Viewing Issue Advanced Details
1026 [ALGLIB] General minor always 2024-01-29 18:04 2024-04-11 18:54
barracuda156  
 
normal  
new 4.01.0  
open  
none    
none  
C++
alglib makes a wrong assumption for size of bool: is may not be 1 byte
The code assumes 1-byte bool, which is wrong for some platforms.

[ 26%] Building CXX object CMakeFiles/alglib.dir/src/ap.cpp.o
/usr/bin/g++-4.2 -Dalglib_EXPORTS -I/opt/local/var/macports/build/_opt_local_var_macports_sources_rsync.macports.org_macports_release_tarballs_ports_math_alglib/alglib/work/alglib-cpp/src -pipe -Os -DNDEBUG -I/opt/local/include -arch ppc -mmacosx-version-min=10.6 -fPIC -MD -MT CMakeFiles/alglib.dir/src/ap.cpp.o -MF CMakeFiles/alglib.dir/src/ap.cpp.o.d -o CMakeFiles/alglib.dir/src/ap.cpp.o -c /opt/local/var/macports/build/_opt_local_var_macports_sources_rsync.macports.org_macports_release_tarballs_ports_math_alglib/alglib/work/alglib-cpp/src/ap.cpp
/opt/local/var/macports/build/_opt_local_var_macports_sources_rsync.macports.org_macports_release_tarballs_ports_math_alglib/alglib/work/alglib-cpp/src/ap.cpp:294: error: size of array ‘_ae_bool_must_be_8_bits_wide’ is negative
Darwin ppc has 4-byte bool.
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Viewing Issue Advanced Details
1025 [ALGLIB] General minor have not tried 2024-01-29 18:04 2024-04-11 18:54
barracuda156  
 
normal  
new 4.01.0  
open  
none    
none  
C++
alglib makes a wrong assumption for size of bool: is may not be 1 byte
The code assumes 1-byte bool, which is wrong for some platforms.

[ 26%] Building CXX object CMakeFiles/alglib.dir/src/ap.cpp.o
/usr/bin/g++-4.2 -Dalglib_EXPORTS -I/opt/local/var/macports/build/_opt_local_var_macports_sources_rsync.macports.org_macports_release_tarballs_ports_math_alglib/alglib/work/alglib-cpp/src -pipe -Os -DNDEBUG -I/opt/local/include -arch ppc -mmacosx-version-min=10.6 -fPIC -MD -MT CMakeFiles/alglib.dir/src/ap.cpp.o -MF CMakeFiles/alglib.dir/src/ap.cpp.o.d -o CMakeFiles/alglib.dir/src/ap.cpp.o -c /opt/local/var/macports/build/_opt_local_var_macports_sources_rsync.macports.org_macports_release_tarballs_ports_math_alglib/alglib/work/alglib-cpp/src/ap.cpp
/opt/local/var/macports/build/_opt_local_var_macports_sources_rsync.macports.org_macports_release_tarballs_ports_math_alglib/alglib/work/alglib-cpp/src/ap.cpp:294: error: size of array ‘_ae_bool_must_be_8_bits_wide’ is negative
Darwin ppc has 4-byte bool.
alglib_ppc.log (19 KB) 2024-01-29 18:06
Notes
(0012035)
barracuda156   
2024-01-29 18:08   
P. S. I apologize for an accidental duplicate, it is a result of network error, I got a Bad gateway page and re-submitted the issue, however turned out it already got submitted despite the error message.

Please close http://bugs.alglib.net/view.php?id=1026 as a duplicate.
(0012036)
barracuda156   
2024-01-29 18:17   
Given that comment to the code explicitly state these asserts can be just removed, perhaps either remove it or at least do this:

#ifndef __ppc__
static char _ae_bool_must_be_8_bits_wide [1-2*((int)(sizeof(ae_bool))-1)*((int)(sizeof(ae_bool))-1)];
#endif
(0012037)
barracuda156   
2024-01-29 18:22   
And then below:

void ae_never_call_it()
{
#ifndef __ppc__
    ae_touch_ptr((void*)_ae_bool_must_be_8_bits_wide);
#endif
    ae_touch_ptr((void*)_ae_int32_t_must_be_32_bits_wide);
    ae_touch_ptr((void*)_ae_int64_t_must_be_64_bits_wide);
    ae_touch_ptr((void*)_ae_uint64_t_must_be_64_bits_wide);
    ae_touch_ptr((void*)_ae_int_t_must_be_pointer_sized);
}




Viewing Issue Advanced Details
947 [ALGLIB] Optimization feature N/A 2022-06-29 13:15 2024-04-11 18:54
n.collins  
 
normal  
new 3.19.0  
open  
none    
none  
C++
SIMD support for Arm
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
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Viewing Issue Advanced Details
919 [ALGLIB] Optimization minor always 2021-04-27 16:44 2024-04-11 18:54
YitziK  
 
normal  
new 3.17.0  
open  
none    
none  
C++
Default stopping conditions for MINBLEIC algorithm are too stringent
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.
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.
main.cpp (2 KB) 2021-04-27 16:44
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Viewing Issue Advanced Details
826 [ALGLIB] General feature have not tried 2018-09-11 12:25 2024-04-11 18:54
SergeyB  
 
normal  
new  
open  
none    
none  
Unspecified
LM solver has to decrease step upon encountering infinity/nan
todo
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Viewing Issue Advanced Details
1037 [ALGLIB] General minor have not tried 2024-04-10 00:01 2024-04-10 00:01
SergeyB  
SergeyB  
normal  
assigned  
open  
none    
none  
Unspecified
test
test
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Viewing Issue Advanced Details
1036 [ALGLIB] Optimization feature have not tried 2024-04-07 23:28 2024-04-07 23:28
SergeyB  
SergeyB  
normal  
assigned  
open  
none    
none  
Unspecified
ability to switch between 4-point and 2-point numerical diff
todo
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Viewing Issue Advanced Details
1035 [ALGLIB] General feature have not tried 2024-04-02 00:11 2024-04-02 00:11
SergeyB  
SergeyB  
normal  
assigned  
open  
none    
none  
Unspecified
spline1d batch evaluation/conversion for sorted points
todo: fullly orthogonal api, handle sorted inputs
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Viewing Issue Advanced Details
1030 [ALGLIB] General major have not tried 2024-03-16 23:09 2024-03-16 23:09
SergeyB  
SergeyB  
normal  
resolved  
fixed  
none    
none  
Unspecified
FIXED: alignment-related bug in the HPC core (used by Java, Python, C#)
Under rare circumstances, the native HPC core experiences an alignment-related failure. It happens when the following conditions are met:
* a Linux system is used
* the application uses a non-standard malloc() implementation which produces insufficiently aligned memory blocks and which overrides ALGLIB choice of malloc() implementation.

Under these circumstances ALGLIB functions which erroneously use standard malloc() instead of ALGLIB's own aligned malloc may fail with SIGSEGV error.
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Viewing Issue Advanced Details
1029 [ALGLIB] Linear algebra feature have not tried 2024-02-21 22:32 2024-02-21 22:33
SergeyB  
SergeyB  
normal  
resolved  
implemented  
none    
none  
Unspecified
IMPLEMENTED: incremental sparse matrix construction
New sparsecreatecrsempty() and sparseappendcompressedrow() functions which allow to subsequently add rows to an existing (and potentially empty) CRS-based matrix.
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Viewing Issue Advanced Details
1028 [ALGLIB] Linear algebra feature have not tried 2024-02-18 00:06 2024-02-18 00:07
SergeyB  
SergeyB  
normal  
resolved  
implemented  
none    
none  
Unspecified
IMPLEMENTED: in-place multiplication of sparse matrix rows/cols
Implemented sparsemultiplycolsby() and sparsemultiplyrowsby()
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Viewing Issue Advanced Details
1027 [ALGLIB] Optimization feature have not tried 2024-02-17 23:52 2024-02-17 23:52
SergeyB  
SergeyB  
normal  
resolved  
implemented  
none    
none  
Unspecified
IMPLEMENTED: new dense-to-sparse conversion functions
Implemented sparsecreatecrsfromdensev() and sparsecreatecrsfromdensevbuf(), which convert a dense M*N vector into a sparse MxN matrix stored in CRS format.
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Viewing Issue Advanced Details
1024 [ALGLIB] Linear algebra feature have not tried 2024-01-28 23:07 2024-02-17 23:51
SergeyB  
SergeyB  
normal  
resolved  
implemented  
none    
none  
Unspecified
IMPLEMENTED: faster parallel sparse Cholesky/LDLT factorization, better parallelism in MINLP/MINQP
More fine-grained parallelism in sparse Cholesky/LDLT factorization results in better parallelism speed-up. Interior point MINLP/MINQP, which are heavily influenced by Cholesky performance, are also much faster now.
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Viewing Issue Advanced Details
1023 [ALGLIB] Optimization feature have not tried 2024-01-28 00:10 2024-01-28 00:10
SergeyB  
SergeyB  
normal  
assigned  
open  
none    
none  
Unspecified
simulated annealing
todo, parallel
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Viewing Issue Advanced Details
880 [ALGLIB] Optimization feature have not tried 2019-12-18 18:46 2024-01-18 20:51
SergeyB  
SergeyB  
normal  
resolved  
implemented  
none    
none  
Unspecified
IMPLEMENTED: Lagrange multipliers for NLP
SQP solver now returns Lagrange multipliers.
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Viewing Issue Advanced Details
1019 [ALGLIB] Solvers feature have not tried 2024-01-09 21:09 2024-01-09 21:09
SergeyB  
SergeyB  
normal  
assigned  
open  
none    
none  
Unspecified
multiobjective GDEMO
todo
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Viewing Issue Advanced Details
1018 [ALGLIB] Optimization feature have not tried 2024-01-09 20:39 2024-01-09 20:39
SergeyB  
SergeyB  
normal  
assigned  
open  
none    
none  
Unspecified
multistart global optimization
todo
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Viewing Issue Advanced Details
1017 [ALGLIB] Optimization feature have not tried 2024-01-09 20:27 2024-01-09 20:27
SergeyB  
SergeyB  
normal  
assigned  
open  
none    
none  
Unspecified
genetic algorithms
todo
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Viewing Issue Advanced Details
1012 [ALGLIB] Optimization trivial have not tried 2023-12-21 19:35 2023-12-24 23:37
SergeyB  
SergeyB  
normal  
assigned  
open  
none    
none  
Unspecified
hybrid DE+SQP solver
todo
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Viewing Issue Advanced Details
1007 [ALGLIB] Optimization feature have not tried 2023-12-03 21:16 2023-12-24 23:37
SergeyB  
SergeyB  
normal  
assigned  
open  
none    
none  
Unspecified
minnlcsetlc2()
also various dense/sparse versions, "add" semantics
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Viewing Issue Advanced Details
1005 [ALGLIB] Optimization feature have not tried 2023-12-02 21:21 2023-12-24 23:37
SergeyB  
SergeyB  
normal  
assigned  
open  
none    
none  
Unspecified
parallel callbacks for MINMO, MINNS
todo
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Viewing Issue Advanced Details
1001 [ALGLIB] Linear algebra feature have not tried 2023-11-18 23:39 2023-12-24 23:37
SergeyB  
SergeyB  
normal  
assigned  
open  
none    
none  
Unspecified
parallel sparse gemv
todo
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Viewing Issue Advanced Details
1000 [ALGLIB] General feature have not tried 2023-11-17 21:15 2023-12-24 23:37
SergeyB  
SergeyB  
normal  
assigned  
open  
none    
none  
Unspecified
faster nipool, nrpool, nbpool
language support
thread unsafe retrieve functionality
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Viewing Issue Advanced Details
977 [ALGLIB] General tweak have not tried 2023-05-29 17:26 2023-12-24 23:37
SergeyB  
SergeyB  
normal  
assigned  
open  
none    
none  
Unspecified
remove _CRT_SECURE_NO_WARNINGS
no longer necessary
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Viewing Issue Advanced Details
974 [ALGLIB] Optimization feature have not tried 2023-05-14 21:47 2023-12-24 23:37
SergeyB  
SergeyB  
normal  
assigned  
open  
none    
none  
Unspecified
SQP improvements
* We need GammaMax in the new FSQP! rejected steps MUST contribute to GammaMax. We also need a special return code 99 which is intended for a situation when GammaMax is suspiciously large.

* We also need a positive completion code for a solver trapped in a nonzero constraint extremum.

