ALGLIBhttp://alglib.codeplex.com/project/feeds/rssALGLIB is an open source numerical analysis library. This site is a CodePlex mirror for C# version of ALGLIB. Versions in other languages (C++, Python and even more) can be downloaded from main ALGLIB website - [url:http://www.alglib.net/]. ALGLIB implements linear algebra functions (subset of LAPACK), linear solvers, ODE solvers, nonlinear optimization, interpolation/fitting, integration, fast transforms and many other algorithms.Source code checked in, #69631http://alglib.codeplex.com/SourceControl/changeset/changes/69631Upgrade: New Version of LabDefaultTemplate.xaml. To upgrade your build definitions, please visit the following link: http://go.microsoft.com/fwlink/?LinkId=254563Project Collection Service AccountsMon, 01 Oct 2012 21:13:48 GMTSource code checked in, #69631 20121001091348PSource code checked in, #69630http://alglib.codeplex.com/SourceControl/changeset/changes/69630Checked in by server upgradeProject Collection Service AccountsMon, 01 Oct 2012 21:07:03 GMTSource code checked in, #69630 20121001090703PUpdated Wiki: Homehttp://alglib.codeplex.com/wikipage?version=4<div class="wikidoc"><h1>ALGLIB</h1>
ALGLIB is a numerical analysis library which can be used from several programming languages - C#, C++, Python and even more.<br />It implements linear algebra functions (subset of LAPACK), linear solvers, ODE solvers, nonlinear optimization, interpolation/fitting, integration, fast transforms, data analysis and machine learning algorithms.<br /><br />ALGLIB is distributed under dual license:
<ul><li>GPL 2+ for open source users</li>
<li>commercial license for users who don't want to use GPL</li></ul>
<br />This website is a CodePlex mirror for a C# version of ALGLIB, distributed under GPL 2 (due to license restrictions of CodePlex). Thus, <b>only GPL version of ALGLIB for C# can be downloaded from this site</b>.<br />If you want to use ALGLIB from other languages (or under other licenses), you can proceed directly to official ALGLIB website - <a href="http://www.alglib.net/" class="externalLink">http://www.alglib.net/<span class="externalLinkIcon"></span></a></div><div class="ClearBoth"></div>SergeyBochkanovThu, 16 Jun 2011 08:16:24 GMTUpdated Wiki: Home 20110616081624AUpdated Release: ALGLIB 3.3.0 (мар 06, 2011)http://alglib.codeplex.com/releases/view/68418<div class="wikidoc">New release of ALGLIB - 3.3.0 is released.<br />This release contains following improvements:<br />
<ul><li>Diagonal preconditioner for optimization algorithms (L-BFGS, CG, BLEIC)</li>
<li>Variable scaling for optimization algorithms (L-BFGS, CG, BLEIC, Lev-Mar), which allows to tune convergence criteria and improve convergence speed for badly scaled problems.</li>
<li>QP-solver for quadratic programming problems with dense symmetric positive definite matrices and boundary constraints</li>
<li>Levenberg-Marquardt optimizer (and <code>lsfit</code> unit) now support optimization/fitting with boundary constraints</li>
<li>BLEIC optimizer (optimization with bound and linear equality constraints) now uses faster and more robust algorithm</li></ul></div><div class="ClearBoth"></div>SergeyBochkanovThu, 16 Jun 2011 08:09:22 GMTUpdated Release: ALGLIB 3.3.0 (мар 06, 2011) 20110616080922AReleased: ALGLIB 3.3.0 (Mar 06, 2011)http://alglib.codeplex.com/releases/view/68418
<div class="wikidoc">New release of ALGLIB - 3.3.0 is released.<br>
This release contains following improvements:<br>
<ul>
<li>Diagonal preconditioner for optimization algorithms (L-BFGS, CG, BLEIC) </li><li>Variable scaling for optimization algorithms (L-BFGS, CG, BLEIC, Lev-Mar), which allows to tune convergence criteria and improve convergence speed for badly scaled problems.
</li><li>QP-solver for quadratic programming problems with dense symmetric positive definite matrices and boundary constraints
</li><li>Levenberg-Marquardt optimizer (and <code>lsfit</code> unit) now support optimization/fitting with boundary constraints
</li><li>BLEIC optimizer (optimization with bound and linear equality constraints) now uses faster and more robust algorithm</li></ul>
</div>
<div></div>
Thu, 16 Jun 2011 08:09:22 GMTReleased: ALGLIB 3.3.0 (Mar 06, 2011) 20110616080922AUpdated Release: ALGLIB 2.4.0 (мар 10, 2010)http://alglib.codeplex.com/releases/view/41706<div class="wikidoc">New ALGLIB release contains:
<ol><li>improved versions of several linear algebra algorithms: QR decomposition, matrix inversion, condition number estimation. </li>
<li>new algorithms: complex QR and LQ decompositions, condition number estimation for triangular matrices, exact and approximate nearest neighbor search using kd-trees, new multidimensional scattered data interpolation/fitting algorithm with O(N·logN) complexity (modified Shepard's method with fast k-NN queries). </li>
<li>minor fixes</li></ol></div><div class="ClearBoth"></div>SergeyBochkanovThu, 16 Jun 2011 08:09:07 GMTUpdated Release: ALGLIB 2.4.0 (мар 10, 2010) 20110616080907AReleased: ALGLIB 2.4.0 (Mar 10, 2010)http://alglib.codeplex.com/releases/view/41706
<div class="wikidoc">New ALGLIB release contains:
<ol>
<li>improved versions of several linear algebra algorithms: QR decomposition, matrix inversion, condition number estimation.
