracy in the input data (when one/both of the samples had zero variance). New version fixes behavior of: * StudentTTest1 * StudentTTest2 * UnequalVarianceTTest ============================== Reported by Andy Giese <gieseanw@gmail.com>: The t-tests improperly return all tails = 1.0 when either variance for x or variance for y is 0. This is a mistake. To reproduce: test against sets x = {1, 1, 1, 1, 1} y = {0.45, 0.56, 0.83, 0.92, 0.87} Alglib says the probability of the null is 1.0 in all tests, which is clearly incorrect.
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504	[ALGLIB] Statistics	major	have not tried	2013-02-16 11:00	2013-05-13 14:47
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	fixed
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	FIXED: minor bug in the sign test (two sided alternative)
Description:	Sign test returns incorrect value for BothTails (slightly larger than 1.0) when sample has same number of values at both sides of supposed median value. This bug was reported by Julin Urbano: > double[] data = new double[] { 1, 2, 3, -4, -5, -6 }; > alglib.onesamplesigntest(data, data.Length, 0, out both, out left, out right); > and you'll see that the 2-tailed p-value (variable both) is 1.3125, > which can't happen :-)
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521	[ALGLIB] General	minor	have not tried	2013-05-12 13:27	2013-05-13 11:38
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	fixed
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	FIXED: stack overflow in kd-tree construction routine
Description:	Stack overflow was raised when input array contained a LOT of duplicate vectors. After the fix algorithm may handle arbitrary number of duplicates in the input data without causing overflow. This issue was reported by jreyniers ( http://forum.alglib.net/viewtopic.php?f=2&t=840 ).
Steps To Reproduce:
Additional Information:
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Notes
(0000064) SergeyB    2013-05-13 11:30	Issue was confirmed.

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516	[ALGLIB] Statistics	feature	have not tried	2013-04-18 11:00	2013-04-25 09:34
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: ranking functionality
Description:	Ranking functionality: * RankData() processes MxN matrix, replaces each value by its within-row rank. * RankDataCentered() - same functionality, but returns centered rank (sum is zero) * both functions support multithreaded execution
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513	[ALGLIB] Statistics	feature	have not tried	2013-04-07 11:42	2013-04-25 09:31
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: parallel correlation/covariation functions
Description:	Correlation/covariation function can be run in multithreaded mode.
Steps To Reproduce:
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510	[ALGLIB] Linear algebra	minor	have not tried	2013-04-04 14:55	2013-04-04 14:56
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: parallel linear algebra functions (real/complex TRSM, GEMM, SYRK)
Description:	New parallel core allows to efficiently parallelize these operations. Parallel code was integrated into upcoming SMP edition of ALGLIB (commercial branch). Open Source edition of ALGLIB replaces all parallel calls by single-threaded stubs.
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469	[ALGLIB] Linear algebra	feature	have not tried	2012-07-11 11:38	2013-04-04 14:53
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	high	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: efficient basecase GEMM code for C#
Description:	Performance of real/complex GEMM in C# was significantly improved.
Steps To Reproduce:
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502	[ALGLIB] Optimization	tweak	have not tried	2013-01-17 16:42	2013-01-17 16:42
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	INCOMPATIBLE: MinBLEICSetCond() replaces three other functions from MinBLEIC
Description:	Previous version of MinBLEIC used active set algorithm with inner/outer loops. Stopping criteria for this algorithm were specified with MinBLEICSetInnerCond()/MinBLEICSetOuterCond()/MinBLEICSetMaxIts() functions. However, new algorithm has no nested loops and uses only one set of stopping criteria, which are specified by MinBLEICSetCond(). Thus, deprecated functions were removed from MinBLEIC subpackage to avoid confusion. This tweak is backward incompatible and requires present code which works with MinBLEIC to be slightly rewritten.
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438	[ALGLIB] Optimization	feature	have not tried	2012-01-20 10:41	2013-01-14 13:43
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	high	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: refactoring of the BLEIC optimizer
Description:	New version of the BLEIC optimizer has following improvements: * it uses new three-stage active set algorithm suggested by Elvira Illarionova, which combines gradient projection with iterations of equality constrained L-BFGS * because we do not have nested inner/outer iterations, more transparent stopping criteria can be specified for algorithm * it uses new constraint activation/deactivation strategy which can correctly handle degenerate constraints
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480	[ALGLIB] Data analysis	feature	have not tried	2012-08-03 11:04	2012-12-06 13:53
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: neural network improvements
Description:	ALGLIB neural networks now include: * new training interface which greatly simplifies training of multiple networks with same settings/datasets * support for training sets specified by sparse matrices * better documentation (several examples)
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474	[ALGLIB] Data analysis	feature	have not tried	2012-07-16 11:41	2012-11-27 16:50
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: k-means clustering was merged with new clustering unit
Description:	k-means++ algorithm now provide new-fashion clusterizaton interface, similar to that of new hierarchical clustering unit. Old interface was left for backward compatibility. The most important change is that new version of algorithm stores centers in ROWS of the resulting matrix instead of columns. However, old code still continue to work because old version of the algorithm was left unchanged.
Steps To Reproduce:
Additional Information:
Attached Files:

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499	[ALGLIB] General	feature	have not tried	2012-11-23 23:27	2012-11-27 10:46
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	DOCS: added important information on support for very large arrays in NET 4.5
Description:	Added information on support for arrays larger than 2GB in NET 4.5.
Steps To Reproduce:
Additional Information:
Attached Files:

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493	[ALGLIB] Statistics	minor	always	2012-11-07 17:14	2012-11-21 16:38
Reporter:	karuzo	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:	3.6.0
Product Build:		Resolution:	fixed
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	FIXED: bug in Student t-tests
Description:	Issue fixed. studenttest1/studenttest2 now return correct values, depending on sign of difference between means of X and Y. ORIGINAL MESSAGE: >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> studenttest1 returns all p-value=1 when all values of sample X are equal and different from assumed Mean. Similarly studenttest2 returns all p-value=1 when all values of sample X are equal and different from equal values of sample Y. I suppose this is wrong, as rather all p-values should be zero.
Steps To Reproduce:
Additional Information:	Dim bt As Double, rt As Double, lt As Double Call alglib.studentttest1({1, 1, 1, 1, 1}, 5, 0, bt, rt, lt) Console.WriteLine("bothTails={0}, rightTail={1}, leftTail={2}", bt, rt, lt) Call alglib.studentttest2({1, 1, 1, 1, 1}, 5, {2, 2, 2, 2, 2}, 5, bt, rt, lt) Console.WriteLine("bothTails={0}, rightTail={1}, leftTail={2}", bt, rt, lt) Output: bothTails=1, rightTail=1, leftTail=1 bothTails=1, rightTail=1, leftTail=1
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495	[ALGLIB] Solvers	feature	have not tried	2012-11-16 10:49	2012-11-21 15:22
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: automatic diagonal precondtitioner for linear CG and LSQR solvers
Description:	LinCGSolveSparse() and LinLSQRSolveSparse() now use diagonal of the system matrix as preconditioner, which allows to solve systems with badly scaled variables without explicit preconditioning. This preconditioner is active by default.
Steps To Reproduce:
Additional Information:
Attached Files:

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470	[ALGLIB] Interpolation	feature	have not tried	2012-07-12 11:44	2012-10-30 10:31
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: linear/nonlinear least squares solvers (lsfit subpackage) now report errors in the coefficients
Description:	Following information is reported by solvers: * Rep.CovPar - covariance matrix * Rep.ErrPar - errors in the parameters =sqrt(diag(CovPar)) * Rep.ErrCurve - error in the curve (per-point deviations of empirical curve from "ideal best fit curve") * Rep.Noise - per-point estimates of noise level * Rep.R2 - coefficient of determination Following solvers report this information: * nonlinear solver (LSFitState object) * LSFitLinear * LSFitLinearW * LSFitLinearC * LSFitLinearWC
Steps To Reproduce:
Additional Information:
Attached Files:

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467	[ALGLIB] Data analysis	feature	have not tried	2012-07-09 10:06	2012-10-24 11:54
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: hierarchical cluster analysis algorithm
Description:	Implemented hierarchical cluster analysis algorithm: * several distance metrics (Euclidean, 1-norm, infinity-norm, Pearson and Spearman correlation-based metrics, cosine distance) * several linkage types (single linkage, complete linkage, average linkage)
Steps To Reproduce:
Additional Information:
Attached Files:

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486	[ALGLIB] Optimization	minor	always	2012-08-31 15:32	2012-10-24 10:59
Reporter:	nlagerr	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:	3.6.0
Product Build:		Resolution:	fixed
Projection:	none
ETA:	none
Programming language:	C#
Summary:	FIXED: bug in the constraint activation/deactivation code of QP solver
Description:	QP solver incorrectly activated/deactivated linear constraints in some tricky cases (multiple constraints which form degenerate system). New version of the solver uses another algorithm for constraint activation/deactivation which is more robust and should not experience this sort of bugs. Below is an original report from one of the users: > I have included two NUnit tests in which the QP solver of > version 3.6.0 does not find the correct optimum. The QP > solver does return the success termination type. I found > that if I do not supply a starting point to the solver, > this problem does not occur and the correct minimum is > found.
Steps To Reproduce:
Additional Information:
Attached Files:	AlglibQPSolverTest.cs (4 KB) 2012-08-31 15:32

Notes
(0000060) SergeyB    2012-09-04 16:30	I've started investigating this issue and will inform you about results within several days. Thanks for the bug report!
(0000061) SergeyB    2012-09-04 16:58	issue confirmed.

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487	[ALGLIB] Data analysis	minor	have not tried	2012-09-06 09:48	2012-09-25 11:18
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	fixed
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	FIXED: infinite loop in k-Means when called for degenerate data
Description:	From http://forum.alglib.net/viewtopic.php?f=2&t=611 by andreas: I have a situation where kmeansgenerate seems to be stuck in an infinite loop (C# version of alglib 3.6.0). The parameters are as follows (copied from the debugger): xy: {double[57, 1]}  [0, 0]: 12.244689632138986  [1, 0]: 12.244689632138982  [2, 0]: 12.244689632138986  [3, 0]: 12.244689632138982  [4, 0]: 12.244689632138986  [5, 0]: 12.244689632138986  [6, 0]: 12.244689632138986  [7, 0]: 12.244689632138986  [8, 0]: 12.244689632138986  [9, 0]: 12.244689632138986  [10, 0]: 12.244689632138989  [11, 0]: 12.244689632138984  [12, 0]: 12.244689632138986  [13, 0]: 12.244689632138986  [14, 0]: 12.244689632138989  [15, 0]: 12.244689632138986  [16, 0]: 12.244689632138986  [17, 0]: 12.244689632138986  [18, 0]: 12.244689632138986  [19, 0]: 12.244689632138989  [20, 0]: 12.244689632138972  [21, 0]: 12.244689632138986  [22, 0]: 12.244689632138986  [23, 0]: 12.244689632138986  [24, 0]: 12.244689632138984  [25, 0]: 12.244689632138982  [26, 0]: 12.244689632138986  [27, 0]: 12.244689632138986  [28, 0]: 12.244689632138986  [29, 0]: 12.244689632138986  [30, 0]: 12.244689632138986  [31, 0]: 12.244689632138986  [32, 0]: 12.244689632138986  [33, 0]: 12.244689632138986  [34, 0]: 12.244689632138986  [35, 0]: 12.244689632138982  [36, 0]: 12.244689632138989  [37, 0]: 12.244689632138986  [38, 0]: 12.244689632138986  [39, 0]: 12.244689632138986  [40, 0]: 12.244689632138986  [41, 0]: 12.244689632138986  [42, 0]: 12.244689632138986  [43, 0]: 12.244689632138986  [44, 0]: 12.244689632138986  [45, 0]: 12.244689632138986  [46, 0]: 12.244689632138986  [47, 0]: 12.244689632138986  [48, 0]: 12.244689632138986  [49, 0]: 12.244689632138986  [50, 0]: 12.244689632138984  [51, 0]: 12.244689632138986  [52, 0]: 12.244689632138986  [53, 0]: 12.244689632138986  [54, 0]: 12.244689632138986  [55, 0]: 12.244689632138986  [56, 0]: 12.244689632138986 nPoints: 57 nVars: 1 k: 4 restarts: 1 Can you reproduce this situation? I understand that this doesn't really constitute "good data", but unfortunately, I don't have a lot of control on the input values, they can be as meaningless as in this case. Currently I'm just filtering when there are less distinct values than clusters. I'm probably changing this to require some higher minimum range between the values and hope to avoid such situations. I'm running the program in Vista 64bit and use VS2010 and .Net 4.
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481	[ALGLIB] Optimization	minor	always	2012-08-03 14:37	2012-08-03 15:02
Reporter:	GrigoriyF	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	assigned	Product Version:	3.6.0
Product Build:		Resolution:	open
Projection:	none
ETA:	none
Programming language:	C#
Summary:	minbleicrestartfrom(state, x) does not assign state.x
Description:	The function alglib.minbleicrestartfrom(state, x) does not assign a value x to state.x, so it is not possible to launch BLEIC optimization with a prespecified starting point.
Steps To Reproduce:
Additional Information:
Attached Files:

Notes
(0000059) SergeyB    2012-08-03 15:02	No, it assigns s.startx (field which is used when we start optimization). So algorithm should restart correctly from specified point. Can you post code which reproduces this bug?

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462	[ALGLIB] Linear algebra	feature	have not tried	2012-06-29 18:06	2012-07-26 14:52
Reporter:	SergeyB	Platform:
Assigned To:	Leo	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: sparse matrix improvements
Description:	New sparse matrix functions * SparseGetRow() allows to read I-th row from CRS representation * SparseConvertToHash() allows to perform in-place conversion of the sparse matrix to Hash table storage format * SparseCopyToHash() and SparseCopyToCRS() allow to perform out-of-place conversion of the sparse matrix to another storage format * SparseGetType(), SparseIsHash(), SparseIsCRS() functions allow to determine sparse storage type Performance improvements: * SparseRewriteExisting() now has O(logN) performance for CRS matrices
Steps To Reproduce:
Additional Information:
Attached Files:

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456	[ALGLIB] General	feature	have not tried	2012-05-15 10:06	2012-07-26 13:45
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	assigned	Product Version:
Product Build:		Resolution:	open
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	Add support for NumPy arrays
Description:	Support for NumPy arrays
Steps To Reproduce:
Additional Information:
Attached Files:	xalglib.py_v2.tar.bz2 (37 KB) 2012-05-22 15:07

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427	[ALGLIB] Optimization	feature	have not tried	2012-01-16 12:59	2012-07-05 14:27
Reporter:	SergeyB	Platform:
Assigned To:	Leo	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: verification of the user-supplied gradient (LSFit, MinLM, MinBLEIC, MinCG, MinLBFGS)
Description:	Optional verification of the user-supplied gradient, allows to detect errors in the analytic derivatives (quite common problem in the optimization).
Steps To Reproduce:
Additional Information:
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465	[ALGLIB] Interpolation	feature	have not tried	2012-07-03 15:05	2012-07-04 16:54
Reporter:	SergeyB	Platform:
Assigned To:	Leo	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: 3D splines
Description:	Implemented: * trilinear 3D splines * support for scalar and vector-valued models * trilinear resampling (grid conversion)
Steps To Reproduce:
Additional Information:
Attached Files:

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464	[ALGLIB] Interpolation	feature	have not tried	2012-07-03 15:05	2012-07-03 17:13
Reporter:	SergeyB	Platform:
Assigned To:	Leo	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: vector-valued 2D splines
Description:	Spline2D unit now supports vector-valued 2D splines (both bilinear and bicubic ones).
Steps To Reproduce:
Additional Information:
Attached Files:

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455	[ALGLIB] Interpolation	tweak	have not tried	2012-05-15 10:05	2012-07-03 15:04
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	fixed
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	FIXED: incorrect handling of multilayer RBF models without nonlinear layers
Description:	RBF-ML algorithm builds combined model, which has one linear layer and NLayers nonlinear layers. Unfixed version of the algorithm built zero (empty) model when called with NLayers=0 (no nonlinear layers). However, even when we have NLayers=0, there is linear layer which MUST be built (which was not done in the unfixed algorithm). After this fix algorithm builds pure linear model when called with NLayers=0.
Steps To Reproduce:
Additional Information:
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457	[ALGLIB] Linear algebra	feature	have not tried	2012-05-24 16:21	2012-06-29 18:34
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: new functionality for sparse matrices
Description:	New functionality: * efficient O(logN) SparseGet() for matrices stored in CRS format * SparseRewriteExisting() - function for thread-safe modification of the already existing (non-zero) elements of the sparse matrix * SparseEnumerate() function for efficient enumeration of non-zero elements
Steps To Reproduce:
Additional Information:
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458	[ALGLIB] Linear algebra	feature	have not tried	2012-06-18 10:35	2012-06-29 10:53
Reporter:	SergeyB	Platform:
Assigned To:	Leo	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: minor tweak of the random matrix generator
Description:	Random matrix generator (matgen subpackage of the LinAlg package) now enforces strict symmetry (conjugate symmetry) of the matrices being generated, up to the last significant bit.
Steps To Reproduce:
Additional Information:
Attached Files:

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ID:	Category:	Severity:	Reproducibility:	Date Submitted:	Last Update:
454	[ALGLIB] Spec.functions	major	always	2012-05-08 20:43	2012-06-29 10:33
Reporter:	exp_1	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	fixed
Projection:	none
ETA:	none
Programming language:	All
Summary:	FIXED: big in the ErrorFunction() (about 1E-10 in magnitude)
Description:	Erf function returns incorrect results. Error is about 1e-10. Sing is lost in constant 0.288805137207594084924010. Must be -0.288805137207594084924010. For example, in Delphi file normaldistr.pas Wrong code: P := 0.288805137207594084924010+XSq*P; Correct code: P := -0.288805137207594084924010+XSq*P; Files affected: cpp\src\specialfunctions.cpp csharp\src\specialfunctions.cs ipython\csharp-src\specialfunctions.cs vbnet\csharp-src\specialfunctions.cs cpython\core\src\normaldistr.c vb6\src\normaldistr.bas freepascal\src\normaldistr.pas delphi\src\normaldistr.pas
Steps To Reproduce:
Additional Information:	Proof: See: http://www.wolframalpha.com/input/?i=erf%284%2F10%29 Now erf(0.4) =0.42839235536425169 Must be 0.4283923550466684551036038453201724441218629285225903... Correcting =0.42839235504666845
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ID:	Category:	Severity:	Reproducibility:	Date Submitted:	Last Update:
459	[ALGLIB] Linear algebra	minor	always	2012-06-18 17:05	2012-06-28 18:10
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:	3.5.0
Product Build:		Resolution:	fixed
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	FIXED: minor inefficiency in the norm estimator
Description:	Algorithm always (independently of user settings) used one initial vector instead of trying several vectors to choose better. Fixed in the new version of ALGLIB. Several tests were added which performed statistical analysis of the algorithm performance to detect this issue.
Steps To Reproduce:
Additional Information:
Attached Files:

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ID:	Category:	Severity:	Reproducibility:	Date Submitted:	Last Update:
461	[ALGLIB] Interpolation	feature	have not tried	2012-06-28 17:20	2012-06-28 17:20
Reporter:	SergeyB	Platform:
Assigned To:	Leo	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: monotone spline interpolation
Description:	Spline construction subrouitne which builds monotone cubic Hermite interpolant. This interpolant is monotonic in [x(0),x(n-1)] and is constant outside of this interval. In case y[] form non-monotonic sequence, piecewise monotonic interpolant is constructed. Say, for x=(0,1,2,3,4) and y=(0,1,2,1,0) interpolant will monotonically grow at [0..2] and monotonically decrease at [2..4].
Steps To Reproduce:
Additional Information:
Attached Files:

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ID:	Category:	Severity:	Reproducibility:	Date Submitted:	Last Update:
449	[ALGLIB] Optimization	feature	have not tried	2012-02-29 14:01	2012-06-27 12:22
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: MinQP optimizer with support for general linear equality/inequality constraints
Description:	Improved version of MinQP optimizer: * support for arbitrary combination of boundary, linear equality, linear inequality constraints * combination of the active set method and augmented Lagrangian is used to solve QP subproblems
Steps To Reproduce:
Additional Information:
Attached Files:

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ID:	Category:	Severity:	Reproducibility:	Date Submitted:	Last Update:
430	[ALGLIB] Interpolation	feature	have not tried	2012-01-17 11:01	2012-03-27 10:30
Reporter:	SergeyB	Platform:
Assigned To:	Leo	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: RBF model
Description:	RBF model for interpolation in 2 and 3-dimensional spaces, which: * supports Gaussian RBF's with additional linear term * supports scattered interpolation with two algorithms: ** RBF-QNN - suited for approximately uniformly distributed points, perfect fit ** RBF-ML - multilayer RBF model which is able to fit any distribution of points, and can solve problems in the least squares sense (imperfect fit) with controllable amount of smoothing * supports interpolation of scalar and vector functions * can calculate function values at arbitrary points and on regular grids * supports serialization * uses efficient O(N*logN) algorithms to build model, suited for interpolation of very large datasets (100000 points and even more)
Steps To Reproduce:
Additional Information:
Attached Files:

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ID:	Category:	Severity:	Reproducibility:	Date Submitted:	Last Update:
451	[ALGLIB] General	feature	have not tried	2012-03-05 12:01	2012-03-23 13:08
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	fixed
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	Fix issue with documentation
Description:	Clarify that C++ version needs compilation of .cpp files - not inclusion.
Steps To Reproduce:
Additional Information:
Attached Files:

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ID:	Category:	Severity:	Reproducibility:	Date Submitted:	Last Update:
450	[ALGLIB] Optimization	minor	have not tried	2012-03-05 10:24	2012-03-05 10:24
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	fixed
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	FIXED: bug in the MinQP optimizer
Description:	Previous version of the MinQP optimizer with non-guaranteed descent was auick, but failed to solve some problems because of eternal cycle. New version of the optimizer guarantees at least small progress per iteration and should find solution within finite number of iterations.
Steps To Reproduce:
Additional Information:
Attached Files:

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ID:	Category:	Severity:	Reproducibility:	Date Submitted:	Last Update:
416	[ALGLIB] Linear algebra	feature	have not tried	2011-12-12 11:11	2012-02-15 10:22
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	assigned	Product Version:
Product Build:		Resolution:	open
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	LinCG and LinLSQR: support for callbacks
Description:	Add ability to work with matrices given by matrix-vector product operator.
Steps To Reproduce:
Additional Information:
Attached Files:

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446	[ALGLIB] Linear algebra	feature	have not tried	2012-02-09 14:50	2012-02-14 11:29
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: matrix norm estimator
Description:	Iterative estimator for norms of the sparse real matrices. Can be used to estimate norms of both square and rectangular matrices.
Steps To Reproduce:
Additional Information:
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436	[ALGLIB] Data analysis	minor	have not tried	2012-01-17 11:35	2012-02-08 16:47
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	fixed
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	FIXED: issue in MLPTrainES()
Description:	Failure to converge to the optimal point
Steps To Reproduce:
Additional Information:
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404	[ALGLIB] Interpolation	minor	always	2011-10-17 15:48	2012-02-03 14:05
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	fixed
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	FIXED: minor bugs in Spline1D subpackage
Description:	Fixed two bugs: * Spline1DLinTransX() did not correctly handled non-smooth (piecewise linear) splines * Spline1DBuildCubic() with periodic boundary conditions did not correctly handled input data with omitted last Y value (rare case, but should be handled correctly)
Steps To Reproduce:
Additional Information:
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445	[ALGLIB] Data analysis	feature	have not tried	2012-02-01 17:29	2012-02-01 17:29
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	TWEAK: support for empty KD-trees
Description:	Added support for zero-sized KD-trees, i.e. trees which were built from zero dataset.
Steps To Reproduce:
Additional Information:
Attached Files:

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420	[ALGLIB] Optimization	major	have not tried	2012-01-05 23:45	2012-01-20 10:39
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	fixed
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	FIXED: BLEIC optimizer can fail when started from infeasible point
Description:	Feasibility solver used by BLEIC had flaw in the algorithm which prevented it from finding feasible points in some circumstances. It was replaced by better algorithm with guaranteed convergence (unless problem is so ill-conditioned that it is impossible to find feasible point because of rounding errors).
Steps To Reproduce:
Additional Information:
Attached Files:

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435	[ALGLIB] Linear algebra	feature	have not tried	2012-01-17 11:31	2012-01-17 11:31
Reporter:	SergeyB	Platform:
Assigned To:	Leo	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: sparse LSQR solver
Description:	Sparse solver which works with matrices represented by SparseMatrix structure and can solve: * square non-symmetric non-degenerate problems * non-square non-degenerate problems (least squares solution is returned) This solvers avoid squaring of condition number when working with least squares problem. Thus, it is better suited for solution of least squares problems than CG on normal equations. However, algorithm should be used with caution on rank-deficient or ill conditioned problems.
Steps To Reproduce:
Additional Information:
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434	[ALGLIB] Linear algebra	feature	have not tried	2012-01-17 11:26	2012-01-17 11:27
Reporter:	SergeyB	Platform:
Assigned To:	Leo	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: sparse linear CG optimizer
Description:	Sparse linear CG optimizer, which works with matrices stored in the SparseMatrix structure.
Steps To Reproduce:
Additional Information:
Attached Files:

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410	[ALGLIB] Linear algebra	feature	have not tried	2011-10-24 17:53	2012-01-17 11:22
Reporter:	SergeyB	Platform:
Assigned To:	Leo	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: sparse matrices
Description:	Sparse matrix structure which supports: * improved CRS format (for memory efficient operations) and Hash-Table representation (easy to use format, intended to simplify matrix creation) * basic operations with elements: Set, Get, Add * linear matrix-vector operations: A*x, A'*x, simultaneous calculation of both products * linear matrix-matrix operations * operations with symmetric matrices given by lower or upper triangle only
Steps To Reproduce:
Additional Information:
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403	[ALGLIB] Statistics	feature	N/A	2011-10-02 23:45	2012-01-17 11:21
Reporter:	SergeyB	Platform:
Assigned To:	Leo	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: separate functions for mean, variance, standard deviation
Description:	Separate functions for calculations of mean, variance and standard deviation. See http://forum.alglib.net/viewtopic.php?f=2&t=452 for rationale.
Steps To Reproduce:
Additional Information:
Attached Files:

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433	[ALGLIB] General	feature	have not tried	2012-01-17 11:20	2012-01-17 11:20
Reporter:	SergeyB	Platform:
Assigned To:	Leo	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: generation of random values from continuous/discrete distribution given by finite samples
Description:	Two new functions - HQRNDDiscrete and HQRNDContinuous - which can be used to generate random values from continuous/discrete distribution given by finite samples.
Steps To Reproduce:
Additional Information:
Attached Files:

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432	[ALGLIB] Data analysis	feature	have not tried	2012-01-17 11:16	2012-01-17 11:17
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: SMA, EMA, LRMA filters
Description:	Filters used to smooth variations in time series data: * simple moving averages * exponential moving averages * linear regression moving averages
Steps To Reproduce:
Additional Information:
Attached Files:

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419	[ALGLIB] Linear algebra	minor	have not tried	2011-12-22 11:52	2011-12-22 11:53
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	fixed
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	FIXED: inconvergence of the low-accuracy version of bidiagonal SVD
Description:	Bidiagonal QR SVD provided by LAPACK has two version - high accuracy but slow one (TOL>0), and moderate accuracy but quick one (TOL<0). Quick version in some very rare circumstances fails to converge. Currently it is unknown whether it is bug or intrinsic property of the algorithm. In order to make all SVD-dependent algorithms more stable quick version is silently replaced by the slower, but more robust one.
Steps To Reproduce:
Additional Information:
Attached Files:

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251	[ALGLIB] Statistics	feature	have not tried	2009-12-27 12:10	2011-11-02 15:45
Reporter:	SergeyB	Platform:
Assigned To:	Leo	OS:
Priority:	none	OS Version:
Status:	assigned	Product Version:
Product Build:		Resolution:	open
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	Generation of random variables...
Description:	...from distributions represented by random sample. Discrete distribution - we select one element from sample Continuous - we generate random real R from 0 to 1, and calculate R-quantile of distribution. Generate: * both one value and vector Add this to HQRND unit.
Steps To Reproduce:
Additional Information:
Attached Files:

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412	[ALGLIB] Linear algebra	feature	have not tried	2011-10-26 17:16	2011-10-26 17:16
Reporter:	SergeyB	Platform:
Assigned To:	Leo	OS:
Priority:	normal	OS Version:
Status:	assigned	Product Version:
Product Build:		Resolution:	open
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	User-friendly BLAS
Description:	in development
Steps To Reproduce:
Additional Information:
Attached Files:

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405	[ALGLIB] General	feature	have not tried	2011-10-17 15:58	2011-10-18 11:05
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: serialization of data analysis structures
Description:	Implemented: * serialization of decision forests * serialization of KD-trees * serialization neural networks Serialization is implemented in the portable manner, i.e. serialized structures can be moved between different machines and even versions of ALGLIB for different languages. Development of this addition was funded by IDx LLC - a company which used ALGLIB classification features for analysis of medical data.
Steps To Reproduce:
Additional Information:
Attached Files:

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408	[ALGLIB] General	feature	have not tried	2011-10-18 11:04	2011-10-18 11:05
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: SSE2 support for GCC/SunStudio
Description:	ALGLIB for C++ now supports SSE2 under GCC and Sun Studio (previous version supported MSVC only).
Steps To Reproduce:
Additional Information:
Attached Files:

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409	[ALGLIB] Data analysis	feature	have not tried	2011-10-18 11:05	2011-10-18 11:05
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: Markov Chains for Population Data
Description:	New data analysis algorithm was added - Markov Chains for Population/proportional Data (MCPD) solver. This solver can be used for portfolio analysis, when you want to restore hidden transition matrix using aggregated portfolio data.
Steps To Reproduce:
Additional Information:
Attached Files:

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407	[ALGLIB] Optimization	feature	have not tried	2011-10-17 16:11	2011-10-17 16:11
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: numerical differentiation support
Description:	All optimizers (BLEIC, CG, L-BFGS, LM) now support numerical differentiation. Only fixed step size is supported, but it can be different for different variables. Numerical differentiation allows fast prototyping when solving small and moderately dimensioned problems.
Steps To Reproduce:
Additional Information:
Attached Files:

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406	[ALGLIB] Optimization	feature	have not tried	2011-10-17 16:10	2011-10-17 16:10
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: optimization of functions with singularities
Description:	Optimization algorithms now can find extrema of functions with singularities (as long as correct values are returned near the singular point, and +INF is returned exactly at the singularity). Special post-processing is applied to the function value in order to prevent overflow.
Steps To Reproduce:
Additional Information:
Attached Files:

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401	[ALGLIB] Optimization	minor	always	2011-08-05 11:03	2011-10-17 15:56
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	All
Summary:	FIXED: bug in LM optimizer
Description:	Numerical differentiation version of the LM optimizer implicitly assumed that if you have all variables constrained to one fixed value with constraints like ai<=xi<=ai, then initial value of xi MUST be equal to ai. When this assumption was violated, algorithm converged to the wrong point.
Steps To Reproduce:
Additional Information:
Attached Files:

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365	[ALGLIB] Interpolation	feature	have not tried	2010-07-31 23:01	2011-10-17 15:51
Reporter:	SergeyB	Platform:
Assigned To:	Leo	OS:
Priority:	normal	OS Version:
Status:	assigned	Product Version:
Product Build:		Resolution:	open
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	New 1D spline operations
Description:	* list of local extremums * list of zeros
Steps To Reproduce:
Additional Information:
Attached Files:

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399	[ALGLIB] Integration	crash	always	2011-05-11 12:23	2011-05-14 17:54
Reporter:	Gideon	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:	3.3.0
Product Build:		Resolution:	fixed
Projection:	none
ETA:	none
Programming language:	C#
Summary:	FIXED: autogkintegrate crashes on certain function spaces for no apparent reason
Description:	I am using alglib.autogksmooth and autogkintegrate to integrate a function f(x). f(x) is smooth and continuous. Autogkintegrate runs out of memory on certain values of x but exceeds on most other values.
Steps To Reproduce:
Additional Information:	For example x=3.34 works within 255 function evaluations, x=3.35 crashes (i.e. endless function evaluations), x=3.5 works. I will send a sample app to illustrate the error.
Attached Files:

Notes
(0000054) SergeyB    2011-05-14 17:54	Function being integrated contains small numerical noise which confuses criteria used to stop algorithm once it achieves desired accuracy. In order to fix this bug two changes were introduced: a) inner stopping condition was made less strict b) upper limit on number of iterations was imposed

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398	[ALGLIB] Optimization	feature	have not tried	2011-04-25 21:06	2011-04-25 21:06
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: BLEIC optimizer uses faster and more robust algo
Description:	BLEIC (boundary and linearly constrained optimizer) was switched to more robust algorithm from active set family of methods.
Steps To Reproduce:
Additional Information:
Attached Files:

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397	[ALGLIB] Optimization	feature	have not tried	2011-04-25 21:04	2011-04-25 21:04
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: LSFit improvements
Description:	LSFit subpackage now supports: * boundary constraints * scaling
Steps To Reproduce:
Additional Information:
Attached Files:

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396	[ALGLIB] Optimization	feature	have not tried	2011-04-25 21:03	2011-04-25 21:03
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: MinLM improvements
Description:	MinLM subpackage now supports: * boundary constraints * scaling
Steps To Reproduce:
Additional Information:
Attached Files:

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395	[ALGLIB] Optimization	feature	have not tried	2011-04-25 21:01	2011-04-25 21:01
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: quadratic programming support
Description:	Dense convex quadratic programming with boundary constraints.
Steps To Reproduce:
Additional Information:
Attached Files:

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394	[ALGLIB] Optimization	minor	have not tried	2011-04-25 20:59	2011-04-25 21:00
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: L-BFGS improvements
Description:	Following features were implemented: * diagonal preconditioner * scaling
Steps To Reproduce:
Additional Information:
Attached Files:

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393	[ALGLIB] Optimization	feature	have not tried	2011-04-25 20:58	2011-04-25 20:58
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: MinCG improvements
Description:	Following features were implemented: * diagonal preconditioner * scaling * automatic reset after N iterations
Steps To Reproduce:
Additional Information:
Attached Files:

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392	[ALGLIB] Linear algebra	feature	have not tried	2010-12-29 13:28	2010-12-29 13:29
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: limited support for SSE2
Description:	ALGLIB for C++ now supports SSE2 intrinsics. SSE2 support is still in the experimental phase, in the current release it is accessible to the MSVC users only.
Steps To Reproduce:
Additional Information:
Attached Files:

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391	[ALGLIB] Optimization	feature	have not tried	2010-12-29 13:27	2010-12-29 13:27
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: nonlinear CG improvements
Description:	Improvements in the nonlinear CG optimizer: * user can "suggest" initial length for a step * algorithm is much more better at detection of eternal loops caused by too stringent stopping conditions
Steps To Reproduce:
Additional Information:
Attached Files:

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390	[ALGLIB] Optimization	feature	have not tried	2010-12-29 13:24	2010-12-29 13:24
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: optimization with linear equality/inequality constraints
Description:	BLEIC (Boundary, Linear Equality and Inequality Constrained) optimizer can be used for optimization subject to arbitrary combination of boundary, linear equality and linear inequality constraints.
Steps To Reproduce:
Additional Information:
Attached Files:

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357	[ALGLIB] Linear algebra	feature	have not tried	2010-06-28 20:38	2010-11-28 22:53
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	assigned	Product Version:
Product Build:		Resolution:	open
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	User-friendly BLAS
Description:	* operations with matrices with much more simpler interface than that of ABLAS unit: add, sub, FMA * high-level operations: sin/cos/exp/pow/...
Steps To Reproduce:
Additional Information:
Attached Files:

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373	[ALGLIB] Linear algebra	feature	have not tried	2010-08-24 23:06	2010-11-28 22:52
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	assigned	Product Version:
Product Build:		Resolution:	open
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	Pseudoinverse
Description:	real
Steps To Reproduce:
Additional Information:
Attached Files:

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389	[ALGLIB] Optimization	feature	have not tried	2010-11-28 22:52	2010-11-28 22:52
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	assigned	Product Version:
Product Build:		Resolution:	open
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	Optimization improvements
Description:	* ability to report errors on unbounded functions (CG, L-BFGS, ASA, MINLM, BLEIC) * BLEIC: exponential modified barrier functions and adaptive control over Mu (slower decrease in case we've accidentally moved deeply into infeasible area)
Steps To Reproduce:
Additional Information:
Attached Files:

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385	[ALGLIB] Interpolation	feature	have not tried	2010-10-28 17:01	2010-11-01 14:03
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: new curve fitting algorithm
Description:	IMPLEMENTED: curve fitting by penalized regression splines. This algorithm is more robust, tunable and easier to use than cubic/Hermite regression splines without penalty function.
Steps To Reproduce:
Additional Information:
Attached Files:

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388	[ALGLIB] Statistics	feature	have not tried	2010-11-01 14:02	2010-11-01 14:03
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: new covariance/correlation functions
Description:	New functions for calculation of covariance/correlation: * calculation of covariance/correlation matrices (both Pearson and Spearman matrices can be calculated). * calculation of cross-covariance/cross-correlation matrices (both Pearson and Spearman matrices can be calculated). Cache-oblivious code is used in both cases which can efficiently work with large matrices which do not fit into CPU cache.
Steps To Reproduce:
Additional Information:
Attached Files:

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387	[ALGLIB] Optimization	feature	have not tried	2010-10-28 17:09	2010-10-28 17:10
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: Cholesky preconditioner for L-BFGS algorithm
Description:	L-BFGS optimizer now supports dense Cholesky preconditioners (can be useful if you have approximate quadratic model of a function and want to do L-BFGS optimization using it).
Steps To Reproduce:
Additional Information:
Attached Files:

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386	[ALGLIB] Interpolation	feature	have not tried	2010-10-28 17:06	2010-10-28 17:06
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: improved resampling with cubic splines
Description:	IMPLEMENTED: grid conversion functions spline1dcubicconv(), spline1dcubicconvdiff() and spline1dcubicconvdiff2() can now convert from large grids to small ones (previous version supported conversion to grids of same size or larger, but not reverse conversion).
Steps To Reproduce:
Additional Information:
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384	[ALGLIB] Interpolation	feature	have not tried	2010-10-28 16:55	2010-10-28 16:55
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: improvements in the nonlinear least squares solver
Description:	NLS solver now can solve gradient-free problems. User supplies function being fitted, ALGLIB automatically calculates derivatives using combination of numerical differentiation and secant updates.
Steps To Reproduce:
Additional Information:
Attached Files:

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383	[ALGLIB] Optimization	feature	have not tried	2010-10-28 16:52	2010-10-28 16:53
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: improvements in the Levenberg-Marquardt optimizer
Description:	New optimization mode: "V", Jacobian-free optimization. Functions vector only is used; combination of numerical differentiation and secant updates is used to calculate accurate and quick estimates of Jacobian. We've also introduced two modes - "VJ" and "VGJ", which are intended to replace "FJ" and "FGJ" modes (they are considered obsolete, but still supported). The only difference is that former ones accept function vector while latter use merit function (squared norm of function vector). We've decided to add new modes because function vector is more informative than merit function, and we can apply more optimizations and acceleration techniques with this kind of information about function.
Steps To Reproduce:
Additional Information:
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382	[ALGLIB] Interpolation	feature	have not tried	2010-10-28 16:46	2010-10-28 16:46
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	fixed
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: barycentric-power conversion, barycentric-Chebyshev conversion
Description:	IMPLEMENTED: functions for conversions between barycentric and power basis representations, and between barycentric and Chebyshev representations. Both forward and backward conversions are supported.
Steps To Reproduce:
Additional Information:
Attached Files:

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381	[ALGLIB] General	minor	have not tried	2010-10-28 16:44	2010-10-28 16:44
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	fixed
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	TWEAK: better detection of IEEE special quantities
Description:	One more bug in old GCC that was triggered by code for detection of architecture features. Although it was compiler bug, not ALGLIB bug, we've decided to rewrite ALGLIB code for detection of IEEE special quantities.
Steps To Reproduce:
Additional Information:
Attached Files:

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379	[ALGLIB] General	tweak	have not tried	2010-09-30 10:39	2010-09-30 10:39
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	fixed
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	FIXED: minor tweak in detection of IEEE special quantities
Description:	Detection of IEEE special quantities in the 3.0.0.RC1 was unreliable when ALGLIB was compiled with heavy optimization settings (-xO5 for Sun Studio, -Os for GCC). In both cases subtle bugs in compilers was discovered (incorrect handling of volatile modifier; bugs when dealing with pointers to local variables). In order to avoid triggering these bugs ALGLIB code was rewritten in a manner which was perfectly understandable by both compilers.
Steps To Reproduce:
Additional Information:
Attached Files:

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378	[ALGLIB] Optimization	feature	have not tried	2010-09-30 10:33	2010-09-30 10:33
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	OPTIMIZATION: better step length selection for CG-based algorithms
Description:	CG-based algorithms (ASA and CG) use better step selection procedure (step length from previous iteration is used as initial estimate).
Steps To Reproduce:
Additional Information:
Attached Files:

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377	[ALGLIB] General	feature	have not tried	2010-09-30 10:28	2010-09-30 10:28
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: internal sorting improvements
Description:	All interpolation algorithms which sort nodes have become slightly faster.
Steps To Reproduce:
Additional Information:
Attached Files:

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376	[ALGLIB] Interpolation	feature	have not tried	2010-09-30 10:26	2010-09-30 10:26
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: grid conversion and differentiation functions for 1-dimensional splines
Description:	A bunch of new functions: * Spline1DGridDiff() and Spline1DGridDiff2() - for fast and convenient calculation of spline derivatives in the grid nodes * Spline1DConv(), Spline1DConvDiff(), Spline1DConvDiff2() - for fast and convenient conversion from one grid to another with cubic splines (with optional differentiation)
Steps To Reproduce:
Additional Information:
Attached Files:

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354	[ALGLIB] Interpolation	feature	have not tried	2010-06-23 21:08	2010-09-20 12:43
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	assigned	Product Version:
Product Build:		Resolution:	open
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	Fitting functions for important special cases
Description:	* fitting by sphere * total least squares straight line * fitting by Gaussian (with offset, without offset, with prescribed coefficients) * 4-PL and 5-PL logistic curves
Steps To Reproduce:
Additional Information:
Attached Files:

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375	[ALGLIB] Interpolation	feature	have not tried	2010-09-02 11:12	2010-09-02 11:12
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	INCOMPATIBLE: nonlinear fitting functions were renamed
Description:	LSFitNonlinear???() functions were renamed to LSFit???() to make their names compatible with naming conventions used by Optimization package.
Steps To Reproduce:
Additional Information:
Attached Files:

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371	[ALGLIB] Solvers	feature	have not tried	2010-08-24 22:13	2010-08-24 22:14
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: nonlinear solver
Description:	New nonlinear Levenberg-Marquardt-like solver was implemented. Its essential features are: * weak requirements on the system being solved (Jacobian non-singularity assumption is dropped) * global convergence * quadratic convergence in the neighborhood of solution * same set of additional options as for optimization algorithms: reports, limit on step size, efficient restarts
Steps To Reproduce:
Additional Information:
Attached Files:

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370	[ALGLIB] Optimization	feature	have not tried	2010-08-24 22:08	2010-08-24 22:09
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: buffered functions for optimization algorithms
Description:	Optimization algorithms have functions with common names like 'ALGONAMEResults' which were used to get algorithm result. These functions have output parameter X - array, which gets reallocated on each call (because of semantics of these functions). This fix adds new family of functions - 'ALGONAMEResultsBuf', which takes preallocated buffer (and reallocates it, if too small). It allows to save time when algorithm is used from inner cycle of another performance critical algorithm.
Steps To Reproduce:
Additional Information:
Attached Files:

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369	[ALGLIB] General	feature	have not tried	2010-08-24 22:01	2010-08-24 22:02
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	INCOMPATIBLE: changes in 'nearestneighbor' unit
Description:	Backward compatible changes: * buffered query functions were added. These functions can use preallocated buffer (which is automatically reallocated, if it is too small), which reduces number of dynamic allocations and increases overall performance * better detection of errors in input parameters Incompatible changes: * functions from 'KDTreeQueryResults' family do NOT return result size K anymore. This value is already returned by functions from 'KDTreeQuery' family, so there are no reasons to duplicate it.
Steps To Reproduce:
Additional Information:
Attached Files:

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353	[ALGLIB] General	feature	have not tried	2010-06-15 18:57	2010-08-24 21:52
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: improved support for IEEE special quantities
Description:	Several units now support detection of IEEE special quantities in the input data. These units are polint, ratint, matdet, matinv.
Steps To Reproduce:
Additional Information:
Attached Files:

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358	[ALGLIB] Linear algebra	feature	have not tried	2010-06-28 21:12	2010-08-24 21:49
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	high	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	INCOMPATIBLE: support for LDLT factorization is dropped from ALGLIB 3.0
Description:	LDLT factorization is dropped from ALGLIB 3.0
Steps To Reproduce:
Additional Information:
Attached Files:

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367	[ALGLIB] TODOs	minor	have not tried	2010-08-24 08:58	2010-08-24 21:46
Reporter:	Peter Cusack	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	fixed
Projection:	none
ETA:	none
Programming language:	VBA
Summary:	FIXED: documentation bug
Description:	The description of the complex number routines in visual basic defines the addition routines as multiplications. "Public Function C_Add(Z1 As Complex Z2 As Complex):Complex Public Function C_AddR(Z1 As Complex R As Double):Complex Calculate Z1*Z2 or Z1*R."
Steps To Reproduce:
Additional Information:
Attached Files:

Notes
(0000053) SergeyB    2010-08-24 21:46	Thanks, it is fixed. alglib-2.6.0.vb6.zip now contains fixed manual.