* filter SQP has issues when starting from a local maximum of a constraints violation, like minnlc_d_equality with x0=[0,0]. An SL1QP is better, but adding L1 merit function is likely to overcomplicate the algo.
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Viewing Issue Advanced Details
959 [ALGLIB] General feature have not tried 2023-02-17 02:08 2023-12-24 23:37
SergeyB  
SergeyB  
normal  
assigned  
open  
none    
none  
Unspecified
xcore-for-arm
todo
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Viewing Issue Advanced Details
728 [ALGLIB] Linear algebra feature have not tried 2017-09-25 19:01 2023-12-24 23:37
SergeyB  
SergeyB  
normal  
assigned  
open  
none    
none  
Unspecified
New sparse storage format - COO initializer
Faster initialization
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Viewing Issue Advanced Details
997 [ALGLIB] Optimization feature have not tried 2023-11-01 22:19 2023-12-24 22:17
SergeyB  
SergeyB  
normal  
resolved  
implemented  
none    
none  
Unspecified
IMPLEMENTED: sparse large-scale augmented Lagrangian solver
An improved large-scale augmented Lagrangian solver for nonlinear programming problems with a sparse LBFGS preconditioner.
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Viewing Issue Advanced Details
990 [ALGLIB] Interpolation feature have not tried 2023-10-13 22:11 2023-12-24 22:11
SergeyB  
SergeyB  
normal  
resolved  
implemented  
none    
none  
Unspecified
IMPLEMENTED: modified Akima spline interpolation
Modified Akima spline interpolation
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Viewing Issue Advanced Details
1014 [ALGLIB] Optimization feature have not tried 2023-12-24 21:48 2023-12-24 21:48
SergeyB  
SergeyB  
normal  
resolved  
implemented  
none    
none  
Unspecified
IMPLEMENTED: adaptive constrained differential evolution optimizer
Implemented constrained differential evolution optimizer with adaptive tuning of DE parameters (crossover prob, weight, strategy).
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Viewing Issue Advanced Details
981 [ALGLIB] Optimization feature have not tried 2023-06-08 21:38 2023-12-20 21:05
SergeyB  
SergeyB  
normal  
resolved  
implemented  
none    
none  
Unspecified
IMPLEMENTED: large-scale sparse SQP solver
New large-scale SQP solver which can handle sparsity in constraints to accelerate computations. Depending on the constraints sparsity, it is scalable to tens of thousands of variables.

Internally the solver utilizes the following algorithmic improvements:
* low rank quasi-Newton models with positive-only correction terms
* filter-based SQP algorithm
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Viewing Issue Advanced Details
991 [ALGLIB] Fast transforms feature have not tried 2023-10-13 22:12 2023-12-01 20:28
SergeyB  
SergeyB  
normal  
resolved  
implemented  
none    
none  
Unspecified
IMPLEMENTED: buffered versions of convolution / correlation / fast transform functions
Implemented: buffered versions of real/complex FFT, convolution and cross-correlation. These versions do not reallocate output parameter if its length is more than enough to store the result (already allocated memory is reused as much as possible).
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Viewing Issue Advanced Details
1003 [ALGLIB] Interpolation feature have not tried 2023-11-29 19:07 2023-11-29 19:07
SergeyB  
SergeyB  
normal  
resolved  
implemented  
none    
none  
Unspecified
IMPLEMENTED: parallel IDW model construction, parallel idwgridcalc2()
Implemented:
* parallel IDW model construction with the MSTAB algorithm
* grad calculation with idwgridcalc2() and parallelism support
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Viewing Issue Advanced Details
975 [ALGLIB] Linear algebra feature have not tried 2023-05-18 20:55 2023-11-18 23:03
SergeyB  
SergeyB  
normal  
resolved  
implemented  
none    
none  
Unspecified
IMPLEMENTED: direct sparse linear least squares via augmented system
Regularized sparse linear least squares via augmented system.
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Viewing Issue Advanced Details
999 [ALGLIB] Linear algebra feature have not tried 2023-11-17 20:19 2023-11-17 20:20
SergeyB  
SergeyB  
normal  
resolved  
implemented  
none    
none  
Unspecified
IMPLEMENTED: faster sparse nonsymmetric solver
New sparse nonsymmetric solver which solves a symmetric augmented system using supernodal Cholesky. This solver is faster than the previous LU with dynamic pivoting because it does not need pivoting for stability, and because it can utilize existing well optimized sparse codes.
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Viewing Issue Advanced Details
998 [ALGLIB] Linear algebra minor have not tried 2023-11-09 14:52 2023-11-09 14:52
SergeyB  
SergeyB  
normal  
resolved  
fixed  
none    
none  
Unspecified
FIXED: minor bug in Approximate Minimum Degree ordering
Fixed minor bug in the vertex degree computation code which results in the AMD sparse matrix ordering producing suboptimal results (usually ~1% more fill-in, ~2% longer factorization).
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Viewing Issue Advanced Details
996 [ALGLIB] Optimization feature have not tried 2023-10-30 00:14 2023-10-30 00:14
SergeyB  
SergeyB  
normal  
resolved  
implemented  
none    
none  
Unspecified
IMPLEMENTED: derivative-free box-constrained nonlinear least squares solvers
Two promising derivative-free NLS solvers were implemented:

* DFO-LSA, a modified version of DFO-LS (Cartis, Fiala, Marteau, Roberts), with "A" standing for ALGLIB in order to distinguish it from the original version. This algorithm achieves the smallest function evaluations count, but has relatively high iteration overhead and no callback parallelism potential (it issues target evaluation requests one by one, so they can not be parallelized). Recommended for expensive targets with no parallelism support.

* 2PS (two-point stencil) - an easily parallelized algorithm developed by ALGLIB Project. It needs about 3x-4x more target evaluations than DFO-LSA (the ratio has no strong dependence on the problem size), however it issues target evaluation requests in large batches, so they can be computed in parallel. Additionally it has low iteration overhead, so it can be better suited for problems with cheap targets that DFO-LSA.

Both solvers are provided by the new NLS subpackage.
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Viewing Issue Advanced Details
995 [ALGLIB] General feature have not tried 2023-10-30 00:00 2023-10-30 00:00
SergeyB  
SergeyB  
normal  
resolved  
implemented  
none    
none  
Unspecified
IMPLEMENTED: debug reports for CPython version
ALGLIB for CPython now supports debug reports (tracing) which are printed by some optimizers. This feature is activated by calling xalglib.trace_file("trace.tags","path/to/trace.log")
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Viewing Issue Advanced Details
994 [ALGLIB] Optimization feature have not tried 2023-10-29 23:57 2023-10-29 23:57
SergeyB  
SergeyB  
normal  
resolved  
implemented  
none    
none  
Unspecified
IMPLEMENTED: some NLP solvers can now recover from infinite/NAN target values
Prior to ALGLIB 4.01, all optimizers stopped as soon as user callback returned infinite/NAN values in target/constraints vector or their Jacobian.

Now some ALGLIB solvers (SQP, DFO-LSA, 2PS) can recover from infinite values by reducing a trust radius. Upon successful recovery they continue optimization and add +800 to their completion code after return. If no successful recovery was possible (trust radius was decreased below lower bound), -8 completion code (critical error) is returned.
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Viewing Issue Advanced Details
993 [ALGLIB] Optimization feature have not tried 2023-10-14 21:00 2023-10-14 21:00
SergeyB  
SergeyB  
normal  
resolved  
implemented  
none    
none  
Unspecified
IMPLEMENTED: two-sided nonlinear constraints for MinNLC optimizer
MinNLC nonlinear programming solver now supports two-sided nonlinear constraints of the form CL<=C(x)<=CU, with (a) CL or CU possibly being infinite, and (b) CL possibly being equal to CU. New constraints are activated with minnlcsetnlc2() call.

It is the most general, efficient and convenient form of the constraint specification. It does not require you to order equality constraints prior or past inequality ones. It is also possible to specify range constraints (when both CL and CU are finite and CL<CU).

The former minnlcsetnlc() interface is still supported for backward compatibility reasons.
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Viewing Issue Advanced Details
989 [ALGLIB] Optimization feature have not tried 2023-10-13 21:41 2023-10-13 21:46
SergeyB  
SergeyB  
normal  
resolved  
implemented  
none    
none  
Unspecified
IMPLEMENTED: parallel optimizers - numerical differentiation and batch target/constraints evaluation
The following algorithms can now perform parallel numerical differentiation:
* L-BFGS
* MINLM
* MINNLC
* LSFIT

Additionally, LSFIT can parallelize target evaluation at different points.
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Viewing Issue Advanced Details
984 [ALGLIB] Interpolation feature have not tried 2023-08-14 16:57 2023-08-14 17:05
SergeyB  
SergeyB  
normal  
resolved  
implemented  
none    
none  
Unspecified
IMPLEMENTED: bicubic Hermite spline
Implemented: bicubic Hermite interpolation spline (a spline is built using a table of spline values, first and mixed derivatives).
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Viewing Issue Advanced Details
983 [ALGLIB] Interpolation feature have not tried 2023-08-14 16:55 2023-08-14 17:05
SergeyB  
SergeyB  
normal  
resolved  
implemented  
none    
none  
Unspecified
IMPLEMENTED: bicubic clamped spline
Implemented: bicubic spline with clamped boundary conditions (first or second derivatives or parabolic termination), with possibility of specifying different conditions for different boundaries of an interpolation area.
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Viewing Issue Advanced Details
985 [ALGLIB] Optimization feature have not tried 2023-08-14 17:03 2023-08-14 17:04
SergeyB  
SergeyB  
normal  
resolved  
implemented  
none    
none  
Unspecified
IMPLEMENTED: stagnation checks for MinLM
Stagnation checks prevent eternal loops due to too stringent stopping criteria.
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Viewing Issue Advanced Details
982 [ALGLIB] Linear algebra feature have not tried 2023-07-26 17:40 2023-07-26 17:40
SergeyB  
SergeyB  
normal  
resolved  
implemented  
none    
none  
Unspecified
IMPLEMENTED: dense-to-sparse conversion functions
Implemented sparsecreatecrsfromdense() and sparsecreatecrsfromdensebuf() which can be used to convert a dense matrix to a sparse one.
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Viewing Issue Advanced Details
980 [ALGLIB] Linear algebra feature have not tried 2023-06-08 20:46 2023-06-08 20:46
SergeyB  
SergeyB  
normal  
resolved  
implemented  
none    
none  
Unspecified
IMPLEMENTED: quick low-overhead mode for the subspace iteration eigensolver
New mode performs no expensive checks and reorthogonalizes basis only once at the end. It is intended for easy well-conditioned problems which can be solved in as few as 5 iterations. On such problems it has much less overhead than the standard mode of the solver.
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Viewing Issue Advanced Details
955 [ALGLIB] General feature have not tried 2023-01-18 20:31 2023-05-22 17:55
SergeyB  
SergeyB  
normal  
resolved  
implemented  
none    
none  
Unspecified
IMPLEMENTED: API cleanup for ALGLIB 4
Backward incompatible changes:

===== 0 ==========

High-level changes in the API:
* C++ API now is const-correct. Functions modifying object/array state accept it as a modifiable reference, functions not modifying object/array accept is as a constant reference.
* Better handling of functions that rewrite array contents in-place but never reallocate it: in C# these functions accept arrays as a non-ref non-out parameter, in Python and Java these functions accept arrays as input-only reference (the value reference points to is changed, but not the reference itself)

===== 1 ==========

Removed ability to pass both halves of a symmetric matrix and return both halves of a symmetric matrix to determinant calculation and matrix inversion functions. Now these functions accept and modify only one triangle of the matrix (either upper or lower one, as specified by user).

===== 2 ==========

Mass changes in linear solvers:
* INFO output parameter replaced by rep.terminationtype for functions returning report, by boolean return value for functions returning no report
* output parameters REP and X changed order (compatibility with the rest of the library).

Affected functions: rmatrixsolve, rmatrixsolvefast, rmatrixsolvem, rmatrixsolvemfast, rmatrixlusolve, rmatrixlusolvefast, rmatrixlusolvem, rmatrixlusolvemfast, rmatrixmixedsolve, rmatrixmixedsolvem, cmatrixsolvem, cmatrixsolvemfast, cmatrixsolve, cmatrixsolvefast, cmatrixlusolvem, cmatrixlusolvemfast, cmatrixlusolve, cmatrixlusolvefast, cmatrixmixedsolvem, cmatrixmixedsolve, spdmatrixsolvem, spdmatrixsolvemfast, spdmatrixsolve, spdmatrixsolvefast, spdmatrixcholeskysolvem, spdmatrixcholeskysolvemfast, spdmatrixcholeskysolve, spdmatrixcholeskysolvefast, hpdmatrixsolvem, hpdmatrixsolvemfast, hpdmatrixsolve, hpdmatrixsolvefast, hpdmatrixcholeskysolvem, hpdmatrixcholeskysolvemfast, hpdmatrixcholeskysolve, hpdmatrixcholeskysolvefast, rmatrixsolvels

===== 3 ==========

Changes in the LINREG subpackage: INFO output parameter replaced by rep.terminationtype field.

Affected functions: lrbuild, lrbuilds, lrbuildz, lrbuildzs

===== 4 ==========

Changes in the LSFIT subpackage: INFO output parameter replaced by rep.terminationtype field.

Affected functions:
* lsfitlinear, lsfitlinearw, lsfitlinearc, lsfitlinearwc, lsfitresults
* spline1dfitcubicwc, spline1dfithermitewc, spline1dfitcubic, spline1dfithermite
* polynomialfit(, polynomialfitwc, barycentricfitfloaterhormannwc, barycentricfitfloaterhormann

===== 5 ==========

Changes in the PCA subpackage: INFO output parameter removed. Unexpected failures (like SVD solver failure) which in theory may occur but never occur in practice are now signaled by raising an exception.

Affected functions:
* pcabuildbasis

===== 6 ==========

Changes in SPLINE2D subpackage: spline2ddiff() and spline2ddiffvi() now return only first derivatives dS/dx and dS/dy. The mixed derivative d2S/(dx*dy) is now returned by spline2ddiff2() and spline2ddiff2vi().

===== PYTHON =====

The following changes are specific for ALGLIB for Python.

