MathNetNumericsBlogs

Lost in Math.NET Codenames?

Christoph Rüegg — Mon, 26 Apr 2010 11:27:30 -0700

Math.NET Numerics? Iridium? dnAnalytics? Yttrium? Huh? …sounds familiar?

It looks like some of you got lost in all the Math.NET subprojects and codenames. Math.NET evolved over time, with projects splitting into separate new projects, the introduction of codenames and new projects replacing older ones with a slightly different focus and approach. Unfortunately this lead to a mess (sorry for that!), so I’m trying to throw light on it by the following small chart, depicting the Math.NET Project history:

It all started with MathLib which was a very verbose object oriented computer algebra approach, including all kind of numeric routines to back the symbolics, including basic linear algebra. At the same time dnAnalytics was founded independently and unrelated to Math.NET, focusing entirely on numerics and statistics, leveraging highly optimized native libraries for better performance.

Soon it became obvious that it would make sense to refactor out the numerical aspects of MathLib to a separate project and to develop it independently, so Numerics was born, as well as several other non-numeric subprojects. Numerics became Iridium, and in 2009 Iridium and dnAnalytics finally decided to join forces and work together on the new Math.NET Numerics project, replacing both Iridium and dnAnalytics and entirely unrelated to the early Numerics 0.1-0.4 back in 2004.

Mostly thanks to Marcus and Jurgen, Math.NET Numerics is very well alive and active. Check out our source code repository and forums.

dnAnalytics + Iridium = Math.NET Numerics

Christoph Rüegg — Mon, 03 Aug 2009 01:44:00 -0700

You may have wondered why the Math.NET Iridium development has stopped abruptly almost two months ago. Luckily this is not entirely true, in the last few weeks the .Net numerics library has progressed well - but at a different place:

Math.NET Iridium is being merged with dnAnalytics, resulting in a new project named "Math.NET Numerics".

What does that mean for existing Math.NET Iridium users?

Higher development momentum and larger user community (as a direct result of merging two projects).
Better algorithm and code quality by picking the best of each project and simply by having new highly skilled developers on board.
New opensource license model: MIT/X11. This is a very open license similar to the so called New BSD License. This model is much less restricting than the previous LGPL and is (to my knowledge) source-compatible to a wide range of licenses including all GPL-based licenses and the Microsoft opensource licenses, too.
Some API changes. This is unavoidable since we try to integrate the best of both dnAnalytics and Iridium. At the same time this is a good chance to throw out some old designs that have shown to be improvable and replace them with better approaches. However, we try hard to keep migration as smooth as possible.
In addition to the completely self-contained managed implementation, we'll profit from the dnAnalytics experience with parallelized and native optimizations (MKL, ACMS, CUDA etc) and will therefore provide optional wrappers around native libraries which provide significantly better performance when working with large data sets.
Again thanks to the dnAnalytics experience, you can expect better F# support, even though the library is still written in C#.
Although Iridium did support sparse linear algebra for a very short time, we had to remove it due to several issue. You can expect Math.NET Numerics to finally support sparse linear algebra in a clean way.

You'll find the new Math.NET Numerics discussion board and tracker at CodePlex and the current sources at Github (subversion mirror at google). The full portal website and wikis etc. will be available in a few weeks. Feel free to post your ideas, feedback or even fork the repository at github to contribute code to the project (note that we will completely reorganize the project structure until mid August).

We'll let you know here and on Twitter as soon as we reach a first milestone and have an api preview ready.

Online API Reference

Christoph Rüegg — Fri, 17 Apr 2009 09:08:00 -0700

We now finally provide an online api reference in an rdoc-like style, generated by docu (actually by my github fork of it). Note that docu is new and still under heavy development, so the quality is likely to improve over the next months (e.g. right now the class summaries are missing).

http://numerics.mathdotnet.com/api/

It is simple, but (other than the older NDoc & Sandcastle generated sites) loads very fast.

Source Repository Mirror at Google Code

Christoph Rüegg — Thu, 08 Jan 2009 03:01:00 -0800

In addition to the official subversion repository we now also maintain a read-only repository mirror on google code, mainly as a fail-over backup solution if something happens to the primary server, but also because it provides additional ways to access the source: Subversion over the HTTP protocol (useful if you’re behind a restrictive firewall), and source code browsing directly in the web browser.

Official Subversion Repository:
svn://svn.opensourcedotnet.info/mathnet/trunk

New Subversion Repository Mirror:
http://mathnet-mirror.googlecode.com/svn/trunk/

Of course the official/primary repository remains accessible anonymously as well.

Iridium Statistics Accumulator: Better numerical stability

Christoph Rüegg — Wed, 07 Jan 2009 12:12:00 -0800

The algorithm on how the Mean, Variance and Sigma are incrementally computed in the statisics accumulator (MathNet.Numerics.Statistics.Accumulator) has been improved last week in Iridium revision 503 to provide better numeric stability when dealing with samples with a very large mean but only a small variance.

For example, the variance of normally distributed samples with mean 10^9 but a variance of only 1 can now be accurately estimated. The previous implementation has been very unstable in that case.

The new algorithm continues to support removing samples from the accumulator (and updates the estimates accordingly).