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348	[ALGLIB] Optimization	feature	have not tried	2010-06-03 13:26	2010-08-01 13:29
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: RestartFrom() functionality for optimizers
Description:	All optimizers can be restarted from new point without allocating new optimizer object. It allows to significantly increase performance when solving many sequential optimization problems with same sizes.
Steps To Reproduce:
Additional Information:
Attached Files:

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363	[ALGLIB] Statistics	major	have not tried	2010-07-30 16:19	2010-07-30 16:20
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	fixed
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	FIXED: bug in UnequalVarianceTTest
Description:	Degrees of freedom for t-statistic were incorrectly calculated. Thanks to Gerhard Vogt for pointing out this bug.
Steps To Reproduce:
Additional Information:
Attached Files:

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360	[ALGLIB] Spec.functions	tweak	have not tried	2010-07-01 21:09	2010-07-01 21:09
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	INCOMPATIBLE: renamed several special functions
Description:	Due to name conflicts with C standard library following names were changed: * Gamma => GammaFunction * Erf => ErrorFunction * ErfC => ErrorFunctionC
Steps To Reproduce:
Additional Information:
Attached Files:

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282	[ALGLIB] Linear algebra	tweak	have not tried	2010-01-29 21:44	2010-06-28 12:29
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	assigned	Product Version:
Product Build:		Resolution:	open
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	Symmetric random matrix must be exactly symmetric
Description:	it must be checked in unit test
Steps To Reproduce:
Additional Information:
Attached Files:

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333	[ALGLIB] AlgoPascal	feature	have not tried	2010-05-18 19:59	2010-06-16 10:52
Reporter:	artyomstv	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	assigned	Product Version:
Product Build:		Resolution:	open
Projection:	none
ETA:	none
Programming language:	C++
Summary:	ap::complex power
Description:	It is useful to implement pow method for ap::complex class, like: complex& operator^=(const double& p) {     double r = pow(sqrt(x*x + y*y), p);     double phi = p * (x >= 0. ? atan(y/x) : (y >= 0. ? atan(y/x) + M_PI : atan(y/x) - M_PI));     x = r * cos(phi);     y = r * sin(phi);     return *this; };
Steps To Reproduce:
Additional Information:
Attached Files:

Notes
(0000051) SergeyB    2010-05-19 08:45	Something like this will be added in the next release, thanks!

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214	[ALGLIB] Statistics	feature	have not tried	2009-12-03 18:32	2010-06-16 10:52
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	assigned	Product Version:
Product Build:		Resolution:	open
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	PCA using correlation matrix
Description:	todo
Steps To Reproduce:
Additional Information:
Attached Files:

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346	[ALGLIB] Interpolation	feature	have not tried	2010-05-31 18:38	2010-05-31 18:39
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	INCOMPATIBLE: Spline1DSerialize/Spline1DUnserialize were removed
Description:	Motivation: upcoming ALGLIB 3.0 release requires clean-up of ALGLIB source. ALGLIB 3.0 will contain totally new serialization framework which will be incompatible with old-styled serialization function.
Steps To Reproduce:
Additional Information:
Attached Files:

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344	[ALGLIB] Interpolation	feature	have not tried	2010-05-31 18:11	2010-05-31 18:11
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: parametric splines
Description:	2-dimensional and 3-dimensional parametric splines were implemented: * spline types - Catmull-Rom and cubic splines * boundary conditions - parabolically terminated or periodic (closed curves in 2D/3D) * parameterizations - uniform, chord length, centripetal * ability to calculate position corresponding to parameter value, tangents, derivatives of X/Y/Z-components with respect to parameter * ability to calculate arc length
Steps To Reproduce:
Additional Information:
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338	[ALGLIB] Interpolation	feature	have not tried	2010-05-27 19:29	2010-05-27 19:30
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: cubic spline improvements
Description:	* Catmull-Rom splines with periodic or non-periodic boundary conditions * Cubic splines now support periodic boundary conditions too
Steps To Reproduce:
Additional Information:
Attached Files:

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332	[ALGLIB] General	major	have not tried	2010-05-18 19:47	2010-05-26 12:34
Reporter:	artyomstv	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	fixed
Projection:	none
ETA:	none
Programming language:	C++
Summary:	FIXED: Mistake in C++ implementation of ap::complex::operator/=(complex& z)
Description:	Wrong code: if( fabs(z.y)<fabs(z.x) ){     e = z.y/z.x;     f = z.x+z.y*e;     result.x = (z.x+z.y*e)/f;     result.y = (z.y-z.x*e)/f; } else {     e = z.x/z.y;     f = z.y+z.x*e;     result.x = (z.y+z.x*e)/f;     result.y = (-z.x+z.y*e)/f; } Correct code: if( fabs(z.y)<fabs(z.x) ){     e = z.y/z.x;     f = z.x+z.y*e;     result.x = (x+y*e)/f;     result.y = (y-x*e)/f; } else {     e = z.x/z.y;     f = z.y+z.x*e;     result.x = (y+x*e)/f;     result.y = (y*e-x)/f; }
Steps To Reproduce:
Additional Information:	Have not checked any other operators. Maybe it is neccessary to check them.
Attached Files:

Notes
(0000050) SergeyB    2010-05-19 08:38	Fixed. Thanks for your bug report!

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329	[ALGLIB] Spec.functions	major	always	2010-05-07 22:52	2010-05-26 12:33
Reporter:	gighi	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:	2.5.0
Product Build:		Resolution:	fixed
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	FIXED: K-Means++: 'multiple restarts' doesn't work correctly
Description:	Hi, I have a problem regarding the K-Means++ implementation contained in ALGLIB. Please have a look at kmeans.cpp:238: if( ap::fp_less(e,ebest) ) {     copymatrix(ct, 0, k-1, 0, nvars-1, ctbest, 0, k-1, 0, nvars-1); } Now, if "e" is less then "ebest", the current table containing centroids is saved as the "best centroids set", but, as you can easily see, the variable "ebest" is never updated, so its value will always be "ap::maxrealnumber". As a consequence of this, the "number of restarts" of the algorithm is completely useless, because only the last iteration will be considered, even if it's not the best one. Am I wrong? This produces an output which is not the best one computed by the algorithm.
Steps To Reproduce:
Additional Information:
Attached Files:

Notes
(0000048) SergeyB    2010-05-10 23:01	Yes, you are perfectly right. Thanks for bug report. This issue will be fixed in the next release, which is scheduled for June, 1st.
(0000049) gighi    2010-05-14 21:42	Another thing: I think you should also add something like "xyc_best", because at this time the "xyc" vector is overwritten at every iteration, and so only the last one is reported as output, and that's not good for the same initial reason.
(0000052) SergeyB    2010-05-26 12:33	* issue is fixed in 2.6.0 * added unit test which checks for statistically significant difference between Restarts=1 and Restarts>1 (solution qualities are compared).

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327	[ALGLIB] Optimization	feature	have not tried	2010-04-12 11:23	2010-04-12 13:10
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: improved Levenberg-Marquardt optimizer
Description:	* improved interface (backward incompatible changes), default values are used to initialize algorithm parameters. Once MinLMState is initialized, parameters may be tuned with functions from MinLMSetXXXXXX() family. * MinLMXXX() is renamed to MinLMCreateXXX(). LMState is renamed to MinLMState. LMReport is renamed to MinLMReport. * ability to set maximum step (useful when minimizing fast growing functions)
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326	[ALGLIB] Optimization	feature	have not tried	2010-04-12 11:22	2010-04-12 13:09
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: improved L-BFGS optimizer
Description:	* improved interface (backward incompatible changes), default values are used to initialize algorithm parameters. Once MinLBFGSState is initialized, parameters may be tuned with functions from MinLBFGSSetXXXXXX() family. * MinLBFGS() is renamed to MinLBFGSCreateXXX(). LBFGSState is renamed to MinLBFGSState. LBFGSReport is renamed to MinLBFGSReport. Unit name is changed from LBFGS to MinLBFGS. * ability to set maximum step (useful when minimizing fast growing functions)
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319	[ALGLIB] Optimization	feature	have not tried	2010-03-26 21:46	2010-04-12 11:24
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: nonlinear conjugate gradient optimizer
Description:	Features: * two CG methods: DY and hybrid HS-DY * global convergence even on non-convex functions under mild conditions: grad(f) must be Lipschitz continuous in a neighborhood of a level set f(x)<f(x0).
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321	[ALGLIB] Optimization	feature	have not tried	2010-03-31 16:10	2010-04-12 11:24
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: bound constrained nonlinear optimizer
Description:	Bound constrained nonlinear optimizer: * both convex and nonconvex functions may be minimized * only Lipschitz continuity of the gradient is required * interleaved CG/GPA iterations are used. Gradient Projection Algorithm is used to identify (add/drop) active constraints, Conjugate Gradient method is used to optimized once constraints are identified
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325	[ALGLIB] Interpolation	feature	have not tried	2010-04-12 10:53	2010-04-12 10:53
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: improved inverse distance weighting interpolation
Description:	IDWINT unit contains one more interpolation mode: constant nodal functions + "all points within specified radius" selection criterion. It may be used with nonuniform distributions of points.
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324	[ALGLIB] Interpolation	feature	have not tried	2010-04-12 10:49	2010-04-12 10:49
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: improved nonlinear fitting
Description:	Two important improvements: * simpler interface (although slightly incompatible with previous one). Now you don't have to specify all optimization parameters in one call of LSFitNonlinearXXX(). All parameters are initialized by default values, which can be tuned later (if you really need it). * ability to set maximum step (duplicate of 0000322)
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322	[ALGLIB] Optimization	crash	always	2010-04-01 16:07	2010-04-12 10:42
Reporter:	senyai	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:	2.4.0
Product Build:		Resolution:	fixed
Projection:	none
ETA:	none
Programming language:	C++
Summary:	FIXED: crash in lsfitnonlineariteration function
Description:	ap::ap_error when bad values specified in vector of parameters being fitted. When c(2) at line 40 is 1.5 all is ok, when it is 5.5 there is a crash.
Steps To Reproduce:
Additional Information:	Looks like this issue was fixed, but I'm not sure.
Attached Files:	nonlinear_fit_test.cpp (2 KB) 2010-04-01 16:07

Notes
(0000046) SergeyB    2010-04-02 14:52	The error is caused by target function which has too wild gradient, which shoots algorithm too far from starting point, which in turn leads to overflow. More precisely, algorithm tries step about 1E24 in magnitude so it raises overflow on the second attempt to calculate target function. The only way to solve this problem is let algorithm restrict its steps so it won't cause overflow in one step. It will be implemented in the upcoming release, which will feature new L-BFGS/Levenberg-Marquardt API and new optimization algorithms (CG and bound constrained CG).
(0000047) SergeyB    2010-04-12 10:40	Fixed. Maximum step can be specified, so if your function have exponents inside which knocks current point too far, you can call SetStpMax() to guard algorithm steps.