The following functions started to rewrite their arguments in-place instead of adding them to the return tuple. Please, check your usage!

cmatrixtranspose, rmatrixtranspose, rmatrixenforcesymmetricity, cmatrixcopy, rvectorcopy, rmatrixcopy, rmatrixgencopy, rmatrixger, cmatrixrank1, rmatrixrank1, rmatrixgemv, cmatrixmv, rmatrixmv, rmatrixsymv, rmatrixsyvmv, rmatrixtrsv, cmatrixrighttrsm, cmatrixlefttrsm, rmatrixrighttrsm, rmatrixlefttrsm, cmatrixherk, rmatrixsyrk, cmatrixgemm, rmatrixgemm, cmatrixsyrk, rmatrixqr, rmatrixlq, cmatrixqr, cmatrixlq, rmatrixbd, rmatrixbdmultiplybyq, rmatrixbdmultiplybyp, rmatrixhessenberg, smatrixtd, hmatrixtd, rmatrixrndorthogonalfromtheright, rmatrixrndorthogonalfromtheleft, cmatrixrndorthogonalfromtheright, cmatrixrndorthogonalfromtheleft, smatrixrndmultiply, hmatrixrndmultiply, sparsegemv, sparsetrmv, sparsetrsv, smatrixtdevd, rmatrixlu, cmatrixlu, hpdmatrixcholesky, spdmatrixcholesky, spdmatrixcholeskyupdateadd1, spdmatrixcholeskyupdatefix, spdmatrixcholeskyupdateadd1buf, spdmatrixcholeskyupdatefixbuf, rmatrixbdsvd, rmatrixsolvefast, rmatrixsolvemfast, rmatrixlusolvefast, rmatrixlusolvemfast, cmatrixsolvemfast, cmatrixsolvefast, cmatrixlusolvemfast, cmatrixlusolvefast, spdmatrixsolvemfast, spdmatrixsolvefast, spdmatrixcholeskysolvemfast, spdmatrixcholeskysolvefast, hpdmatrixsolvemfast, hpdmatrixsolvefast, hpdmatrixcholeskysolvemfast, hpdmatrixcholeskysolvefast, rmatrixluinverse, rmatrixinverse, cmatrixluinverse, cmatrixinverse, spdmatrixcholeskyinverse, spdmatrixinverse, hpdmatrixcholeskyinverse, hpdmatrixinverse, rmatrixtrinverse, cmatrixtrinverse, rmatrixinvupdatesimple, rmatrixinvupdaterow, rmatrixinvupdatecolumn, rmatrixinvupdateuv, rmatrixschur, smatrixgevdreduce, rankdata, rankdatacentered, fftc1d, fftc1dinv, fhtr1d, fhtr1dinv, filtersma, filterema, filterlrma
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967 [ALGLIB] Interpolation feature have not tried 2023-04-09 20:55 2023-05-15 21:03
SergeyB  
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Unspecified
IMPLEMENTED: second derivatives for bicubic splines
Implemented second derivatives Sxx and Syy for bicubic splines. This addition was contributed by Horst Greiner working at Hembach Photonik.

spline2ddiff() now returns only first derivatives dS/dx and dS/dy, mixed derivative is returned only by spline2ddiff2() and spline2ddiff2vi().
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971 [ALGLIB] General major have not tried 2023-04-17 21:12 2023-04-21 21:08
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fixed  
none    
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Unspecified
FIXED: libdl.so is missing in newer Linux versions
Newer Linux versions break backward compatibility by providing only libdl.so.2, but not libdl.so. On such systems ALGLIB for C# failed to load native computational core (Python and Delphi/FreePascal were unaffected by the bug).

After the fix HPC version of ALGLIB for C# checks availability of libdl.so and libdl.so.2 on the host and uses version which is available.

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972 [ALGLIB] General feature have not tried 2023-04-17 22:13 2023-04-17 22:13
SergeyB  
SergeyB  
normal  
assigned  
open  
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Unspecified
Parallel numerical differentiation and batch requests
todo
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Viewing Issue Advanced Details
884 [ALGLIB] Optimization feature have not tried 2019-12-20 12:57 2023-04-17 22:11
SergeyB  
SergeyB  
normal  
assigned  
open  
none    
none  
Unspecified
interchangeable scalar/vector callbacks in optimizers
todo
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Viewing Issue Advanced Details
848 [ALGLIB] Interpolation feature have not tried 2018-12-25 11:54 2023-04-16 19:26
SergeyB  
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normal  
resolved  
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none    
none  
Unspecified
IMPLEMENTED: 1d spline serialization
Portable serialization of linear/cubic splines.
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970 [ALGLIB] Linear algebra feature have not tried 2023-04-15 22:00 2023-04-15 22:01
SergeyB  
SergeyB  
normal  
resolved  
implemented  
none    
none  
Unspecified
IMPLEMENTED: 2-norm condition numbers for general, triangular, symmetric positive definite matrices
2-norm condition number using SVD/EVD for general real, triangular real, symmetric positive definite real matrices,
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968 [ALGLIB] Interpolation feature have not tried 2023-04-14 21:13 2023-04-14 21:25
SergeyB  
SergeyB  
normal  
resolved  
implemented  
none    
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Unspecified
IMPLEMENTED: faster spline1dfit()
While fixing bug with spline divergence at edges, significantly improved algorithm performance, with running times on large problems improved by 3x-7x.
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969 [ALGLIB] Interpolation major have not tried 2023-04-14 21:14 2023-04-14 21:15
SergeyB  
SergeyB  
normal  
resolved  
fixed  
none    
none  
Unspecified
FIXED: spline interpolant build with spline1dfit() diverges at edges
Fixed by refactoring spline algorithm.
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966 [ALGLIB] Optimization feature have not tried 2023-04-07 22:03 2023-04-07 22:04
SergeyB  
SergeyB  
normal  
resolved  
implemented  
none    
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Unspecified
IMPLEMENTED: multi-objective optimization with the NBI algorithm
Multi-objective optimization with any number of objectives using the NBI (Normal Boundary Intersection) algorithm. A mix of box, linear and nonlinear constraints is supported.
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Viewing Issue Advanced Details
965 [ALGLIB] Optimization feature have not tried 2023-04-07 21:57 2023-04-07 21:58
SergeyB  
SergeyB  
normal  
resolved  
implemented  
none    
none  
Unspecified
IMPLEMENTED: major stability improvements in the SQP solver
Better linear/nonlinear constraint enforcement code, better handling of degenerate cases.
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952 [ALGLIB] Interpolation feature have not tried 2022-12-13 21:03 2022-12-13 21:04
SergeyB  
SergeyB  
normal  
resolved  
implemented  
none    
none  
Unspecified
IMPLEMENTED: far field (fast multipoles) acceleration of biharmonic RBF construction and evaluation
New version of ALGLIB includes accelerated biharmonic RBFs which utilize far field expansion (AKA fast multipoles method) for approximate computation of the model. This method is heavily utilized by both model construction and model evaluation phases.

Biharmonic RBF construction time was now improved to O(N*logN) instead of O(N^2). We want to note that even previous time was still better than O(N^3) achieved by textbook methods.

Approximate biharmonic RBF evaluation time with rbffastcalc() now shows several-fold speed-up when compared with exact rbfcalc().
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951 [ALGLIB] Optimization feature have not tried 2022-12-07 21:28 2022-12-07 21:28
SergeyB  
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normal  
resolved  
implemented  
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Unspecified
IMPLEMENTED: LP/QP presolver
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
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950 [ALGLIB] General feature have not tried 2022-11-27 20:11 2022-11-27 21:28
SergeyB  
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resolved  
implemented  
none    
none  
Unspecified
IMPLEMENTED: OpenSSL as an entropy source
ALGLIB for C++ now can use OpenSSL as a secure randomness source (as opposed to stdlib rand).
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Viewing Issue Advanced Details
949 [ALGLIB] Optimization feature have not tried 2022-07-14 11:55 2022-07-14 11:57
SergeyB  
SergeyB  
normal  
resolved  
implemented  
none    
none  
Unspecified
IMPLEMENTED: parallel interior point LP/QP
New parallel sparse Cholesky also increased performance of the interior point LP/QP.
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Viewing Issue Advanced Details
948 [ALGLIB] Optimization feature have not tried 2022-07-14 11:54 2022-07-14 11:54
SergeyB  
SergeyB  
normal  
resolved  
implemented  
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Unspecified
IMPLEMENTED: parallel sparse Cholesky/LDLT factorization
Implemented: parallel sparse Cholesky/LDLT factorization.
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946 [ALGLIB] Interpolation feature have not tried 2022-06-28 15:31 2022-06-28 15:31
SergeyB  
SergeyB  
normal  
resolved  
implemented  
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none  
Unspecified
IMPLEMENTED: bilinear/bicubic spline with missing cells
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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945 [ALGLIB] Interpolation feature have not tried 2022-06-12 19:32 2022-06-14 13:46
SergeyB  
SergeyB  
normal  
resolved  
implemented  
none    
none  
Unspecified
IMPLEMENTED: fast multiquadric spline interpolation and fitting
New large-scale multiquadric algorithm with O(N) memory requirements and O(N^2) running time, utilizing fast domain decomposition method for the solution of linear systems.

New algorithm supports interpolation and fitting (smoothing), with ability to handle more than 100.000 points on a modest workstation.
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Viewing Issue Advanced Details
943 [ALGLIB] Interpolation feature have not tried 2022-06-12 19:30 2022-06-14 13:45
SergeyB  
SergeyB  
normal  
resolved  
implemented  
none    
none  
Unspecified
IMPLEMENTED: fast thin plate spline interpolation and fitting
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.
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944 [ALGLIB] Interpolation feature have not tried 2022-06-12 19:31 2022-06-12 19:33
SergeyB  
SergeyB  
normal  
resolved  
implemented  
none    
none  
Unspecified
IMPLEMENTED: fast biharmonic spline interpolation and fitting
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.
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Viewing Issue Advanced Details
942 [ALGLIB] Optimization minor have not tried 2022-05-24 09:51 2022-05-24 09:51
SergeyB  
SergeyB  
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resolved  
fixed  
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Unspecified
FIXED: instability in SLP solver
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.
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941 [ALGLIB] General minor have not tried 2022-05-21 22:10 2022-05-21 22:10
SergeyB  
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Unspecified
IMPLEMENTED: red zones for C++ version
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.
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935 [ALGLIB] Optimization minor have not tried 2021-10-24 00:45 2021-10-24 00:45
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SergeyB  
normal  
resolved  
fixed  
none    
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Unspecified
FIXED: relaxed too strict decrease conditions in nonsmooth AGS optimizer
Too strict line search conditions resulted in optimizer sometimes performing too short steps. Relaxed.
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913 [ALGLIB] General feature have not tried 2020-12-10 22:24 2021-10-04 15:50
SergeyB  
SergeyB  
normal  
assigned  
open  
none    
none  
Unspecified
better handling of nonlinear constraints in SLP/SQP
drop inequality ones whose linearization is definitely inactive within trust region
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905 [ALGLIB] Optimization feature have not tried 2020-11-01 23:49 2021-10-04 15:50
SergeyB  
SergeyB  
normal  
assigned  
open  
none    
none  
Unspecified
inertia for SLP trust radius parameter growth
todo
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918 [ALGLIB] Diff.equations minor have not tried 2021-04-02 22:31 2021-10-02 18:52
SergeyB  
SergeyB  
normal  
resolved  
fixed  
none    
none  
Unspecified
FIXED: ODE solver test hangs sometimes
Error in the step size selection sometimes led to an eternal loop.
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423 [ALGLIB] Linear algebra feature have not tried 2012-01-16 12:35 2021-09-30 18:46
SergeyB  
SergeyB  
normal  
resolved  
implemented  
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none  
Unspecified
IMPLEMENTED: sparse GMRES for linear equations
Linear solver for square non-symmetric problems.
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921 [ALGLIB] Optimization feature have not tried 2021-06-13 14:47 2021-09-24 16:03
SergeyB  
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resolved  
implemented  
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Unspecified
IMPLEMENTED: minqpaddsparsefromdense
Convenience function which adds constraint to the sparse constraint matrix, with constraint itself being passed as a dense array.
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883 [ALGLIB] General feature have not tried 2019-12-20 12:56 2021-09-23 23:05
SergeyB  
SergeyB  
normal  
assigned  
open  
none    
none  
Unspecified
Delphi and CPython tracing
todo
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Viewing Issue Advanced Details
930 [ALGLIB] Linear algebra feature have not tried 2021-07-28 15:42 2021-09-23 23:04
SergeyB  
SergeyB  
normal  
resolved  
implemented  
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Unspecified
IMPLEMENTED: AVX2/FMA-capable sparse Cholesky/LDLT decomposition
Sparse Cholesky/LDLT decompositions now have optimized SIMD kernels which may use AVX2 and FMA intrinsics.
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Viewing Issue Advanced Details
885 [ALGLIB] General feature have not tried 2019-12-20 13:38 2021-09-23 23:02
SergeyB  
SergeyB  
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assigned  
open  
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none  
Unspecified
reference manual section for tracing
todo
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Viewing Issue Advanced Details
929 [ALGLIB] Linear algebra feature have not tried 2021-07-28 15:41 2021-09-17 21:58
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resolved  
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IMPLEMENTED: C# GEMM (matrix-matrix product) can now utilize AVX2/FMA NET 5 intrinsics
C# implementation of GEMM (generalized matrix-matrix product) can now be compiled in two modes:
* fully managed C# code
* unsafe C# code which makes use of NET 5 hardware intrinsics

Because the GEMM kernel is widely used across the library, many linear algebra, interpolation and optimization functions became much faster due to this change.
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933 [ALGLIB] General feature have not tried 2021-09-17 21:50 2021-09-17 21:50
SergeyB  
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IMPLEMENTED: ALGLIB for C# supports NET 5, including hardware intrinsics
1. NET 5 compatibility officially guaranteed
2. Ability to utilize NET 5 hardware intrinsics when compiled in the unsafe mode with ALGLIB_USE_SIMD conditional compilation symbol being defined.
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Viewing Issue Advanced Details
882 [ALGLIB] Optimization feature have not tried 2019-12-18 18:47 2021-08-28 23:15
SergeyB  
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assigned  
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Unspecified
improved AUL
rho growth.
large-scale problems.
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Viewing Issue Advanced Details
859 [ALGLIB] Optimization minor have not tried 2019-07-01 17:06 2021-08-28 23:07
SergeyB  
SergeyB  
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assigned  
open  
none    
none  
Unspecified
perform pivot selection in simplex solver taking into account |rho|
todo
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Viewing Issue Advanced Details
743 [ALGLIB] Optimization feature have not tried 2017-10-24 20:05 2021-08-28 22:48
SergeyB  
SergeyB  
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Unspecified
linearly constrained MinLM improvements
reuse Lagrange multipliers and working set
tests for huge amount of inequality constraints
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562 [ALGLIB] Optimization feature have not tried 2013-09-13 12:12 2021-08-28 22:45
SergeyB  
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SQP version of MinNLC
Needs following improvements:
* there should convenient way to generate low-rank LBFGS matrices
* QP solver should be able to work with low-rank QP models (L-BFGS QP?)
* QP solver should be able to perform efficient restarts (fast activation of previously active constraints)
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926 [ALGLIB] Linear algebra feature have not tried 2021-07-22 17:27 2021-08-28 22:42
SergeyB  
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resolved  
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IMPLEMENTED: AMD ordering for matrices with dense rows
Implemented new AMD ordering algorithm for matrices with dense/nearly dense rows, set as default one for sparse Cholesky/LDLT.

Details: original AMD ordering algorithm has O(N^2) running time for a matrix with just one dense row. Improved algorithm postpones ordering of rows with too many nonzero elements (including ones which are not dense, but still has more nonzeros than typical row) and handles them later, at the second ordering round.
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Viewing Issue Advanced Details
931 [ALGLIB] Linear algebra feature have not tried 2021-08-06 19:10 2021-08-06 19:11
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resolved  
implemented  
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IMPLEMENTED: sparse matrix serialization
Implemented: sparsematrix structure can be serialized/unserialized using standard ALGLIB serialization interface (supports movement of data between C++, C#, other languages).
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Viewing Issue Advanced Details
920 [ALGLIB] Optimization minor have not tried 2021-06-13 14:33 2021-06-13 14:33
SergeyB  
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resolved  
fixed  
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FIXED: nonsmooth AGS optimizer sometimes stopped before reaching optimal point
AGS optimizer sometimes stopped before reaching optimal point due to incorrect sampling under active constraints. Fixed sampling algorithm.
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746 [ALGLIB] General feature have not tried 2017-10-30 15:24 2021-04-02 14:36
SergeyB  
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blocked random matrix operations
todo
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Viewing Issue Advanced Details
741 [ALGLIB] General feature have not tried 2017-10-24 13:17 2021-04-02 14:36
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Unspecified
advanced affinity management for C/C++ core
todo

document -DAE_OS=AE_LINUX

decide on default status of affinity management, allow to change in on the fly
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565 [ALGLIB] Data analysis feature have not tried 2013-09-29 11:33 2021-04-02 14:36
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Improved Naive Bayes
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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Viewing Issue Advanced Details
748 [ALGLIB] Optimization feature have not tried 2017-10-31 12:14 2021-04-02 14:36
SergeyB  
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assigned  
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Better warm start support for dense-aul and related minlm
Todo
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Viewing Issue Advanced Details
886 [ALGLIB] Optimization feature have not tried 2019-12-23 16:46 2021-04-02 14:34
SergeyB  
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assigned  
open  
none    
none  
Unspecified
QP/LP presolver
todo
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Viewing Issue Advanced Details
879 [ALGLIB] Optimization feature have not tried 2019-12-11 14:12 2021-04-02 14:34
SergeyB  
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assigned  
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Unspecified
MinNLC needs modern setlc2() family of functions and setnlc2()
todo
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872 [ALGLIB] Linear algebra feature have not tried 2019-11-26 16:40 2021-04-02 14:34
SergeyB  
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assigned  
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INCOMPATIBLE: standardize linear solver output parameters
todo
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Viewing Issue Advanced Details
843 [ALGLIB] Optimization feature have not tried 2018-11-18 13:30 2021-04-02 14:34
SergeyB  
SergeyB  
normal  
assigned  
open  
none    
none  
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"paranoid SLP" optimizer
detailed investigation of the target function properties
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Viewing Issue Advanced Details
830 [ALGLIB] Optimization feature have not tried 2018-10-30 15:20 2021-04-02 14:34
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none    
none  
Unspecified
autoscaling for minlm/lsfit
todo
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Viewing Issue Advanced Details
804 [ALGLIB] Interpolation feature have not tried 2018-03-27 17:39 2021-04-02 14:34
SergeyB  
SergeyB  
normal  
assigned  
open  
none    
none  
Unspecified
lsfitsetscaleauto()
todo
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Viewing Issue Advanced Details
799 [ALGLIB] Solvers feature have not tried 2018-03-05 16:27 2021-04-02 14:34
SergeyB  
SergeyB  
normal  
assigned  
open  
none    
none  
Unspecified
LSQR solver - better handling of LambdaV
explicitly integrate it in the formula
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Viewing Issue Advanced Details
782 [ALGLIB] Interpolation feature have not tried 2018-01-08 14:17 2021-04-02 14:34
SergeyB  
SergeyB  
high  
assigned  
open  
none    
none  
Unspecified
Inverse distance weighting, improved version
Parallel algorithm
Optional distance-based smoothing
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767 [ALGLIB] General feature have not tried 2017-12-11 18:38 2021-04-02 14:34
SergeyB  
SergeyB  
normal  
assigned  
open  
none    
none  
Unspecified
better C#-to-native memory management
* transient allocations (session object)
* move from fixed statement to GCHandle object; freely choose between pinned/attached storage and independent native storage for input arguments
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756 [ALGLIB] General feature have not tried 2017-11-07 21:10 2021-04-02 14:34
SergeyB  
SergeyB  
normal  
assigned  
open  
none    
none  
Unspecified
nonsmooth BFGS
todo

A combined BFGS-Gradient Sampling method with convergence
theory (F.E. Curtis and X. Que, 2015)

A successive quadratic programming (SQP) BFGS method
applied to challenging problems in static-output-feedback control
design (F.E. Curtis, T. Mitchell and M.L.O., 2015).
Although there are no theoretical results, it is much more
efficient and effective than the SQP Gradient Sampling method
which does have convergence results.


==== review

A successive quadratic programming gradient sampling method
with convergence theory.
F.E. Curtis and M.L.O., SIOPT, 2012.
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755 [ALGLIB] Interpolation feature have not tried 2017-11-07 20:13 2021-04-02 14:34
SergeyB  
SergeyB  
normal  
assigned  
open  
none    
none  
Unspecified
switch circumscribed/inscribed circle fitting to new SLP-NLC
todo
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708 [ALGLIB] General feature have not tried 2017-06-08 18:23 2021-04-02 14:34
SergeyB  
SergeyB  
normal  
assigned  
open  
none    
none  
Unspecified
ability to control RNG seed for HPC core
todo
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Viewing Issue Advanced Details
685 [ALGLIB] Linear algebra feature have not tried 2017-02-07 14:34 2021-04-02 14:34
SergeyB  
SergeyB  
normal  
assigned  
open  
none    
none  
Unspecified
SYMM-based code for dense subspace iteration and for SSA
Now it uses temporary buffer to unroll matrix.
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646 [ALGLIB] Linear algebra feature have not tried 2015-03-13 17:00 2021-04-02 14:34
SergeyB  
SergeyB  
high  
assigned  
open  
none    
none  
Unspecified
Faster XBLAS, faster iterative refinement
todo
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Viewing Issue Advanced Details
684 [ALGLIB] Linear algebra feature have not tried 2017-02-07 14:33 2021-04-02 14:29
SergeyB  
SergeyB  
normal  
assigned  
open  
none    
none  
Unspecified
Implement RMatrixSYMM/CMatrixHEMM
todo
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917 [ALGLIB] Optimization minor have not tried 2021-03-22 18:37 2021-03-22 18:37
SergeyB  
SergeyB  
normal  
resolved  
fixed  
none    
none  
Unspecified
FIXED: better estimate of penalty coefficients for SLP merit function
Better estimate of penalty coefficients for SLP merit function improves solver convergence.
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916 [ALGLIB] Optimization minor have not tried 2021-03-22 18:34 2021-03-22 18:35
SergeyB  
SergeyB  
normal  
resolved  
fixed  
none    
none  
Unspecified
FIXED: better detection of trust region stagnation in the SQP optimizer
Better detection of trust region stagnation in the SQP optimizer.
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908 [ALGLIB] Solvers feature have not tried 2020-11-07 21:51 2020-12-19 17:49
SergeyB  
SergeyB  
normal  
resolved  
implemented  
none    
none  
Unspecified
IMPLEMENTED: sparse symmetric positive definite direct solver
Implemented linear solver based on supernodal Cholesky with fill-in reducing ordering
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914 [ALGLIB] Solvers tweak have not tried 2020-12-19 17:19 2020-12-19 17:47
SergeyB  
SergeyB  
normal  
resolved  
implemented  
none    
none  
Unspecified
INCOMPATIBLE: changed signatures and names of some sparse direct solvers
Names and signatures of some sparse solvers are changed to make API more uniform. First, we removed matrix size from the method signature because sparse matrix structure already stores its size. Second, we changed order of output parameters: instead of "report,x" we now return "x,report" as does the rest of the library. We also changed names of several methods to conform to uniform naming convention used by direct dense solvers.

