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959	[ALGLIB] General	feature	have not tried	2023-02-17 02:08	2023-02-17 02:08
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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958	[ALGLIB] Interpolation	tweak	have not tried	2023-02-16 21:56	2023-02-16 21:56
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:	C2 continuous BlockLLS
Description:	add notice to comments that BlockLLS is C2 continuous, and that FastDDM is not
Steps To Reproduce:
Additional Information:
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957	[ALGLIB] Interpolation	major	have not tried	2023-02-10 03:51	2023-02-10 03:51
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:	potential bug in FastDDM bicubic spline fitting routine
Description:	The fitter produces merely C1 continuous models whilst it must produce C2. Possible bug in the model recombination.
Steps To Reproduce:
Additional Information:
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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().
Steps To Reproduce:
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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947	[ALGLIB] Optimization	feature	N/A	2022-06-29 13:15	2022-06-29 13:15
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:
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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.
Steps To Reproduce:
Additional Information:
Attached Files:

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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:
Attached Files:

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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:
Attached Files:

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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:
Attached Files:

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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:
Additional Information:
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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.
Steps To Reproduce:
Additional Information:
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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.
Steps To Reproduce:
Additional Information:
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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:
Attached Files:

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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:
Attached Files:

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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:
Attached Files:

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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)
Steps To Reproduce:
Additional Information:
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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.
Steps To Reproduce:
Additional Information:
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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:
Attached Files:

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919	[ALGLIB] Optimization	minor	always	2021-04-27 16:44	2021-04-27 16:44
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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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:
Additional Information:
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728	[ALGLIB] Linear algebra	feature	have not tried	2017-09-25 19:01	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:	New sparse storage format - COO initializer
Description:	Faster initialization
Steps To Reproduce:
Additional Information:
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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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Additional Information:
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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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880	[ALGLIB] Optimization	feature	have not tried	2019-12-18 18:46	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:	Lagrange multipliers for NLP
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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848	[ALGLIB] Interpolation	feature	have not tried	2018-12-25 11:54	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:	1d spline serialization
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:
Attached Files:

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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:
Attached Files:

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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.
Steps To Reproduce:
Additional Information:
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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:
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884	[ALGLIB] Optimization	feature	have not tried	2019-12-20 12:57	2021-04-02 14:26
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:
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:
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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:
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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:
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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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Additional Information:
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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:
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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()
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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).
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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:
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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)
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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:
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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).
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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:
Additional Information:
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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:
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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:
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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:
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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:
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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:
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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:
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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.
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Additional Information:
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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).
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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:
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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:
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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.
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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:
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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:
Attached Files:

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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:
Attached Files:

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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:
Attached Files:

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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:
Attached Files:

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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:
Attached Files:

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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:
Additional Information:
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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:
Attached Files:

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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:
Attached Files:

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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:
Attached Files:

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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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826	[ALGLIB] General	feature	have not tried	2018-09-11 12:25	2018-09-11 12:25
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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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:
Attached Files:

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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.
Steps To Reproduce:
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:
Attached Files:

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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:
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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:
Attached Files:

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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:
Attached Files:

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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:
Additional Information:
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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:
Attached Files:

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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:
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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:
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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:
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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
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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:
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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
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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:
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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:
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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:
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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:
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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:
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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:
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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:
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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:
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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
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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:
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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:
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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:
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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:
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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.
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777	[ALGLIB] General	feature	have not tried	2017-12-24 15:13	2017-12-24 15:13
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:	INCOMPATIBLE: remove "out info" parameter from all the functions
Description:	we already have "out Rep" convention, no need in info parameter
Steps To Reproduce:
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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:
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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:
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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.
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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:
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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:
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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:
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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:
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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.
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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:
Additional Information:
Attached Files:

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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:
Attached Files:

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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:
Attached Files:

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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:
Attached Files:

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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:
Attached Files:

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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:
Attached Files:

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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:
Attached Files:

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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.
Steps To Reproduce:
Additional Information:
Attached Files:

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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.
Steps To Reproduce:
Additional Information:
Attached Files:

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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:
Attached Files:

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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:
Attached Files:

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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:
Attached Files:

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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:
Attached Files:

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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:
Attached Files:

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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:
Attached Files:

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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:
Attached Files:

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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:
Attached Files:

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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.
Steps To Reproduce:
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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:
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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.
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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:
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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:
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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:
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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.
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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:
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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.
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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).
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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:
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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
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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.
Steps To Reproduce:
Additional Information:
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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.
Steps To Reproduce:
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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.
Steps To Reproduce:
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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.
Steps To Reproduce:
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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.
Steps To Reproduce:
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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.
Steps To Reproduce:
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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.
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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.
Steps To Reproduce:
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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: