How can I solve. pis(iTi) = p(iT) where the pis, iTi, p and iT are matrixes
How can I solve. pis(iTi) = p(iT) where the pis, iTi, p and iT are matrixes 1 post - 1 participant Read full topic
View ArticleOptimization with Linear Inequality Constraints
Is there an algo in mathdotnet Numerics that I could use to minimize a convex function of n variables f(x) with m linear inequality constraints of the type Ax<b (with A mxn matrix and b m-dim...
View ArticlePearson correlation with pairwise deletion for missing data
We are trying to estimate the Pearson correlation matrix for a data set that includes missing (NaN) values. However, it seems that if there is any missing values, the PearsonMatrix method just returns...
View ArticleGenerate correlated distributions
Is there a way to generate multiple correlated distributions? Something like this…...
View ArticleGetting critical values for t-student criteria
Hello! It is possible to get the critical values of t-student criteria using Math.NET? 1 post - 1 participant Read full topic
View ArticleWhich is faster - SetSubMatrix vs interative copy of a column
Hello, just getting started with MatNET.Numerics. I am porting some Matlab code to C#. I frequently need to copy a column of a Matrix to another Matrix (same number of rows). Making the code run fast...
View ArticleEquivalent functionality of Matlab sortrows()
Is there a MathNET.Numerics equivalent of Matlab’s sortrows(A, column), where A is a Matrix<double>? 1 post - 1 participant Read full topic
View ArticleEquivalent functionality of Matlab unique()
Is there a MathNET.Numerics equivalent of Matlab’s unique(A, 'rows') (or unique(A)), where A is a Matrix<double>? 1 post - 1 participant Read full topic
View ArticleUse AlmostEqual() as default EqualityComparer?
I am using a lot of Matrix<double> / Vector<double> structures, and need to deal with the idiosyncrasies of floating point calculations. Is there a way to use any of the AlmostEqual()...
View ArticleUsing the LevenbergMarquadtMinimizer
I have a script in the R language which takes an equation of the following form, with inputs for the m, w, r, and q variables, and it then optimizes for the variable a using Levenberg-Marquardt...
View ArticleMersenne Twister Thread Safe
Hi, Our Monte Carlo code has been using Mersenne Twister for several years now. Thank you! I am currently in the process of modifying our C# code to run in parallel across several CPUs (currently I...
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FFT Amplitude issue
Hi, I try to convert simple sine wave from time domain to frequency domain.the issue is, Amplitude is not same. here is my configuration i am using Math.Net.numeric ver.4.12.0.0 Signal Length 1024...
View Article1D Linear Interpolation in VB.net
I’m trying to recreate a curve, given with two arrays (one for x and one for y), using Math.NET with VB.net. In particular I need to rebuild this curve using 1D Linear Interpolation. I looked into...
View ArticleHow to set boundaries for interpolation / extrapolation?
I have the following code: LinearSpline spline = LinearSpline.InterpolateSorted(new double[] { 0, 1, 2, 4 }, new double[] { -0.5, -0.5, -0.3, -0.2 }); spline.Interpolate(10); I want to get “-0.2” as...
View ArticleBest way to grow a matrix?
I have a routine where I am adding an unknown amount of rows to a Matrix. What is the fastest, most efficient way to grow the Matrix? Anything better than: Matrix<double> origDb =...
View ArticleHow to use the BfgsBMinimizer and Neldermeadex class
I’m going to implement the following code (Python) in Math.Net: def fun(): #somecode return v def con(args): x1min, x1max, x2min, x2max= args cons = ({'type': 'ineq', 'fun': lambda x: x[0] - x1min},...
View ArticleHow to jump-start with mathnet as a novice?
I have a concrete problem to solve. However, I have difficulty to start with MathNet Minimization. I learned to use the Maxtrix stuff. But the Minimization facilities baffle me. Let me be concrete: I...
View ArticleTrustRegionNewtonCGMinimizer test and reference to publication
Can’t find tests for TrustRegionNewtonCGMinimizer. I would also appreciate a reference to the description of the method. 1 post - 1 participant Read full topic
View ArticleGRG Non Linear Solver Equivalent
I am looking to use Math.NET to implement the excel GRG Non Linear solver in C#. This seems to fall under the non linear optimization topic in Math.NET and I was able to find a few examples of...
View ArticleSystem.NotSupportedException in MathNet.Numerics.dll
Hi. I have a VB .NET application where I want to use some of the MathNet functionality. I already use Fit.Curve which does work fine. Now I want to do FFT. When I use...
View ArticleWhat happens to memory used in Fit.Curve when...
I have the following C# code to do a Gaussian function curve fitting. I am having out-of-memory issue when MathNet.Numerics.Optimization.MaximumIterationsException is raised. How does Fit.Curve...
View ArticleVB.NET & MathNet Linear Algebra Vector Declaration
Has anybody a few code lines to declar the vectors correct in VB.NET with MathNet.Numeric? Thanks a lot, Best regards, Martini 1 post - 1 participant Read full topic
View ArticleNative dlls in Native providers packages
Hi, Looking at the alpha releases of the native providers, i can’t find the actual native dlls in the package. This is true for all native providers i checked, including MKL and OpenBLAS that used to...
View ArticleUpgrade MathNet Native MKL provider for Linux
Hi, At my firm, we use MathNet Numeric with Native MKL provider (version 2.3.0) on window. We are planning to migrate to Linux, but most recent version for MathNet.Numerics.MKL.Linux-x64 available at...
View ArticleGlobal fit of multiple data sets with shared parameters
When fitting mathematical models to data, it is often not enough to simply fit one dataset; it is necessary to globally fit many sets simultaneously, for which some of the model parameters are shared,...
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