Following functions were changed:
* sparsesolvesks(a,n,isupper,b,rep,x) => sparsespdsolvesks(a,isupper,b,x,rep)
* sparsecholeskysolvesks(a,n,isupper,b,rep,x) => sparsespdcholeskysolve(a,isupper,b,x,rep)
* sparsesolve(a,n,b,x,rep) => sparsesolve(a,b,x,rep)
* sparselusolve(a,p,q,n,b,x,rep) => sparselusolve(a,p,q,b,x,rep)
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911 [ALGLIB] Optimization feature have not tried 2020-12-07 22:15 2020-12-07 22:15
SergeyB  
SergeyB  
normal  
resolved  
implemented  
none    
none  
Unspecified
IMPLEMENTED: sparse interior point LP solver
Sparse large-scale interior point (barrier) linear programming solver
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910 [ALGLIB] General feature have not tried 2020-11-28 16:09 2020-11-28 16:09
SergeyB  
SergeyB  
normal  
resolved  
implemented  
none    
none  
Unspecified
IMPLEMENTED: generating random vectors/matrices with normal entries
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
SergeyB  
SergeyB  
normal  
resolved  
implemented  
none    
none  
Unspecified
IMPLEMENTED: sparse interior point QP solver
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
SergeyB  
SergeyB  
normal  
resolved  
implemented  
none    
none  
Unspecified
IMPLEMENTED: sparse supernodal Cholesky and LDLT factorizations with fill-in reducing ordering (AMD)
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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Viewing Issue Advanced Details
906 [ALGLIB] Linear algebra feature have not tried 2020-11-07 12:46 2020-11-07 12:46
SergeyB  
SergeyB  
normal  
resolved  
implemented  
none    
none  
Unspecified
IMPLEMENTED: optimized sparse matrix transposition
Improved pattern of memory accesses, no unnecessary dynamically allocated temporaries (all memory allocated during copy+transpose is reused by the target).
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Viewing Issue Advanced Details
904 [ALGLIB] Linear algebra feature have not tried 2020-10-08 12:31 2020-10-08 12:31
SergeyB  
SergeyB  
normal  
resolved  
implemented  
none    
none  
Unspecified
IMPLEMENTED: SparseExists() for quick tests for element existence
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
SergeyB  
SergeyB  
normal  
resolved  
implemented  
none    
none  
Unspecified
IMPLEMENTED: symmetric permutation of sparse symmetric matrix
SparseSymmPermTbl() allows to perform symmetric (two-sided) permutation of symmetric matrix given by its upper or lower triangle.
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902 [ALGLIB] Interpolation minor have not tried 2020-08-02 23:05 2020-08-02 23:05
SergeyB  
SergeyB  
normal  
resolved  
fixed  
none    
none  
Unspecified
FIXED: interior point method for LP/QP was destabilized by huge bounds (like x<1.0E10)
Fixed. Adaptive algorithm performs early detection of huge and irrelevant bounds, drops them and restarts computation.
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Viewing Issue Advanced Details
901 [ALGLIB] Optimization feature have not tried 2020-08-02 23:00 2020-08-02 23:00
SergeyB  
SergeyB  
normal  
resolved  
implemented  
none    
none  
Unspecified
IMPLEMENTED: improved handling of sparse pivot row in simplex solver
Improved sparsity support, ~30% improvement on some problems.
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Viewing Issue Advanced Details
891 [ALGLIB] Optimization feature have not tried 2020-01-08 11:30 2020-01-08 11:30
SergeyB  
SergeyB  
normal  
resolved  
implemented  
none    
none  
Unspecified
IMPLEMENTED: stabilized Hessian updates for SQP solver with periodic resets
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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Viewing Issue Advanced Details
890 [ALGLIB] Optimization feature have not tried 2019-12-30 17:06 2020-01-08 11:28
SergeyB  
SergeyB  
normal  
resolved  
implemented  
none    
none  
Unspecified
IMPLEMENTED: stronger OptGuard integrity checking
Improved detection of nonsmoothness in nonlinear constraints. More detailed report (reports iteration index in addition to line search log).
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889 [ALGLIB] Optimization minor have not tried 2019-12-23 16:48 2019-12-23 16:49
SergeyB  
SergeyB  
normal  
resolved  
fixed  
none    
none  
Unspecified
FIXED: tolerance thresholds in the infeasibility deteciton code were too strict
Fixed. Original code sometimes reported infeasibility on feasible problems.
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Viewing Issue Advanced Details
888 [ALGLIB] Optimization minor have not tried 2019-12-23 16:47 2019-12-23 16:47
SergeyB  
SergeyB  
normal  
resolved  
fixed  
none    
none  
Unspecified
FIXED: suboptimal decision during initial point selection in IPM method
Original code made suboptimal decision during initial point generation. Sometimes algorithm took too much time to converge.
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Viewing Issue Advanced Details
824 [ALGLIB] Optimization minor always 2018-09-04 11:57 2019-12-18 15:54
rmanthorpe  
SergeyB  
normal  
resolved 3.14.0  
fixed  
none    
none  
C++
FIXED: breaking change in exception handling in user callbacks
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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Viewing Issue Advanced Details
858 [ALGLIB] Optimization minor have not tried 2019-07-01 17:05 2019-12-13 18:18
SergeyB  
SergeyB  
normal  
resolved  
fixed  
none    
none  
Unspecified
IMPLEMENTED: more precise choice of pivot element in LP solver
Now it uses AlphaR[Q] instead of AlphaQ[R] (ideally, both are same, but in the presence of numerical rounding former is preferable).
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Viewing Issue Advanced Details
878 [ALGLIB] Optimization feature have not tried 2019-12-11 14:11 2019-12-11 14:11
SergeyB  
SergeyB  
normal  
resolved  
implemented  
none    
none  
Unspecified
IMPLEMENTED: SQP nonlinear programming solver
Implemented SQP nonlinear programming solver
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Viewing Issue Advanced Details
877 [ALGLIB] Linear algebra feature have not tried 2019-12-10 18:20 2019-12-10 18:20
SergeyB  
SergeyB  
normal  
resolved  
implemented  
none    
none  
Unspecified
IMPLEMENTED: sparsegemv()
Generalized matrix-vector product y := Alpha*op(S)*x + Beta*y, can be computed for CRS and SKS matrices.
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Viewing Issue Advanced Details
875 [ALGLIB] Optimization feature have not tried 2019-11-28 13:53 2019-11-28 13:53
SergeyB  
SergeyB  
normal  
resolved  
implemented  
none    
none  
Unspecified
IMPLEMENTED: QP solvers now report Lagrange multipliers
DENSE-AUL, DENSE-IPM and SPARSE-IPM solvers now report Lagrange multipliers for box and general linear constraints.
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Viewing Issue Advanced Details
863 [ALGLIB] General feature have not tried 2019-10-23 18:11 2019-11-27 13:48
SergeyB  
SergeyB  
normal  
resolved  
implemented  
none    
none  
Unspecified
IMPLEMENTED: trace infrastructure for ALGLIB solvers and algorithms
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.
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873 [ALGLIB] Solvers feature have not tried 2019-11-26 20:20 2019-11-26 20:20
SergeyB  
SergeyB  
normal  
resolved  
implemented  
none    
none  
Unspecified
IMPLEMENTED: sparse nonsymmetric real solvers
Implemented sparsesolve(), nonsymmetric real solver which utilizes sparse LU factorization, and sparselusolve(), which accepts already factorized matrix representation.
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Viewing Issue Advanced Details
871 [ALGLIB] Optimization feature have not tried 2019-11-24 13:16 2019-11-24 13:16
SergeyB  
SergeyB  
normal  
resolved  
implemented  
none    
none  
Unspecified
INCOMPATIBLE: changed parameters of minqpsetlcmixed()
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.
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870 [ALGLIB] Optimization feature have not tried 2019-11-24 13:08 2019-11-24 13:08
SergeyB  
SergeyB  
normal  
resolved  
implemented  
none    
none  
Unspecified
IMPLEMENTED: QP optimizer now supports two-sided linear constraints
Now you can specify constraints of the form AL<=A*x<=AU. Such constraints are handled more efficiently by the modern IPM solver.
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868 [ALGLIB] Optimization feature have not tried 2019-11-19 19:26 2019-11-19 19:26
SergeyB  
SergeyB  
normal  
resolved  
implemented  
none    
none  
Unspecified
IMPLEMENTED: dense interior point QP solver
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).
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867 [ALGLIB] Spec.functions feature have not tried 2019-11-19 13:20 2019-11-19 13:20
SergeyB  
SergeyB  
normal  
resolved  
implemented  
none    
none  
Unspecified
IMPLEMENTED: bivariate normal CDF and PDF
Implemented probability density function and cumulative distribution function for bivariate normals.
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862 [ALGLIB] Optimization feature have not tried 2019-09-03 17:29 2019-10-23 18:12
SergeyB  
SergeyB  
normal  
resolved  
implemented  
none    
none  
Unspecified
IMPLEMENTED: improved SLP solver
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).
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737 [ALGLIB] Interpolation feature have not tried 2017-10-16 19:07 2019-09-03 16:19
SergeyB  
SergeyB  
normal  
resolved  
implemented  
none    
none  
Unspecified
IMPLEMENTED: fast fitting by penalized cubic spline
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.
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861 [ALGLIB] Data analysis feature have not tried 2019-08-20 16:04 2019-08-20 16:04
SergeyB  
SergeyB  
normal  
resolved  
implemented  
none    
none  
Unspecified
IMPLEMENTED: variable importance for random forests
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
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Viewing Issue Advanced Details
484 [ALGLIB] Data analysis feature have not tried 2012-08-12 17:43 2019-08-20 16:02
SergeyB  
SergeyB  
normal  
assigned  
open  
none    
none  
Unspecified
Decision forest improvements
* features are replaced by their ranks before learning (faster and easier training)
* ability to merge forests
* other forest construction algos: boosting
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Viewing Issue Advanced Details
860 [ALGLIB] Data analysis feature have not tried 2019-07-29 13:35 2019-07-29 13:35
SergeyB  
SergeyB  
normal  
resolved  
implemented  
none    
none  
Unspecified
IMPLEMENTED: compressed storage format for random forests (3.7x-5.7x memory usage reduction)
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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855 [ALGLIB] Data analysis feature have not tried 2019-02-21 16:09 2019-02-21 16:09
SergeyB  
SergeyB  
normal  
resolved  
implemented  
none    
none  
Unspecified
IMPLEMENTED: added dfprocess0() and dfclassify() convenience wrappers
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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Viewing Issue Advanced Details
854 [ALGLIB] Data analysis feature have not tried 2019-02-19 17:31 2019-02-19 17:31
SergeyB  
SergeyB  
normal  
assigned  
open  
none    
none  
Unspecified
regression forests with multiple dependend vars
todo
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Viewing Issue Advanced Details
851 [ALGLIB] Data analysis feature have not tried 2018-12-27 18:44 2019-02-19 16:38
SergeyB  
SergeyB  
normal  
resolved  
implemented  
none    
none  
Unspecified
IMPLEMENTED: k-nn classification/regression
k-nn classification/regression using ALGLIB implementation of kd-trees
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Viewing Issue Advanced Details
853 [ALGLIB] Data analysis feature have not tried 2019-02-18 12:58 2019-02-18 12:58
SergeyB  
SergeyB  
normal  
assigned  
open  
none    
none  
Unspecified
nca and lmnn improvements to knn classifier
* neighborhood component analysis
* large margin nearest neighbors
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Viewing Issue Advanced Details
852 [ALGLIB] Optimization feature have not tried 2019-01-31 21:39 2019-01-31 21:39
SergeyB  
SergeyB  
normal  
resolved  
implemented  
none    
none  
Unspecified
IMPLEMENTED: revised dual simplex method
Implemented: large-scale sparse dual simplex method, with DSE pricing, long dual step (aka bounds flipping ratio test) and Forest-Tomlin updates.
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Viewing Issue Advanced Details
825 [ALGLIB] Linear algebra feature have not tried 2018-09-10 13:00 2019-01-16 19:38
SergeyB  
SergeyB  
normal  
resolved  
implemented  
none    
none  
Unspecified
IMPLEMENTED: sparse LU factorization with complete (row/col) and partial (row) pivoting
Implemented sparse LU factorization with partial (row) pivoting for stability, and complete pivoting for combined stability and sparsity.
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Viewing Issue Advanced Details
838 [ALGLIB] Optimization feature have not tried 2018-11-09 15:19 2018-12-27 18:12
SergeyB  
SergeyB  
normal  
resolved  
implemented  
none    
none  
Unspecified
IMPLEMENTED: MinNLC optimizer now reports violation of constraints
Maximum violation of box, linear and nonlinear constraints (separately for each constraint type) is reported as well as index of the most violated constraint.
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Viewing Issue Advanced Details
822 [ALGLIB] Optimization minor have not tried 2018-08-20 17:49 2018-12-27 18:12
SergeyB  
SergeyB  
normal  
resolved  
fixed  
none    
none  
Unspecified
FIXED: gradient checking functionality in nonlinear optimizers does not handle scaling properly
=== 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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Viewing Issue Advanced Details
810 [ALGLIB] Optimization feature have not tried 2018-04-10 18:00 2018-12-27 12:23
SergeyB  
SergeyB  
normal  
resolved  
implemented  
none    
none  
Unspecified
IMPLEMENTED: SLP solver now is default option in MinNLC
MinNLC optimizer now uses SLP solver by default as the most robust one (although slower than AUL).
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Viewing Issue Advanced Details
841 [ALGLIB] Optimization feature have not tried 2018-11-17 23:04 2018-12-26 18:16
SergeyB  
SergeyB  
normal  
resolved  
implemented  
none    
none  
Unspecified
IMPLEMENTED: termination requests for MinNLC
Now MinNLC subpackage supports requests for immediate termination of the optimizer just as the rest of the Optimization package.
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Viewing Issue Advanced Details
850 [ALGLIB] Optimization feature have not tried 2018-12-26 16:27 2018-12-26 16:27
SergeyB  
SergeyB  
normal  
resolved  
fixed  
none    
none  
Unspecified
FIXED: improved stability of the gradient checking code
Better handling of numerical noise, lesser probability of the false positives for bad analytic gradient.
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849 [ALGLIB] Interpolation feature have not tried 2018-12-26 15:53 2018-12-26 15:53
SergeyB  
SergeyB  
normal  
assigned  
open  
none    
none  
Unspecified
gridcalc2/gridcalc3 for IDW
todo
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834 [ALGLIB] Interpolation minor have not tried 2018-11-01 20:31 2018-12-26 14:10
SergeyB  
SergeyB  
normal  
resolved  
fixed  
none    
none  
Unspecified
FIXED: logisticfit4 not giving expected results
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.
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837 [ALGLIB] Interpolation feature have not tried 2018-11-07 16:53 2018-12-26 13:30
SergeyB  
SergeyB  
normal  
resolved  
implemented  
none    
none  
Unspecified
IMPLEMENTED: multilayer inverse distance weighting
Fast interpolation algorithm with O(N*logN) model construction phase. Builds multilayer IDW model which overcomes limitations of the traditional Shepard's method.
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842 [ALGLIB] Optimization feature have not tried 2018-11-18 13:29 2018-12-24 17:01
SergeyB  
SergeyB  
normal  
resolved  
implemented  
none    
none  
Unspecified
IMPLEMENTED: new OptGuard API for all optimizers (LBFGS, CG, BC, BLEIC, LM, NLC)
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.
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847 [ALGLIB] Optimization feature have not tried 2018-12-20 15:57 2018-12-20 15:57
SergeyB  
SergeyB  
normal  
assigned  
open  
none    
none  
Unspecified
nonsmooth optimizers: bundle methods, proximal bundle methods
convex/nonconvex
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840 [ALGLIB] Interpolation feature have not tried 2018-11-17 19:40 2018-11-17 19:40
SergeyB  
SergeyB  
normal  
resolved  
implemented  
none    
none  
Unspecified
IMPLEMENTED: HRBF models now supports progress reports and termination requests
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
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839 [ALGLIB] Solvers feature have not tried 2018-11-16 18:19 2018-11-16 18:20
SergeyB  
SergeyB  
normal  
resolved  
implemented  
none    
none  
Unspecified
IMPLEMENTED: LSQR solver now supports progress reports and requests for termination
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
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835 [ALGLIB] General feature have not tried 2018-11-02 16:40 2018-11-02 16:40
SergeyB  
SergeyB  
normal  
resolved  
implemented  
none    
none  
Unspecified
IMPLEMENTED: kd-trees now support unordered distance-based queries
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.
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833 [ALGLIB] General feature have not tried 2018-11-01 14:01 2018-11-01 14:01
SergeyB  
SergeyB  
normal  
resolved  
implemented  
none    
none  
Unspecified
IMPLEMENTED: better optimized C/C++ implementation of kd-trees
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).
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823 [ALGLIB] Linear algebra feature have not tried 2018-08-29 15:02 2018-11-01 13:52
SergeyB  
SergeyB  
normal  
resolved  
implemented  
none    
none  
Unspecified
IMPLEMENTED: faster sparsetrsv()
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.
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821 [ALGLIB] Linear algebra feature have not tried 2018-07-23 13:30 2018-07-23 13:30
SergeyB  
SergeyB  
normal  
resolved  
implemented  
none    
none  
Unspecified
IMPLEMENTED: copying with transposition of sparse CRS matrices
In addition to in-place transposition of sparse CRS matrices it is now possible to perform copy with transposition.
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820 [ALGLIB] Data analysis feature have not tried 2018-05-31 16:14 2018-05-31 16:14
SergeyB  
SergeyB  
normal  
resolved  
implemented  
none    
none  
Unspecified
IMPLEMENTED: improved random forests construction algorithm
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
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819 [ALGLIB] Linear algebra feature have not tried 2018-05-17 14:34 2018-05-17 14:34
SergeyB  
SergeyB  
normal  
resolved  
implemented  
none    
none  
Unspecified
IMPLEMENTED: sparsemv() and sparsemtv() now can use Intel MKL
Implemented.
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818 [ALGLIB] Data analysis feature have not tried 2018-05-17 14:21 2018-05-17 14:21
SergeyB  
SergeyB  
normal  
assigned  
open  
none    
none  
Unspecified
sparse GEMM usage in sparse PCA
todo
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817 [ALGLIB] Data analysis feature have not tried 2018-05-16 17:55 2018-05-17 13:02
SergeyB  
SergeyB  
normal  
resolved  
implemented  
none    
none  
Unspecified
IMPLEMENTED: sparse truncated PCA
Truncated PCA (a few top values are extracted) for sparse datasets.
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727 [ALGLIB] Data analysis feature have not tried 2017-09-25 18:15 2018-05-16 16:46
SergeyB  
SergeyB  
normal  
assigned  
open  
none    
none  
Unspecified
Gradient boosting trees
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
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816 [ALGLIB] Data analysis feature have not tried 2018-05-14 19:03 2018-05-14 19:03
SergeyB  
SergeyB  
normal  
assigned  
open  
none    
none  
Unspecified
kernel PCA
todo
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776 [ALGLIB] General minor have not tried 2017-12-24 13:19 2018-05-08 12:33
SergeyB  
SergeyB  
normal  
resolved  
fixed  
none    
none  
Unspecified
FIXED: memory leak in the heavily threaded code utilizing Intel MKL
=== Problem description ===

