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Wiki Markup Add remedian statistic - \[http://www.agoras.ua.ac.be/abstract/Remrob90.htm The Remedian: a Robust Averaging method for Large Data Sets\]
- Add alternative pseudo-random number generators (PRNGs)
- "implement good random number generators, e.g., like those described in Numerical Recipes or Knuth". – AlChou
Wiki Markup I highly recommend working with Paul Houle \[http://www.honeylocust.com/RngPack/\] to get these random number generators integrated into the math library. He has stated to me in the past that he is willing to relicense them under the Apache license. As well I beleive that with the BSD being compatable with Apache licensing, there would be little stopping us from integrating them ourselves as a derivative work. - Mark Diggory
Wiki Markup Investigate alternative methods for generating values from discrete distributions \[http://www.jstatsoft.org/v11/i03/\]
Wiki Markup Add sparse matrix implementation. \[http://mail-archives.apache.org/eyebrowse/BrowseList?listName=commons-dev@jakarta.apache.org&by=thread&from=736078\]
- Add Vector implementation (RealVector would extend RealMatrix)
Wiki Markup Develop Genetic Algorithms Framework \[http://mail-archives.apache.org/eyebrowse/BrowseList?listName=commons-dev@jakarta.apache.org&by=thread&from=882939\]
Wiki Markup Resampling \[http://mail-archives.apache.org/eyebrowse/BrowseList?listName=commons-dev@jakarta.apache.org&by=thread&from=582054\]
- Applied-mathematical/Mathematical-physics algorithms? - Henri Yandell
- Examples, please? This item goes to the heart of what I consider an ongoing lack of consensus about what Commons-Math is supposed to be for. Should it include discipline-specific algorithms that do not overlap core numerical mathematical areas? Maybe, but we should discuss it. – AlChou
Wiki Markup "Rolling" statistics with large windows but limited storage \[http://mail-archives.apache.org/eyebrowse/ReadMsg?listName=commons-dev@jakarta.apache.org&msgNo=41870\]
- I don't understand; we already have some storage-less statistics. What am I missing from the post you refer to? – AlChou
- Oh, I remember now that with the standard deviation algorithm I researched, in order to maintain a rolling window, it would have to store all the data in the window so it could delete the least recent one while adding the most recent one. Sorry for the denseness. – AlChou
- Numerical Enhancements (Summer of Code Proposal)
- Du Li
- an approximation package, with an emphasis on the support for B-splines, which is used to approximate curves in general, given a set of points on the curve.
- generic PDE/ODE solvers, with built-in support for Poisson/heat/wave equations.
- an optimization package, including linear programming (simplex method, later also interior point method), quadratic programming, nonlinear unconstraint/constraint minimization, later will also include search methods including genetic programming.
- a simulation package, to provide a framework for running (Quasi)Monte-Carlo simulations
- James Stephenson
- Compressed Matrix Storage classes for Diagonal and Sparse Matricies.
- Advanced Matrix Decomposition Methods including Singular Value Decomposition, Q-R Factorization, and L-U Decomposition.
- Advanced Matrix Solvers including Gauss-Jordan, Gauss-Seidel, the Jacobi solver, and the Relaxation method.
- Matrix Functions optimized for Sparse and Compressed format for existing and newly developed functions.
- Xiaogang Zhang
- Integration and Quadrature
- Interpolation and Extrapolation
- Root Finding (add Ridder's method, Muller's method, Laguerre's method.)
- Fast Fourier Transform
Wiki Markup \[http://zxg32.blogchina.com/2787280.html Post-SOC TODO List\] - Xiaogang Zhang
- Du Li
- ANOVA in stat.inference package. Is this beyond the scope? --SamikR