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320	[ALGLIB] Linear algebra	minor	have not tried	2010-03-30 11:26	2010-03-30 11:27
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	fixed
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	FIXED: minor error in trfac.cpp unit
Description:	An out-of-bounds pointer was created by incorrect array access in several functions of trfac.cpp unit (this error is specific for C++ version). This pointer wasn't used for reads or writes, so error went unnoticed. However, when ALGLIB was compiled with AP_ASSERT symbol defined (usually it is turned off for performance reasons), an ap::ap_error exception was generated during attempt to do out-of-bounds operation with array (although this operation was just pointer generation - without actually using it).
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311	[ALGLIB] Interpolation	feature	have not tried	2010-03-04 17:13	2010-03-04 17:13
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: scattered interpolation/approximation using inverse distance weighting
Description:	Modified Shepard's algorithm was implemented The most important features are: * Local interpolation (interpolant value depends on nearest neighbors only) * Scalability: O(N*logN) construction time, O(logN) interpolation time * Ability to process scattered datasets; no special distribution of nodes is required * C1-continuity of interpolant (not guaranteed, but almost always)
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310	[ALGLIB] Data analysis	feature	have not tried	2010-03-04 17:06	2010-03-04 17:06
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: nearest neighbor search using kd-trees
Description:	Essential features are: * O(N*logN) construction time, O(logN) query time * several query types: k nearest neighbors, all neighbors within R-sphere, k approximate nearest neighbors * several norm types: 1-norm, 2-norm, inf-norm * ability to store both points themselves and labels: Y-values or integer tags
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308	[ALGLIB] Linear algebra	minor	have not tried	2010-02-23 11:24	2010-02-23 11:24
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	fixed
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	FIXED: minor bug in 'rotations' unit
Description:	Division by zero when passing to generaterotation() numbers whose squares are less than underflow threshold.
Steps To Reproduce:
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306	[ALGLIB] Linear algebra	feature	have not tried	2010-02-22 17:38	2010-02-22 17:38
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: improved real/complex QR
Description:	Improved real/complex QR: * Level 3 cache oblivious code * real/complex decompositions
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297	[ALGLIB] Linear algebra	feature	have not tried	2010-02-10 17:27	2010-02-10 17:28
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: new matrix inversion subroutines
Description:	New matrix inversion subroutines: * real/complex/SPD/HPD matrices * matrices may be given "as is" or by corresponding triangular factorization (LU/Cholesky) * overflow checks * built-in condition number estimation * cache-oblivious code relying on Level 3 ALGLIB BLAS
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292	[ALGLIB] Linear algebra	feature	have not tried	2010-02-05 15:52	2010-02-10 17:26
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: condition number estimation for triangular matrices
Description:	Matrix types: * upper or lower triangular * triangular or unitriangular
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293	[ALGLIB] Linear algebra	crash	always	2010-02-07 22:26	2010-02-08 10:38
Reporter:	wvd_vegt	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:	2.3.0
Product Build:		Resolution:	no change required
Projection:	none
ETA:	none
Programming language:	C#
Summary:	SVD Algorithhm crashes on array bounds
Description:	Hi, When i try to run an SVD the routine crashes on an array index out of bounds in Test method LsaTest.LsaTests.TestDecompose threw exception: System.IndexOutOfRangeException: De index ligt buiten de matrixgrenzen.. The error comes from the loop                 for(i_=1; i_<=nmip1;i_++)                 {                     t[i_] = a[i,i_+i1_];                 } where the i_ index runs from 0 to 25 (in the alglib svd test code) where the array is only 25 elements and start at 0 (so the index should run from 0..24).
Steps To Reproduce:
Additional Information:	Callstack: alglib.lq.lqdecomposition(Double[,]& a, Int32 m, Int32 n, Double[]& tau) in Alglib\lq.cs: line 285 alglib.svd.svddecomposition(Double[,] a, Int32 m, Int32 n, Int32 uneeded, Int32 vtneeded, Int32 additionalmemory, Double[]& w, Double[,]& u, Double[,]& vt) in Alglib\svd.cs: line 517 --<rest is from my test probject. Lsa.NET.Lsa.Decompose() in C:\Documents and Settings\veg\Mijn documenten\Visual Studio 2008\Projects\Lsa\lsa\Lsa.cs: line 942 LsaTest.LsaTests.TestDecompose() in C:\Documents and Settings\veg\Mijn documenten\Visual Studio 2008\Projects\Lsa\lsatest\LsaTests.cs: line 175 As you can see I compiled and ran a vs2k8 unit test (copied the code from the alglib test into it).
Attached Files:

Notes
(0000045) SergeyB    2010-02-08 10:38	It is not a bug. alglib.svd.svddecomposition is an obsolete routine which uses old 1-based notation from LAPACK. It accepts matrix with [1..N,1..N] numeration, not with [0..N-1,0..N-1] indexes. It was left for backward compatibility, new users should use rmatrixsvd which uses modern 0-based array indexes. P.S. looks like it is better to purge it from next release...

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265	[ALGLIB] Optimization	major	have not tried	2010-01-22 11:33	2010-01-29 21:37
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	fixed
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	FIXED: Initial step problem in L-BFGS
Description:	When L-BFGS starts from the minimum vicinity, it may take step which is too large. Now starting step is limited from above.
Steps To Reproduce:
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231	[ALGLIB] Linear algebra	feature	have not tried	2009-12-15 10:49	2010-01-28 16:11
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	immediate	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: improved real/Hermitian Cholesky decomposition
Description:	Improved Cholesky decomposition: * uses ALGLIB BLAS (future improvements in ALGLIB BLAS will improve Cholesky performance) * implemented in cache-oblivious manner: performance (measured in FLOPS) GROWS with matrix size; no tuning for specific CPU is required to obtain good performance. Other changes: * CHOLESKY and HCHOLESKY units are merged with TRFAC unit
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232	[ALGLIB] Linear algebra	feature	have not tried	2009-12-15 10:52	2010-01-28 16:10
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	immediate	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: improved complex/real LU decomposition
Description:	Improvements: * new level-3 ALGLIB BLAS is used (future improvements in ALGLIB BLAS will increase LU performance) * cache-oblivious algorithm allows to obtain good performance without tuning for specific CPU * automatic scaling (to avoid overflow when dealing with near-overflow matrices) Other changes: * CLU and LU units are merged, all code moved to TRFAC unit
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233	[ALGLIB] Linear algebra	feature	have not tried	2009-12-15 10:55	2010-01-28 00:07
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	immediate	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: improved linear solvers for real/complex/SPD/HPD systems
Description:	Dense solvers for linear systems: * general real, general complex, symmetric positive definite, Hermitian positive definite matrices * system matrix may be given explicitly or by its triangular factorization (LU, Cholesky) * one right part or multiple right parts * iterative improvement
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242	[ALGLIB] Linear algebra	feature	have not tried	2009-12-15 12:54	2010-01-25 22:22
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	immediate	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: ALGLIB BLAS
Description:	Improved cache-oblivious level 3 BLAS with: * real/complex transpositions * real/complex rank-1 updates * real/complex TRSM updates * real/complex SYRK updates * real/complex GEMM updates C++ version contains improved base cases implementation (no low-level or processor-specific optimizations implemented yet, just algorithmic improvements and reduced OOP overhead).
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241	[ALGLIB] Linear algebra	feature	have not tried	2009-12-15 12:18	2010-01-25 22:21
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	immediate	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: improved condition number estimation
Description:	Improvements: * new implementation of RCOND traverses matrices by rows (which is significantly faster than previous implementation) * all operations are performed with original matrix when possible (no excessive matrix copying) * new Hermitian condition number estimation code added
Steps To Reproduce:
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260	[ALGLIB] Optimization	minor	have not tried	2010-01-18 10:39	2010-01-18 10:40
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	fixed
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	FIXED: bug in Levenberg-Marquardt optimizer
Description:	Hybrid Jacobian-based algorithm sometimes failed on highly nonlinear functions due to incorrect assertion.
Steps To Reproduce:
Additional Information:
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245	[ALGLIB] Linear algebra	tweak	have not tried	2009-12-15 20:01	2009-12-15 20:01
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	fixed
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	FIXED: minor tweak in random matrix generator
Description:	Random matrix generator returns Hermitian matrix with small but non-zero imaginary components of diagonal elements. These non-zero elements appear due to floating point roundoff. Sometimes it is acceptable, sometimes it is not. Now matrices returned by HPDMatrixRndCond/HMatrixRndCond have strictly real diagonal elements
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135	[ALGLIB] General	feature	have not tried	2009-09-09 14:45	2009-12-14 10:48
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: script-based compilation/testing system
Description:	Set of scripts: * 'build' - ALGLIB compilation with different compilers * 'check' - execution of unit tests * 'example' - execution of examples Each script is provided in two versions with identical functionality: batch file for Windows users and Bash script for *nix users.
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105	[ALGLIB] Linear algebra	feature	N/A	2009-08-14 15:55	2009-12-14 10:48
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: new solver for real linear systems
Description:	Dense solver for real linear systems: * solves task in usual sense and in the least-squares sense * iterative improvement allows to solve system with very high precision
Steps To Reproduce:
Additional Information:
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103	[ALGLIB] Interpolation	feature	N/A	2009-08-10 17:13	2009-12-14 10:42
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: new interface for 2-dimensional splines
Description:	Changes/features are mostly cosmetic - new interface is more consistent with the rest of the ALGLIB.
Steps To Reproduce:
Additional Information:
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194	[ALGLIB] Interpolation	feature	have not tried	2009-11-12 23:18	2009-12-14 10:40
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: polynomial interpolation/fitting
Description:	New functionality for polynomials in barycentric form: * construction from values on general and special (equidistant, Chebyshev) grids * unconstrained and constrained fitting * same functions as for rational functions (calculation, differentiation, ...)
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205	[ALGLIB] General	minor	have not tried	2009-11-27 11:18	2009-12-14 10:37
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	fixed
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	FIXED: non-IEEE floating point comparison in C++, C#, Delphi, FreePascal
Description:	x86 FPU uses 80-bit floating point arithmetics for internal calculations, while in-memory data are stored in 64-bit precision. Sometimes it leads to unexpected results, for example: you may assign sqrt(3) to A, and still get A<>sqrt(3) (just because A is stored in memory and has double precision, and second sqrt(3) is stored in FPU and has long double precision). Several unit tests were (erroneously) failed due to floating point inconsistency. Now all sources use IEEE-compliant floating point comparisons independently of compiler/platform.
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223	[ALGLIB] Linear algebra	feature	have not tried	2009-12-09 17:59	2009-12-09 17:59
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: random matrix generator
Description:	Random matrix generator. Supports: * generation of random real, random complex, random symmetric, random Hermitian, random SPD, random HPD matrices with prescribed condition number * generation of random orthogonal real/complex matrices * multiplication from the left/right by random orthogonal real/complex matrices * symmetric/Hermitian multiplication by random orthogonal real/complex matrices
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212	[ALGLIB] Statistics	feature	have not tried	2009-12-02 11:40	2009-12-02 11:40
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: high-quality random number generator
Description:	High-quality random number generator based on code by Pierre L'Ecuyer ('Efficient and Portable Combined Random Number Generators', Communications of the ACM, 31 (1988), 742--749 and 774, http://www.iro.umontreal.ca/~lecuyer/papers.html). HQRND unit supports: 1. uniform real and integer random numbers (basic building blocks) 2. normal and exponential distributions
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204	[ALGLIB] Spec.functions	major	have not tried	2009-11-25 22:34	2009-11-25 22:35
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	CHANGED: 'gammaf' unit renamed to 'gammafunc'
Description:	This fix is due to name conflict between: * gammaf namespace in multiple precision ALGLIB, and * gammaf function in mathcalls.h, 32/64 GCC. This conflict became apparent when new unit testing infrastructure with both Windows and Linux tests began to roll out. Fix is backward-incompatible (C# users will notice that class name is changed, under C++/Pascal unit name will be changed). However, we have no choice...
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198	[ALGLIB] General	tweak	have not tried	2009-11-18 15:55	2009-11-18 15:56
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	fixed
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	FIXED: error reports in multiple precision reflections.cpp
Description:	MPFR does not support subnormal numbers (like IEEE arithmetics do). However, several units are being tested for ability to correctly handle subnormals. These tests were successfully passed in IEEE arithmetics, but sometimes they were failed in MPFR arithmetics - just because of absence of subnormals. getAlgoPascalMaxNumber()/getAlgoPascalMinNumber() were tweaked (increased by getAlgoPascalEpsilon() factor) to avoid erroneous reports in such cases.
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153	[ALGLIB] General	major	have not tried	2009-10-13 23:14	2009-10-13 23:17
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	fixed
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	FIXED: compiler error under GCC
Description:	ap.cpp was successfully compiled under MinGW and other Windows compilers, but there were problems with original GCC under Linux - several standard functions like strlen and strcmp required additional #include's. Due to ease of fixing this error went unreported until recent message from Chong Luo: > When I compile the c++ version of svd algorithm using > "g++ -c *.cpp", I get the following errors: > ap.cpp:432: error: 'strlen' was not declared in this scope > ap.cpp:438: error: 'strlen' was not declared in this scope > ap.cpp:455: error: 'strncmp' was not declared in this scope However, with new unit testing infrastructure rolled out (next ALGLIB release will be tested under 32/64-bit Windows and Linux systems) such errors shouldn't happen again.
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147	[ALGLIB] Linear algebra	minor	have not tried	2009-09-29 20:45	2009-10-13 09:51
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	fixed
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	FIXED: incorrect handling of near-undeflow/subnormals in GenerateReflection()
Description:	From: Bela Ujhazi > I'm a bit stucked up with the SVD lib in ALGLIB, > I used it for some matrices before, but now I've > had to use it for some bigger ones (one is > approx. 3000*10000, second is 950*4500) and the > results were not satisfying. All the values in > the 2 mentioned matrices were '1.#QNAN' unlike > from the little ones (700*1300 was the biggest) > I tried before.
Steps To Reproduce:
Additional Information:
Attached Files:

Notes
(0000041) SergeyB    2009-10-05 22:55    (edited on: 2009-10-13 23:24)	Looks like this error is caused by bug in the GenerateReflection() subroutine - it does not correctly handle subnormalized input vectors. This bug is not specific to the SVD lib - it can be found almost in any subroutine which relies on GenerateReflection(). There are two ways to trigger this bug: 1. you can trigger it with a very large degenerate matrix 2. or you can trigger it with a moderate size matrix with near-underflow or subnormal elements Now investigating possible workarounds....
(0000042) SergeyB    2009-10-13 09:49	Fixed. Separate release will be issued for this patch in 5 days.

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144	[ALGLIB] Data analysis	major	always	2009-09-21 20:54	2009-09-21 22:30
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:	2.1.0
Product Build:		Resolution:	fixed
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	FIXED: bug in mlpbase unit
Description:	"TanH" activation function was incorrectly calculated for arguments less than -100 (it was +1 instead of -1). This error was unlikely to trigger because of inputs normalization and task regularization, which make hard to achive such low inputs during normal conditions. This bug was introduced in the ALGLIB 2.1.0. Thanks to Andrei Rizhkovich for pointing out this bug.
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130	[ALGLIB] Interpolation	feature	N/A	2009-09-09 12:41	2009-09-09 12:47
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: improved 1-dimensional splines
Description:	Changes/features include: 1. New interface (more consistent with the rest of the ALGLIB) 2. Construction of linear/natural/Hermite/Akima splines (interpolation) 3. Least squares fitting by natural/Hermite splines, with/without constraints on spline values/derivatives 4. Evaluation/differentiation/integration of spline interpolant 5. Linear operations with spline
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122	[ALGLIB] Diff.equations	feature	N/A	2009-09-04 12:36	2009-09-04 12:37
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: adaptive ODE solver
Description:	New adaptive ODE solver based on Cash-Karp formula.
Steps To Reproduce:
Additional Information:
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121	[ALGLIB] General	minor	always	2009-09-04 00:16	2009-09-04 00:16
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	fixed
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	FIXED: miscompilation of ap.cpp under BCB 6
Description:	#include <stdio.h> was required for successful compilation of ap.cpp (MSVC, GCC, BCB 5 were satisfied with just stdlib.h, but BCB 6 was not).
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92	[ALGLIB] Fast transforms	feature	N/A	2009-07-24 12:59	2009-08-30 19:57
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: fast complex cross-corrrelation
Description:	Circular and non-circular fast complex cross-corrrelation. FFT-based algorithm with O(N*logN) complexity for any N (composite or prime) is used to calculate general length corrrelations. Two important special cases are handled differently: * when response is very short - straightforward O(M*N) formula is used * when responce is relatively long, but significantly sorter than signal - overlap-save algorithm is used.
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93	[ALGLIB] Fast transforms	feature	N/A	2009-07-24 13:00	2009-08-30 19:57
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: fast real cross-corrrelation
Description:	Circular and non-circular fast real cross-corrrelation. FFT-based algorithm with O(N*logN) complexity for any N (composite or prime) is used to calculate general length corrrelations. Two important special cases are handled differently: * when response is very short - straightforward O(M*N) formula is used * when responce is relatively long, but significantly sorter than signal - overlap-save algorithm is used.
Steps To Reproduce:
Additional Information:
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108	[ALGLIB] Data analysis	minor	always	2009-08-22 20:20	2009-08-22 20:21
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	fixed
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	FIXED: overflows in neural networks under some compilers
Description:	Neural networks in 2.0.1 use tanh as activation function. Some compilers (Delphi 7, for example) have buggy standard libraries that can't calculate TanH of large arguments because of overflow (although final result is "1"). So if neural network is provided with inputs that are too large, such network will crash during training. Strictly speaking, it is Delphi bug, but we'll fix it anyway :) This problem is fixed by using special code for inputs that are larger than 100.
Steps To Reproduce:
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107	[ALGLIB] Interpolation	feature	N/A	2009-08-19 12:44	2009-08-19 12:44
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: rational interpolation/fitting
Description:	New functionality for rational functions in barycentric form: * construction from barycentric coefficients * calculation * differentiation of barycentric interpolant (first/second derivatives) * linear translation of argument/function * rational interpolation using Floater-Hormann algorithm (interpolation without real poles) * rational fitting using Floater-Hormann basis (rational fitting without real poles)
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106	[ALGLIB] Interpolation	feature	N/A	2009-08-17 15:41	2009-08-17 15:45
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: Improved linear least squares fitting
Description:	Improved linear least squares fitting subroutines: * separate subroutines for tasks without weights and with individual weights * improved solver - fast QR-based solver for well-conditioned tasks, robust SVD-based solver for ill-conditioned tasks * automatic solver selection depending on condition number
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99	[ALGLIB] Interpolation	feature	N/A	2009-07-30 09:46	2009-08-17 15:45
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: Nonlinear least squares fitting using Levenberg-Marquardt algorithm
Description:	Nonlinear fitting subroutine. Three fitting modes are supported: * original Levenberg-Marquardt algorithm using function gradient only * improved Levenberg-Marquardt algorithm for function with cheap O(M) gradients (less matrix inversions, more gradient calculations) * Hessian-based improved Levenberg-Marquardt algorithm
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49	[ALGLIB] General	block	N/A	2009-05-01 00:12	2009-07-29 12:52
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	fixed
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	FIXED: MPFR-version bugs
Description:	Bugs which were not noticed until recent time because of automated testing system failure. Mostly miscompilation of some units.
Steps To Reproduce:
Additional Information:
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52	[ALGLIB] Fast transforms	feature	N/A	2009-05-18 12:21	2009-07-27 14:22
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: complex FFT for general N (composite/prime)
Description:	Transforms implemented: * forward, complex * backward, complex N's supported - arbitrary: * composite N's are handled with Cooley-Tukey algorithm * small prime-factors are handled with built-in codelets * large prime-factors are handled with Bluestein's algorithm Complexity: N*log(N) for composite/prime N's.
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61	[ALGLIB] Fast transforms	feature	N/A	2009-05-29 14:31	2009-07-27 14:22
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: real FFT for general N (composite/prime)
Description:	Transforms implemented: * forward, real * backward, real N's supported - arbitrary: * even-sized tasks are solved using efficient reduction to complex FFT with factor of two savings * odd-sized tasks are solved using straightforward reduction to complex FFT (factor of two inefficient) Complexity: N*log(N) for composite/prime N's
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91	[ALGLIB] Fast transforms	feature	N/A	2009-07-24 12:52	2009-07-27 14:20
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: Fast real convolution
Description:	Circular and non-circular fast real convolution. Transforms implemented: * forward (convolution) * backward (deconvolution) FFT-based algorithm with O(N*logN) complexity for any N (composite or prime) is used to calculate general length convolutions. Two important special cases are handled differently: * when response is very short - straightforward O(M*N) formula is used * when responce is relatively long, but significantly sorter than signal - overlap-add algorithm is used.
Steps To Reproduce:
Additional Information:
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53	[ALGLIB] Fast transforms	feature	N/A	2009-05-18 12:22	2009-07-27 14:20
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: Fast complex convolution
Description:	Circular and non-circular fast complex convolution. Transforms implemented: * forward (convolution) * backward (deconvolution) FFT-based algorithm with O(N*logN) complexity for any N (composite or prime) is used to calculate general length convolutions. Two important special cases are handled differently: * when response is very short - straightforward O(M*N) formula is used * when responce is relatively long, but significantly sorter than signal - overlap-add algorithm is used.
Steps To Reproduce:
Additional Information:
Attached Files:

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35	[ALGLIB] Integration	feature	N/A	2009-04-07 11:58	2009-07-23 12:46
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: adaptive integrator
Description:	Adaptive integrator for smooth functions and functions with integrable singularities at the ends of the interval. Reverse communication interface.
Steps To Reproduce:
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10	[ALGLIB] Spec.functions	major	always	2009-03-10 21:02	2009-07-23 12:42
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	fixed
Projection:	none
ETA:	none
Programming language:	All
Summary:	FIXED: modified Besel function returns incorrect results
Description:	From: Kors van der Werf < korsvanderwerf@yahoo.com > Hi, Very nice, ythis ALGLib. I use the VB version for now, and it seems the Modified BesselI funtion for orders of negative half integers do not give proper results, can you have a look? Already order = -0.5 fails, and can be compared to the well known sqrt(2/(PI x)) cosh(x) For x=1 it should be 1.2312, I get 0.293525. Could you ahve a look please.
Steps To Reproduce:
Additional Information:
Attached Files:

Notes
(0000006) SergeyB    2009-03-11 10:21	Confirmed: should be 1.2312, returns 0.2935
(0000007) SergeyB    2009-03-11 12:15    (edited on: 2009-03-11 14:12)	Fixed. There was an error in original Cephes code when calculating 1F1(v,2*v,2*x) with v=0. Straightforward formula for 1F1 may return 1.0 or NAN (depending on implementation, 1.0 in Cephes), more elaborate calculations gives us 0.5*(1+exp(2*x)). This error can only happen when v=-0.5, should be OK with other values of v.
(0000008) SergeyB    2009-03-11 23:36	Other negative half-integer values should be fixed also...
(0000010) SergeyB    2009-04-19 11:07	Looks like that this subroutine can't calculate modified Bessel functions of negative orders. It is not a bug - it is a limitation of formula used. I've modified documentation...

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77	[ALGLIB] General	major	always	2009-07-06 16:47	2009-07-23 12:41
Reporter:	hamlet77	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:	2.0
Product Build:		Resolution:	fixed
Projection:	none
ETA:	none
Programming language:	C++
Summary:	FIXED: Additional ; after namespace in ap.h
Description:	When compiling with g++ -ansi -pedantic -Wall additional ; after closing brace } on line 656 causes an error.
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75	[ALGLIB] General	major	sometimes	2009-06-29 11:43	2009-07-23 12:41
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	fixed
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	FIXED: Uninitialized locals and reverse communication interface
Description:	Description: saving uninitialized locals between reverse communication calls leads to compilation errors/warnings under some compilers. Solution: locals in RCOMM subroutines are initialized by values determined during source code generation phase. Benefits: higher performance (in comparison with initialization by random values), better detectability of bugs related to unititialized variables (in comparison with initialization by zeros) - "new unit test" = "new code generation" = "new initial values". Drawbacks: source code changes with each release.
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51	[ALGLIB] General	feature	have not tried	2009-05-01 00:23	2009-07-23 12:41
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	fixed
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	FIXED: VBA math functions
Description:	1. More accurate Pi() 2. Overflow-safe TanH
Steps To Reproduce:
Additional Information:
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ID:	Category:	Severity:	Reproducibility:	Date Submitted:	Last Update:
50	[ALGLIB] General	minor	N/A	2009-05-01 00:17	2009-07-23 12:41
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	fixed
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	FIXED: non thread safe random number generator in C#
Description:	C# random number generator (in ap.cs) wasn't thread safe. Now it is (using lock statement).
Steps To Reproduce:
Additional Information:
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27	[ALGLIB] General	feature	have not tried	2009-03-21 23:37	2009-07-23 12:41
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	fixed
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	FIXED: Improved real RNG in AP/C++
Description:	Improved real random number generator in C++ version of AP library. Numbers returned are more fine-grained now.
Steps To Reproduce:
Additional Information:
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79	[ALGLIB] Linear algebra	trivial	always	2009-07-06 17:03	2009-07-23 12:40
Reporter:	hamlet77	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:	2.0
Product Build:		Resolution:	fixed
Projection:	none
ETA:	none
Programming language:	All
Summary:	FIXED: unused variables in hsschur unit
Description:	../src/capd/alglib/hsschur.cpp:177: warning: unused variable ‘p3’ ../src/capd/alglib/hsschur.cpp:178: warning: unused variable ‘p4’
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78	[ALGLIB] Linear algebra	trivial	always	2009-07-06 16:57	2009-07-23 12:40
Reporter:	hamlet77	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:	2.0
Product Build:		Resolution:	fixed
Projection:	none
ETA:	none
Programming language:	All
Summary:	FIXED: unused variables in 'hessenberg' unit
Description:	In function ‘void rmatrixhessenberg(ap::real_2d_array&, int, ap::real_1d_array&)’: unused variable ‘aii’                                                                  In function ‘void rmatrixhessenbergunpackh(const ap::real_2d_array&, int, ap::real_2d_array&)’: unused variables ‘ip1’, ‘nmi’ In function ‘void toupperhessenberg(ap::real_2d_array&, int, ap::real_1d_array&)’: unused variable ‘aii’                                                                 In function ‘void unpackhfromupperhessenberg(const ap::real_2d_array&, int, const ap::real_1d_array&, ap::real_2d_array&)’: unused variable ‘ip1’, ‘nmi’
Steps To Reproduce:
Additional Information:	Compiler log: ../src/capd/alglib/hessenberg.cpp: In function ‘void rmatrixhessenberg(ap::real_2d_array&, int, ap::real_1d_array&)’: ../src/capd/alglib/hessenberg.cpp:79: warning: unused variable ‘aii’ ../src/capd/alglib/hessenberg.cpp: In function ‘void rmatrixhessenbergunpackh(const ap::real_2d_array&, int, ap::real_2d_array&)’: ../src/capd/alglib/hessenberg.cpp:210: warning: unused variable ‘ip1’ ../src/capd/alglib/hessenberg.cpp:211: warning: unused variable ‘nmi’ ../src/capd/alglib/hessenberg.cpp: In function ‘void toupperhessenberg(ap::real_2d_array&, int, ap::real_1d_array&)’: ../src/capd/alglib/hessenberg.cpp:239: warning: unused variable ‘aii’ ../src/capd/alglib/hessenberg.cpp: In function ‘void unpackhfromupperhessenberg(const ap::real_2d_array&, int, const ap::real_1d_array&, ap::real_2d_array&)’: ../src/capd/alglib/hessenberg.cpp:356: warning: unused variable ‘ip1’ ../src/capd/alglib/hessenberg.cpp:357: warning: unused variable ‘nmi’
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25	[ALGLIB] Linear algebra	minor	have not tried	2009-03-21 00:29	2009-07-23 12:40
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	fixed
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	FIXED: Inefficient Cholesky decomposition
Description:	Current implementation uses column operations in its inner cycle. It is terribly inefficient.
Steps To Reproduce:
Additional Information:
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56	[ALGLIB] Statistics	minor	always	2009-05-21 21:26	2009-07-23 12:40
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	fixed
Projection:	none
ETA:	none
Programming language:	All
Summary:	FIXED: minor bug in WilcoxonSignedRankTest() subroutine
Description:	Description: incorrect p-values were calculated for samples with tied values (like 0.11, 0.12, 0.13, 0.13, 0.13, 0.14, 0.15). Thanks to Paolo Castiglioni for reporting this issue.
Steps To Reproduce:
Additional Information:
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87	[ALGLIB] Integration	feature	N/A	2009-07-20 17:07	2009-07-23 12:39
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: more reliable Gauss and Gauss-Kronrod quadrature generators
Description:	More reliable Gauss quadrature generators (Legendre, Jacobi, Hermite, Laguerre weight functions, general weight function given by three-term recurrence relation). Gauss-Kronrod quadrature generators.
Steps To Reproduce:
Additional Information:
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72	[ALGLIB] Interpolation	tweak	always	2009-06-12 12:57	2009-07-23 12:38
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	fixed
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	FIXED: suboptimal code in BuildFloaterHormannRationalInterpolant
Description:	Code with O(N^2) complexity instead of O(N*logN). Replaced with optimal code.
Steps To Reproduce:
Additional Information:
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45	[ALGLIB] Optimization	feature	N/A	2009-04-20 09:54	2009-07-23 12:37
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: new Levenberg-Marquardt algorithm
Description:	Levenberg-Marquardt algorithm improvements: * new reverse communication interface * improved algorithm with faster convergence * can use analytic gradient/Hessian
Steps To Reproduce:
Additional Information:
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44	[ALGLIB] Optimization	feature	N/A	2009-04-20 09:52	2009-07-23 12:37
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: improved L-BFGS algorithm
Description:	L-BFGS algorithm was rewritten from scratch. Most significant improvement: new reverse communication interface.
Steps To Reproduce:
Additional Information:
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24	[ALGLIB] Interpolation	major	always	2009-03-21 00:26	2009-07-23 12:36
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	fixed
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	FIXED: Inefficient BuildChebyshevLeastSquaresConstrained
Description:	Subroutine compexity must be O(N*M^2), but is O(N^2*M) which is much worse. Although it works correctly. This additional overhead is due to incorrect parameters passed to SVD decomposition subroutine (we need only M singular vectors, but whole N*N matrix was requested).
Steps To Reproduce:
Additional Information:
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43	[ALGLIB] Data analysis	feature	N/A	2009-04-20 09:48	2009-07-23 12:35
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: neural network ensembles
Description:	Ensembles of neural networks: * bagged ensembles * early stopping ensembles
Steps To Reproduce:
Additional Information:
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42	[ALGLIB] Data analysis	feature	N/A	2009-04-20 09:45	2009-07-23 12:35
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: neural networks
Description:	Neural networks sources: * 0/1/2 hidden layers * linear output, SOFTMAX-output, bounded output * L-BFGS and modified Levenberg-Marquardt training * cross-validation and other functions
Steps To Reproduce:
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41	[ALGLIB] Data analysis	feature	N/A	2009-04-20 09:41	2009-07-23 12:35
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: k-means++ clustering algorithm
Description:	k-means++ clustering algorithm (modification of well known k-means).
Steps To Reproduce:
Additional Information:
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ID:	Category:	Severity:	Reproducibility:	Date Submitted:	Last Update:
40	[ALGLIB] Data analysis	feature	N/A	2009-04-20 09:40	2009-07-23 12:35
Reporter:	SergeyB	Platform:
Assigned To:	SergeyB	OS:
Priority:	normal	OS Version:
Status:	resolved	Product Version:
Product Build:		Resolution:	implemented
Projection:	none
ETA:	none
Programming language:	Unspecified
Summary:	IMPLEMENTED: New RDF (random decision forest) subroutines
Description:	New random decision forest source codes for regression and classification.
Steps To Reproduce:
Additional Information:
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