Intel MKL in its default configuration allocates thread-local buffer storage which is used to accelerate computations (create aligned copies of data). The problem is that this buffer is not deallocated after exit from MKL - just for the case same thread will call MKL one more time.

When application spawns many threads, it results in creation of multiple thread-local buffers; when many threads are spawned constantly (as it happens with some threading frameworks, including NET Task Parallel Library) it results in steadily growing memory consumption.

To be exact, memory is not actually lost - it can be freed with just one call of mkl_free_buffers(). However, such behavior is still undesirable.

=== Solution ==

A watchdog thread starts on MKL startup which performs periodic (once in a few seconds) cleanup of unused buffers.
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696 [ALGLIB] Interpolation feature have not tried 2017-04-29 19:13 2018-05-07 17:34
SergeyB  
SergeyB  
normal  
resolved  
implemented  
none    
none  
Unspecified
IMPLEMENTED: fitting least squares circle/sphere to NX-dimensional data
New circle/sphere fitting function, fitspherels(), which fits sphere minimizing sum of squared distances.
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813 [ALGLIB] Optimization minor always 2018-04-24 11:06 2018-04-27 16:06
rmanthorpe  
SergeyB  
normal  
resolved 3.13.0  
fixed  
none    
none  
C++
FIXED: minlmoptimize enters an infinite loop when fvec throws an exception on Windows x64
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;
}
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!




Viewing Issue Advanced Details
812 [ALGLIB] General feature have not tried 2018-04-19 18:51 2018-04-26 17:56
SergeyB  
SergeyB  
normal  
resolved  
implemented  
none    
none  
Unspecified
IMPLEMENTED: support for IDisposable interface and using semantics by ALGLIB for C#
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.
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800 [ALGLIB] General feature have not tried 2018-03-06 13:34 2018-04-26 14:24
SergeyB  
SergeyB  
normal  
resolved  
implemented  
none    
none  
Unspecified
INCOMPATIBLE: new approach to multithreading
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.
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806 [ALGLIB] Interpolation minor have not tried 2018-03-30 16:06 2018-04-06 13:08
SergeyB  
SergeyB  
normal  
resolved  
fixed  
none    
none  
Unspecified
FIXED: LSFit solver sometimes returns incorrect error estimates (HPC edition of ALGLIB for C#)
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.

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809 [ALGLIB] Optimization feature have not tried 2018-04-03 18:26 2018-04-03 18:26
SergeyB  
SergeyB  
normal  
resolved  
implemented  
none    
none  
Unspecified
IMPLEMENTED: new nonlinear programming solver - SLP
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.
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807 [ALGLIB] Optimization feature have not tried 2018-04-03 17:04 2018-04-03 17:04
SergeyB  
SergeyB  
normal  
resolved  
implemented  
none    
none  
Unspecified
IMPLEMENTED: improved tolerance to rounding noise in BLEIC optimizer
Improved iteration code more robust against numerical noise in BLEIC and QP-BLEIC optimizers.
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781 [ALGLIB] General minor have not tried 2018-01-08 12:09 2018-04-03 14:01
SergeyB  
SergeyB  
normal  
resolved  
fixed  
none    
none  
Unspecified
FIXED: added #include ctype.h in ap.cpp
Some old compilers complain about tolower() function not present in default includes. Fixed.
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783 [ALGLIB] General minor have not tried 2018-01-15 18:15 2018-04-03 13:56
SergeyB  
SergeyB  
normal  
resolved  
fixed  
none    
none  
Unspecified
FIXED: removed dependency on InterlockedCompareExchange64 (not present on 32-bit Windows XP systems)
Done
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801 [ALGLIB] General major have not tried 2018-03-08 21:50 2018-03-08 21:51
SergeyB  
SergeyB  
normal  
resolved  
fixed  
none    
none  
Unspecified
FIXED: bug in minbleicsetlc() and related functions
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).
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797 [ALGLIB] Interpolation feature have not tried 2018-02-28 19:03 2018-02-28 19:04
SergeyB  
SergeyB  
normal  
resolved  
implemented  
none    
none  
Unspecified
IMPLEMENTED: ~2x faster bicubic spline evaluation/differentiation
Spline evaluation code was heavily optimized, now it is much more efficient.
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796 [ALGLIB] Interpolation feature have not tried 2018-02-28 19:02 2018-02-28 19:02
SergeyB  
SergeyB  
normal  
resolved  
implemented  
none    
none  
Unspecified
IMPLEMENTED: serialization of 2D splines (bilinear/bicubic)
Now it is possible to serialize/unserialize 2D spline.
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795 [ALGLIB] Interpolation feature have not tried 2018-02-28 19:01 2018-02-28 19:01
SergeyB  
SergeyB  
normal  
resolved  
implemented  
none    
none  
Unspecified
IMPLEMENTED: fitting irregular data by penalized bicubic spline
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.
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793 [ALGLIB] Linear algebra feature have not tried 2018-01-30 14:30 2018-01-30 14:30
SergeyB  
SergeyB  
normal  
resolved  
implemented  
none    
none  
Unspecified
IMPLEMENTED: transpose functionality for CRS matrices
sparsetransposecrs() function allows to perform transposition of the sparse matrix stored in CRS format.
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643 [ALGLIB] Data analysis feature have not tried 2015-01-22 16:01 2018-01-25 18:07
SergeyB  
SergeyB  
normal  
resolved  
implemented  
none    
none  
Unspecified
IMPLEMENTED: faster k-means clusterization (blocked, parallel)
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
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400 [ALGLIB] AlgoPascal minor have not tried 2011-06-24 10:39 2018-01-03 08:47
armin  
SergeyB  
normal  
assigned 3.3.0  
open  
none    
none  
C++
Compiler warning in ap.h
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.
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.




Viewing Issue Advanced Details
496 [ALGLIB] Solvers feature have not tried 2012-11-16 10:51 2018-01-02 17:23
SergeyB  
SergeyB  
normal  
assigned  
open  
none    
none  
Unspecified
Flexible preconditioned conjugate gradient
http://en.wikipedia.org/wiki/Conjugate_gradient_method#The_flexible_preconditioned_conjugate_gradient_method

Easy addition, seems to be useful.
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429 [ALGLIB] Optimization feature have not tried 2012-01-17 10:41 2018-01-02 17:23
SergeyB  
SergeyB  
normal  
assigned  
open  
none    
none  
Unspecified
Acceleration support for LM optimizer
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).
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Viewing Issue Advanced Details
428 [ALGLIB] General feature have not tried 2012-01-16 13:00 2018-01-02 17:23
SergeyB  
SergeyB  
normal  
assigned  
open  
none    
none  
Unspecified
Better support for lambda functions
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...
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426 [ALGLIB] General feature have not tried 2012-01-16 12:57 2018-01-02 17:23
SergeyB  
SergeyB  
normal  
assigned  
open  
none    
none  
Unspecified
Automatic differentiation in NLEQ solver
Like it was implemented in L-BFGS and others.
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417 [ALGLIB] Linear algebra feature have not tried 2011-12-12 11:12 2018-01-02 17:23
SergeyB  
SergeyB  
normal  
assigned  
open  
none    
none  
Unspecified
LinLSQR - reorthogonalization
Partial reorthogonalization.
RBF algorithm must use reorthogonalized version of LSQR.
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519 [ALGLIB] Spec.functions major always 2013-04-23 17:24 2018-01-02 17:23
zaytsev  
SergeyB  
normal  
assigned 3.7.0  
open  
none    
none  
All
Exponential integral Ei(x) returns 0 for x <= 0
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
I'm looking specifically at the C/C++ version of ALGLIB, but it shouldn't really matter.
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
zerop  
SergeyB  
normal  
assigned  
open  
none    
none  
Unspecified
inaccurate q
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
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473 [ALGLIB] Data analysis feature have not tried 2012-07-15 13:28 2018-01-02 17:23
SergeyB  
SergeyB  
normal  
assigned  
open  
none    
none  
Unspecified
RNN CLINK/SLINK algorithm
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
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573 [ALGLIB] Spec.functions major always 2013-10-21 15:33 2018-01-02 17:22
higuerap  
SergeyB  
normal  
assigned  
open  
none    
none  
Unspecified
Wrong result for Jacobian elliptic function 'Dn'
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
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Viewing Issue Advanced Details
636 [ALGLIB] Linear algebra feature have not tried 2014-12-08 16:03 2018-01-02 17:22
SergeyB  
SergeyB  
normal  
assigned  
open  
none    
none  
Unspecified
decide on nvBLAS
todo - easy linking and distribution.
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Viewing Issue Advanced Details
599 [ALGLIB] Optimization feature have not tried 2014-02-24 22:06 2018-01-02 17:22
nlagerr  
SergeyB  
normal  
assigned 3.8.1  
open  
none    
none  
C#
sactivesets.sasrebuildbasis could be optimized for sparse constraint matrices
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.
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?




Viewing Issue Advanced Details
597 [ALGLIB] Linear algebra feature have not tried 2014-02-24 14:39 2018-01-02 17:22
SergeyB  
SergeyB  
normal  
assigned  
open  
none    
none  
Unspecified
Root polishing for polynomial solver
todo
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Viewing Issue Advanced Details
544 [ALGLIB] Data analysis feature have not tried 2013-07-29 17:20 2018-01-02 17:22
SergeyB  
SergeyB  
normal  
assigned  
open  
none    
none  
Unspecified
Statistics - correct handling of degenerate cases
* 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
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Viewing Issue Advanced Details
543 [ALGLIB] Data analysis feature have not tried 2013-07-29 10:29 2018-01-02 17:22
SergeyB  
SergeyB  
normal  
assigned  
open  
none    
none  
Unspecified
Statistics: ANOVA and others
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
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Viewing Issue Advanced Details
509 [ALGLIB] Linear algebra feature have not tried 2013-04-04 14:52 2018-01-02 17:22
SergeyB  
SergeyB  
normal  
assigned  
open  
none    
none  
Unspecified
Efficient TRSM and SYRK basecase code
todo
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Viewing Issue Advanced Details
482 [ALGLIB] Data analysis feature have not tried 2012-08-03 19:23 2018-01-02 17:22
SergeyB  
SergeyB  
normal  
assigned  
open  
none    
none  
Unspecified
PMML output
generate models in PMML format
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Viewing Issue Advanced Details
479 [ALGLIB] General feature have not tried 2012-07-26 13:44 2018-01-02 17:22
SergeyB  
SergeyB  
normal  
assigned  
open  
none    
none  
Unspecified
KD-trees - improvements
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
flann.pdf (380 KB) 2012-08-01 10:06
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Viewing Issue Advanced Details
475 [ALGLIB] Data analysis feature have not tried 2012-07-16 15:41 2018-01-02 17:22
SergeyB  
SergeyB  
normal  
assigned  
open  
none    
none  
Unspecified
Support vector machines
todo
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Viewing Issue Advanced Details
472 [ALGLIB] Data analysis feature have not tried 2012-07-12 19:10 2018-01-02 17:22
SergeyB  
SergeyB  
normal  
assigned  
open  
none    
none  
Unspecified
Cluster analysis improvements
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
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Viewing Issue Advanced Details
448 [ALGLIB] Statistics feature have not tried 2012-02-10 11:51 2018-01-02 17:22
SergeyB  
SergeyB  
normal  
assigned  
open  
none    
none  
Unspecified
Sample covariation improvements
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
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Viewing Issue Advanced Details
442 [ALGLIB] Linear algebra feature have not tried 2012-01-29 13:54 2018-01-02 17:22
SergeyB  
SergeyB  
normal  
assigned  
open  
none    
none  
Unspecified
Efficiently handle zero elements during triangular/orthogonal factorization
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.
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Viewing Issue Advanced Details
437 [ALGLIB] Optimization feature have not tried 2012-01-17 15:09 2018-01-02 17:22
SergeyB  
SergeyB  
normal  
assigned  
open  
none    
none  
Unspecified
Feasibility solver
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
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Viewing Issue Advanced Details
424 [ALGLIB] Linear algebra feature have not tried 2012-01-16 12:37 2018-01-02 17:22
SergeyB  
SergeyB  
normal  
assigned  
open  
none    
none  
Unspecified
Sparse GMRES for least squares
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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Viewing Issue Advanced Details
641 [ALGLIB] General feature have not tried 2014-12-17 12:50 2018-01-02 17:19
SergeyB  
SergeyB  
normal  
assigned  
open  
none    
none  
Unspecified
Generation of discrete numbers with required probabilities
todo hqrnd
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Viewing Issue Advanced Details
581 [ALGLIB] Data analysis feature have not tried 2014-01-04 13:48 2018-01-02 17:19
SergeyB  
SergeyB  
normal  
assigned  
open  
none    
none  
Unspecified
reorganize neural networks unit
move obsolete functions to comp.ap
rework comments on commercial vs free
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Viewing Issue Advanced Details
674 [ALGLIB] General minor have not tried 2016-06-06 11:18 2018-01-02 17:18
SergeyB  
SergeyB  
normal  
assigned  
open  
none    
none  
Unspecified
t-sne
todo
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Viewing Issue Advanced Details
659 [ALGLIB] Data analysis feature have not tried 2015-10-28 15:28 2018-01-02 17:18
SergeyB  
SergeyB  
normal  
assigned  
open  
none    
none  
Unspecified
linreg improvements
full MKL support
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Viewing Issue Advanced Details
645 [ALGLIB] Statistics feature have not tried 2015-02-03 13:03 2018-01-02 17:18
SergeyB  
SergeyB  
normal  
assigned  
open  
none    
none  
Unspecified
Compact correlation/covariance
which does not allocate a copy of input matrix.

How to test? Some branches of algorithm should work only for really large data...
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Viewing Issue Advanced Details
489 [ALGLIB] Statistics feature have not tried 2012-10-09 16:01 2018-01-02 17:18
SergeyB  
SergeyB  
normal  
assigned  
open  
none    
none  
Unspecified
Multiple correlation coefficient
http://en.wikipedia.org/wiki/Multiple_correlation

improve docs on correlation
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Viewing Issue Advanced Details
661 [ALGLIB] Linear algebra feature have not tried 2015-11-04 20:16 2018-01-02 17:17
SergeyB  
SergeyB  
normal  
assigned  
open  
none    
none  
Unspecified
complex SVD and least squares solver
todo.
decide on least squares part - what solvers exactly to implement?
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Viewing Issue Advanced Details
640 [ALGLIB] Linear algebra feature have not tried 2014-12-12 13:25 2018-01-02 17:17
SergeyB  
SergeyB  
normal  
assigned  
open  
none    
none  
Unspecified
MKL-powered sparse linear algebra
todo
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Viewing Issue Advanced Details
608 [ALGLIB] Linear algebra feature have not tried 2014-05-26 16:40 2018-01-02 17:17
SergeyB  
SergeyB  
normal  
assigned  
open  
none    
none  
Unspecified
Sparse matrix improvements
* supernodal Cholesky
* YAMD reordering
* profile reduction reordering
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Viewing Issue Advanced Details
517 [ALGLIB] Linear algebra feature have not tried 2013-04-18 14:48 2018-01-02 17:17
SergeyB  
SergeyB  
normal  
assigned  
open  
none    
none  
Unspecified
Optimize RMatrixEnforceSymmetricity
need cache oblivious code
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Viewing Issue Advanced Details
491 [ALGLIB] Linear algebra feature have not tried 2012-10-29 10:10 2018-01-02 17:17
SergeyB  
SergeyB  
normal  
assigned  
open  
none    
none  
Unspecified
Marix inversion - add pre-scaling
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.
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Viewing Issue Advanced Details
616 [ALGLIB] Optimization feature have not tried 2014-06-25 11:23 2018-01-02 17:15
SergeyB  
SergeyB  
normal  
assigned  
open  
none    
none  
Unspecified
Sparsity support for optimizers
* sparse linear constraints (MinQP, MinBLEIC, MinNLC)
* sparse nonlinear constraints (MinNLC)
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Viewing Issue Advanced Details
606 [ALGLIB] Optimization feature have not tried 2014-05-15 11:13 2018-01-02 17:15
SergeyB  
SergeyB  
normal  
assigned  
open  
none    
none  
Unspecified
QQP improvements
* 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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Viewing Issue Advanced Details
460 [ALGLIB] Optimization feature have not tried 2012-06-27 12:16 2018-01-02 17:15
SergeyB  
SergeyB  
normal  
assigned  
open  
none    
none  
Unspecified
MinQP improvements
* 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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Viewing Issue Advanced Details
736 [ALGLIB] Linear algebra feature have not tried 2017-10-16 18:02 2017-12-29 13:02
SergeyB  
SergeyB  
normal  
resolved  
implemented  
none    
none  
Unspecified
IMPLEMENTED: new set of public level 2 BLAS functions
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()
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Viewing Issue Advanced Details
702 [ALGLIB] General feature have not tried 2017-05-24 13:43 2017-12-25 20:36
SergeyB  
SergeyB  
normal  
resolved  
implemented  
none    
none  
Unspecified
IMPLEMENTED: debug allocation counter in C core and C++ version for POSIX systems
Now allocation counter is supported for the following combination:
* Intel CPU, with AE_CPU=AE_INTEL defined
* GCC compiler
* AE_OS=AE_POSIX defined
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Viewing Issue Advanced Details
769 [ALGLIB] General feature have not tried 2017-12-11 18:51 2017-12-25 20:36
SergeyB  
SergeyB  
normal  
resolved  
implemented  
none    
none  
Unspecified
IMPLEMENTED: ALGLIB for CPP - additional tests for correct handling of malloc errors
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.
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Viewing Issue Advanced Details
772 [ALGLIB] Optimization feature have not tried 2017-12-12 19:27 2017-12-25 17:35
SergeyB  
SergeyB  
normal  
resolved  
implemented  
none    
none  
Unspecified
IMPLEMENTED: MinQP solver now supports automatic scaling
QP solver can automatically deduce variable scales from the diagonal of the quadratic term; this feature works only for matrices with strictly positive diagonals.
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Viewing Issue Advanced Details
751 [ALGLIB] Solvers minor have not tried 2017-11-05 16:58 2017-12-25 14:52
SergeyB  
SergeyB  
normal  
resolved  
implemented  
none    
none  
Unspecified
IMPLEMENTED: direct sparse solver using Skyline (SKS) storage format
Direct sparse solver for symmetric positive definite systems stored in SKS format.
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Viewing Issue Advanced Details
779 [ALGLIB] Linear algebra feature have not tried 2017-12-24 18:59 2017-12-25 12:27
SergeyB  
SergeyB  
normal  
resolved  
implemented  
none    
none  
Unspecified
IMPLEMENTED: sparseset() now works with SKS matrices
Done.
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Viewing Issue Advanced Details
778 [ALGLIB] Linear algebra feature have not tried 2017-12-24 18:58 2017-12-24 18:58
SergeyB  
SergeyB  
normal  
resolved  
implemented  
none    
none  
Unspecified
IMPLEMENTED: band matrix creation with sparsecreatesksband()
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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Viewing Issue Advanced Details
764 [ALGLIB] General minor have not tried 2017-12-05 18:20 2017-12-05 18:20
SergeyB  
SergeyB  
normal  
resolved  
fixed  
none    
none  
Unspecified
FIXED: potential memory leak in the native ALGLIB (C++, native core for C#)
Potential memory leak in the internal smart pointer object. Under rare circumstances subsequent assignment to same pointer object may leave some memory unfreed.
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Viewing Issue Advanced Details
763 [ALGLIB] Data analysis feature have not tried 2017-11-29 18:29 2017-11-29 18:30
SergeyB  
SergeyB  
normal  
resolved  
implemented  
none    
none  
Unspecified
IMPLEMENTED: singular spectrum analysis algorithm
Implemented:
* trend extraction and prediction with SSA
* two algorithms - precise direct solver, fast real-time solver with incremental updates
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Viewing Issue Advanced Details
762 [ALGLIB] General feature have not tried 2017-11-28 18:51 2017-11-28 18:52
SergeyB  
SergeyB  
normal  
resolved  
implemented  
none    
none  
Unspecified
IMPLEMENTED: exception-free error handling for C++
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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Viewing Issue Advanced Details
759 [ALGLIB] General feature have not tried 2017-11-17 19:27 2017-11-17 19:27
SergeyB  
SergeyB  
normal  
assigned  
open  
none    
none  
Unspecified
numerics.complex for C#
todo
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Viewing Issue Advanced Details
758 [ALGLIB] Linear algebra feature have not tried 2017-11-12 18:46 2017-11-12 18:46
SergeyB  
SergeyB  
normal  
resolved  
implemented  
none    
none  
Unspecified
IMPLEMENTED: warm start for subspace eigensolver
Subspace eigensolver now supports warm starts - if asked, it can reuse previous subspace as initial point for new eigenproblem.
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Viewing Issue Advanced Details
757 [ALGLIB] General feature have not tried 2017-11-09 14:37 2017-11-09 14:37
SergeyB  
SergeyB  
normal  
assigned  
open  
none    
none  
Unspecified
enums for constants
strong C++ enums in C++11 and newever, automatically defer to untyped enums in older code
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Viewing Issue Advanced Details
752 [ALGLIB] Data analysis feature have not tried 2017-11-07 11:29 2017-11-07 11:29
SergeyB  
SergeyB  
normal  
assigned  
open  
none    
none  
Unspecified
INCOMPATIBLE: decision trees storage format
trees need better storage and internal processing format
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Viewing Issue Advanced Details
689 [ALGLIB] General minor always 2017-03-14 12:49 2017-10-24 13:19
smani  
SergeyB  
normal  
assigned 3.10.0  
open  
none    
none  
C++
GCC7: Test failure on i686
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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Viewing Issue Advanced Details
734 [ALGLIB] Optimization feature have not tried 2017-10-10 15:46 2017-10-10 15:46
SergeyB  
SergeyB  
normal  
resolved  
implemented  
none    
none  
Unspecified
IMPLEMENTED: orders of magnitude faster QP-DENSE-AUL solver
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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Viewing Issue Advanced Details
732 [ALGLIB] General feature have not tried 2017-10-09 17:49 2017-10-09 17:49
SergeyB  
SergeyB  
normal  
resolved  
implemented  
none    
none  
Unspecified
IMPLEMENTED: up to 4x faster BLEIC and QP-BLEIC solvers
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.
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Viewing Issue Advanced Details
723 [ALGLIB] General feature have not tried 2017-09-13 13:41 2017-09-30 17:16
SergeyB  
SergeyB  
normal  
resolved  
implemented  
none    
none  
Unspecified
IMPLEMENTED: attach_to_ptr() for C++ vectors/matrices
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.
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Viewing Issue Advanced Details
722 [ALGLIB] General feature have not tried 2017-09-12 13:38 2017-09-12 13:38
SergeyB  
SergeyB  
normal  
resolved  
implemented  
none    
none  
Unspecified
IMPLEMENTED: ALGLIB for Delphi/FreePascal - Linux support
New version of ALGLIB for Delphi/FreePascal is now shipped with x64 Linux binaries!
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Viewing Issue Advanced Details
721 [ALGLIB] General feature have not tried 2017-09-12 13:32 2017-09-12 13:32
SergeyB  
SergeyB  
normal  
resolved  
implemented  
none    
none  
Unspecified
IMPLEMENTED: ALGLIB for C# - Linux HPC binaries
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.
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Viewing Issue Advanced Details
717 [ALGLIB] Linear algebra tweak have not tried 2017-08-10 16:46 2017-08-16 12:43
SergeyB  
SergeyB  
normal  
resolved  
implemented  
none    
none  
Unspecified
IMPLEMENTED: deterministic seed for internaldstein() inverse iteration initializer
Now algorithm is completely deterministic
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Viewing Issue Advanced Details
714 [ALGLIB] Optimization minor have not tried 2017-08-09 17:06 2017-08-09 17:07
SergeyB  
SergeyB  
normal  
resolved  
fixed  
none    
none  
Unspecified
FIXED: minor error in QQP solver - incorrect automatic scaling
Fixed.
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Viewing Issue Advanced Details
713 [ALGLIB] Interpolation feature have not tried 2017-08-09 17:02 2017-08-09 17:03
SergeyB  
SergeyB  
normal  
resolved  
implemented  
none    
none  
Unspecified
TWEAK: rbfsetpoints() - added check for NAN/INF in the inputs
Implemented integrity check
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706 [ALGLIB] Data analysis feature have not tried 2017-06-08 16:14 2017-06-08 16:14
SergeyB  
SergeyB  
normal  
resolved  
implemented  
none    
none  
Unspecified
IMPLEMENTED: deterministic seed for k-means clustering algorithm
clusterizersetseed() function allows to control behavior of k-means algorithm - to switch between deterministic and random initialization.
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690 [ALGLIB] Optimization feature have not tried 2017-04-12 14:07 2017-05-11 21:53
SergeyB  
SergeyB  
normal  
resolved  
implemented  
none    
none  
Unspecified
IMPLEMENTED: linear constraints for MinLM/LSFit optimizers
MinLM/LSFit optimizers now support optimization subject to linear equality/inequality constraints.
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700 [ALGLIB] Optimization tweak have not tried 2017-05-03 15:20 2017-05-03 15:20
SergeyB  
SergeyB  
normal  
resolved  
implemented  
none    
none  
Unspecified
IMPLEMENTED: additional regularization of MinNLC optimizer
Additional regularization of MinNLC optimizer helps it to be more robust on ill-conditioned constrained optimization problems.
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678 [ALGLIB] General minor have not tried 2016-09-01 19:52 2017-04-29 16:20
SergeyB  
SergeyB  
normal  
resolved  
fixed  
none    
none  
Unspecified
FIXED: ae_matrix_attach_to_x() ignores stride in X-object
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.
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692 [ALGLIB] Interpolation feature have not tried 2017-04-18 16:58 2017-04-18 16:59
SergeyB  
SergeyB  
normal  
resolved  
implemented  
none    
none  
Unspecified
IMPLEMENTED: fitting minimum circumscribed, minimum zone, maximum inscribed circles to N-dimensional data
Implemented fitting minimum circumscribed (MCC), minimum zone (MZC), maximum inscribed (MIC) circles/spheres to N-dimensional data.

Two algorithms are provided:
* robust (although less efficient) NLC one, based on ALGLIB nonlinearly constrained solver. This algorithm shows good convergence properties.
* fast inexact SLP (sequential linear programming) one, based on ALGLIB linearly constrained solver.

NOTE: SLP approach to MCC/MZC/MIC is recommended by many authors; however, empirical testing demonstrated that linearization of the problem often breaks down near true solution (validated in MATLAB; it is deficiency of linearization, not solver used for such model). Thus, SLP solver often fails to converge to more than 3-5 digits of precision. However, it is 10-20 times faster than NLC, and on some problems it works good enough. That's why we included it as non-standard option.
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691 [ALGLIB] Optimization feature have not tried 2017-04-14 20:38 2017-04-14 20:44
SergeyB  
SergeyB  
normal  
resolved  
implemented  
none    
none  
Unspecified
IMPLEMENTED: "exact robust" preconditioner mode for MinNLC optimizer
New preconditioner which behaves robustly independently of constraint count K (whether it is zero, less than N, more than N). The only drawback is that it always requires at least O(N^3) time to build, even for K<<N.

New preconditioner is now default one (pre-3.11 ALGLIB used inexact preconditioner as default option).

For comparison, "exact low rank" preconditioner behaves well on problems with constraint number K less than problem N, but fails for K>=N, although for small K's it requires just O(N*K^2) time to be built.
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683 [ALGLIB] Optimization feature have not tried 2017-02-01 17:17 2017-02-16 13:19
SergeyB  
SergeyB  
normal  
resolved  
implemented  
none    
none  
Unspecified
IMPLEMENTED: box-constrained optimizer
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.
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688 [ALGLIB] General feature have not tried 2017-02-14 23:15 2017-02-14 23:16
SergeyB  
SergeyB  
normal  
resolved  
implemented  
none    
none  
Unspecified
IMPLEMENTED: streaming serialization/unserialization in C#
ALGLIB for C# (uncluding version with native computational core) can serialize/unserialize directly to/from System.IO.Stream (in addition to string serialization)
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687 [ALGLIB] General feature have not tried 2017-02-13 13:36 2017-02-14 23:15
SergeyB  
SergeyB  
normal  
resolved  
implemented  
none    
none  
Unspecified
IMPLEMENTED: streaming serialization/unserialization in C++
Now ALGLIB for C++ can serialize/unserialize to/from std::iostream (in addition to std::string serialization)
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664 [ALGLIB] General feature have not tried 2016-02-04 14:48 2017-02-13 13:34
SergeyB  
SergeyB  
normal  
resolved  
implemented  
none    
none  
Unspecified
IMPLEMENTED: IronPython and VB.Net wrappers are now included into default distribution of ALGLIB for C#
Restructured archives, no functionality changes
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669 [ALGLIB] Optimization feature have not tried 2016-04-06 12:08 2017-02-09 15:41
SergeyB  
SergeyB  
normal  
resolved  
implemented  
none    
none  
Unspecified
IMPLEMENTED: integrity check for NAN/INF for lsfit and minlm solvers
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.
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682 [ALGLIB] Linear algebra feature have not tried 2017-01-24 14:53 2017-02-08 20:09
SergeyB  
SergeyB  
normal  
resolved  
implemented  
none    
none  
Unspecified
IMPLEMENTED: subspace iteration direct/sparse/out-of-core symmetric/nonsymmetric eigensolver
Subspace iteration for top K eigenvalues/vectors for dense/sparse/out-of-core problems. For nonsymmetric eigenproblems invariant subspace is returned.
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681 [ALGLIB] Linear algebra feature have not tried 2017-01-24 14:52 2017-02-08 18:26
SergeyB  
SergeyB  
normal  
resolved  
implemented  
none    
none  
Unspecified
IMPLEMENTED: truncated PCA
Fast principal component analysis with just a few top principal vectors (as opposed to full N-dimensional basis).
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676 [ALGLIB] Interpolation minor have not tried 2016-06-20 13:16 2017-02-02 15:04
SergeyB  
SergeyB  
normal  
resolved  
implemented  
none    
none  
Unspecified
IMPLEMENTED: hierarchical RBF
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)
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670 [ALGLIB] Spec.functions minor have not tried 2016-04-07 13:22 2016-12-23 13:41
SergeyB  
SergeyB  
normal  
resolved  
fixed  
none    
none  
Unspecified
FIXED: some statistical functions are prone to integer overflow
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.
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677 [ALGLIB] General trivial have not tried 2016-08-18 14:11 2016-12-21 16:04
SergeyB  
SergeyB  
normal  
resolved  
fixed  
none    
none  
Unspecified
FIXED: minor typo in C# docs
C# manual mentioned ae_int_t datatype (used by C++ edition of ALGLIB).

Fixed.
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665 [ALGLIB] Optimization feature have not tried 2016-02-08 12:15 2016-12-16 16:37
SergeyB  
SergeyB  
normal  
resolved  
implemented  
none    
none  
Unspecified
IMPLEMENTED: new QP solver for linearly constrained QP problems
Augmented Lagrangian QP solver for equality/inequality constrained QP problems.
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672 [ALGLIB] General feature have not tried 2016-05-14 16:22 2016-05-14 16:22
SergeyB  
SergeyB  
normal  
resolved  
implemented  
none    
none  
Unspecified
IMPLEMENTED: kd-trees now support box queries
New functions allow to perform query for all points in the user-specified box.
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671 [ALGLIB] Interpolation feature have not tried 2016-05-11 17:00 2016-05-11 17:01
SergeyB  
SergeyB  
normal  
resolved  
implemented  
none    
none  
Unspecified
IMPLEMENTED: parallel RBF evaluation on regular 3D grids
New parallel algorithm.
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668 [ALGLIB] General feature have not tried 2016-03-23 16:34 2016-03-23 16:34
SergeyB  
SergeyB  
normal  
resolved  
implemented  
none    
none  
Unspecified
IMPLEMENTED: thread-safe version of kd-tree object
New version of kd-tree search structure allows to use external buffers for temporaries, which helps to use tree structure in multithreaded programs.
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658 [ALGLIB] Optimization minor have not tried 2015-10-12 13:40 2015-10-12 13:40
SergeyB  
SergeyB  
normal  
resolved  
fixed  
none    
none  
Unspecified
FIXED: BLEIC optimizer hangs in rare cases due to roundoff errors
Fixed.
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656 [ALGLIB] Optimization minor have not tried 2015-07-31 16:55 2015-07-31 17:02
SergeyB  
SergeyB  
normal  
resolved  
fixed  
none    
none  
Unspecified
FIXED: minor bug in the handling of inconsistent linear constraints (BLEIC, QP optimizer)
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.
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621 [ALGLIB] Statistics minor always 2014-09-23 18:41 2015-07-24 17:09
pflaquerre  
SergeyB  
normal  
resolved 3.8.1  
fixed  
none    
none  
C++
FIXED: mann-whitney u-test can return probabilities greater than 1
I noticed that alglib::mannwhitneyutest can sometimes return p values greater than 1. For example, the following program:

#include "alglib/statistics.h"
#include <iostream>

int main(int argc, char *argv[])
{
  const alglib::real_1d_array x("[4.46, 1.58, 3.1300001, 0.64999998, 2.0899999, 5.8899999, 1.17, 1.49, 1.77, 0.62]");
  const alglib::real_1d_array y("[4.46, 1.58, 3.1300001, 0.64999998, 2.0899999, 5.8899999, 1.17, 1.49, 1.77, 0.62]");
  const size_t nx = x.length();
  const size_t ny = y.length();
  
  double bt(0), lt(0), rt(0);
  alglib::mannwhitneyutest(x, nx, y, ny,
                           bt, lt, rt);

  std::cout << "mann whitney bt, lt, rt " << bt << " " << lt << " " << rt << std::endl;

  return 0;
}

outputs "mann whitney bt, lt, rt 1.02949 0.51483 0.514744", whereas one would expect bt to be 1.
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546 [ALGLIB] Statistics tweak have not tried 2013-08-19 10:23 2015-07-24 16:37
SergeyB  
SergeyB  
normal  
resolved  
fixed  
none    
none  
Unspecified
FIXED: corrected documentation for Jarque-Bera test
Fixed minor error in documentation (mentions non-existent parameters of the function).
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654 [ALGLIB] Data analysis minor have not tried 2015-06-02 12:50 2015-07-24 16:27
SergeyB  
SergeyB  
normal  
resolved  
implemented  
none    
none  
Unspecified
IMPLEMENTED: better memory reuse in clustering functions
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.
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652 [ALGLIB] General feature have not tried 2015-05-15 16:31 2015-07-24 12:31
SergeyB  
SergeyB  
normal  
resolved  
implemented  
none    
none  
Unspecified
IMPLEMENTED: reading CSV files
Support for reading CSV files into 2D real array under C++ and C#.
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650 [ALGLIB] General minor have not tried 2015-04-09 15:23 2015-07-21 16:03
SergeyB  
SergeyB  
normal  
resolved  
fixed  
none    
none  
Unspecified
FIXED: two race conditions in initializer of HPC ALGLIB for C#
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
SergeyB  
SergeyB  
normal  
resolved  
implemented  
none    
none  
Unspecified
IMPLEMENTED: Adaptive Gradient Sampling algorithm for nonsmooth nonconvex constrained optimization
State-of-the-art optimizer which may handle nonsmooth nonconvex optimization problems with arbitrary mix of box, linear and nonlinear (nonsmooth) constraints.
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511 [ALGLIB] Fast transforms minor have not tried 2013-04-04 15:33 2015-07-20 17:46
SergeyB  
SergeyB  
normal  
assigned  
open  
none    
none  
Unspecified
Improved FFT, FHT, convolution and correlation
* parallelization support
* faster Rader, perform several Rader transforms simultaneously
* 2D transforms
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576 [ALGLIB] General minor have not tried 2013-11-05 17:28 2015-07-20 13:44
SergeyB  
SergeyB  
normal  
assigned  
open  
none    
none  
Unspecified
Signed NET assemblies
todo
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655 [ALGLIB] Data analysis minor have not tried 2015-06-11 16:59 2015-06-11 17:00
SergeyB  
SergeyB  
normal  
resolved  
fixed  
none    
none  
Unspecified
FIXED: lrbuild() crashes when called from 64-bit HPC ALGLIB for C#
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
SergeyB  
SergeyB  
normal  
resolved  
implemented  
none    
none  
Unspecified
IMPLEMENTED: Ward's method for hierarchical clustering
Wards's method for agglomerative hierarchical clustering. Implemented as part of 'clustering' subpackage of 'DataAnalysis' package.
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647 [ALGLIB] Solvers feature have not tried 2015-03-16 16:14 2015-03-18 18:13
SergeyB  
SergeyB  
normal  
resolved  
implemented  
none    
none  
Unspecified
IMPLEMENTED: faster linear solvers
For each kind of linear solver present in ALGLIB (real/SPD