</li><li>new algorithms: complex QR and LQ decompositions, condition number estimation for triangular matrices, exact and approximate nearest neighbor search using kd-trees, new multidimensional scattered data interpolation/fitting algorithm with O(N·logN)
complexity (modified Shepard's method with fast k-NN queries). </li><li>minor fixes</li></ol>
</div>
<div></div>
Thu, 16 Jun 2011 08:09:07 GMTReleased: ALGLIB 2.4.0 (Mar 10, 2010) 20110616080907ACreated Release: ALGLIB 3.3.0 (мар 06, 2011)http://alglib.codeplex.com/releases?ReleaseId=68418<div class="wikidoc">New release of ALGLIB - 3.3.0 is released.<br />This release contains following improvements:<br />
<ul><li>Diagonal preconditioner for optimization algorithms (L-BFGS, CG, BLEIC)</li>
<li>Variable scaling for optimization algorithms (L-BFGS, CG, BLEIC, Lev-Mar), which allows to tune convergence criteria and improve convergence speed for badly scaled problems.</li>
<li>QP-solver for quadratic programming problems with dense symmetric positive definite matrices and boundary constraints</li>
<li>Levenberg-Marquardt optimizer (and <code>lsfit</code> unit) now support optimization/fitting with boundary constraints</li>
<li>BLEIC optimizer (optimization with bound and linear equality constraints) now uses faster and more robust algorithm</li></ul></div><div class="ClearBoth"></div>SergeyBochkanovThu, 16 Jun 2011 08:08:45 GMTCreated Release: ALGLIB 3.3.0 (мар 06, 2011) 20110616080845ACreated Release: ALGLIB 3.2.0 (дек 20, 2010)http://alglib.codeplex.com/releases?ReleaseId=68417<div class="wikidoc">New version of ALGLIB - ALGLIB 3.2.0 - includes many improvements and new algorithms:<br />
<ul><li>new algorithm - nonlinear optimizer with linear equality/inequality constraints</li>
<li>improvements in the nonlinear CG:
<ul><li>user may "suggest" initial step length (algorithm will try to determine step length using suggested value as starting point)</li>
<li>improved automatic detection of the stopping conditions which are too stringent.</li></ul></li>
<li>ALGLIB for C# is distributed with precompiled NET 2.0 assembly</li></ul></div><div class="ClearBoth"></div>SergeyBochkanovThu, 16 Jun 2011 08:04:39 GMTCreated Release: ALGLIB 3.2.0 (дек 20, 2010) 20110616080439AReleased: ALGLIB 3.2.0 (Dec 20, 2010)http://alglib.codeplex.com/releases/view/68417
<div class="wikidoc">New version of ALGLIB - ALGLIB 3.2.0 - includes many improvements and new algorithms:<br>
<ul>
<li>new algorithm - nonlinear optimizer with linear equality/inequality constraints
</li><li>improvements in the nonlinear CG:
<ul>
<li>user may "suggest" initial step length (algorithm will try to determine step length using suggested value as starting point)
</li><li>improved automatic detection of the stopping conditions which are too stringent.</li></ul>
</li><li>ALGLIB for C# is distributed with precompiled NET 2.0 assembly</li></ul>
</div>
<div></div>
Thu, 16 Jun 2011 08:04:38 GMTReleased: ALGLIB 3.2.0 (Dec 20, 2010) 20110616080438AUpdated Release: ALGLIB 3.1.0 (окт 31, 2010)http://alglib.codeplex.com/releases/view/68416<div class="wikidoc">ALGLIB 3.1.0 is released. This release includes following improvements:<br />
<ul><li>new algorithm for curve fitting by penalized regression spline </li>
<li>new algorithm for calculation of covariance/correlation matrices, which efficiently works even with large matrices which do not fit into CPU cache</li>
<li>improved nonlinear least squares solver (optimization without analytic gradient)</li>
<li>improved Levenberg-Marquardt optimizer (optimization without analytic Jacobian)</li>
<li>new functions for conversion between barycentric representation of polynomial and power basis</li></ul>
<br />We also significantly improved ALGLIB documentation, especially <a href="http://www.alglib.net/optimization/" class="externalLink">http://www.alglib.net/optimization/<span class="externalLinkIcon"></span></a> and <a href="http://www.alglib.net/interpolation/" class="externalLink">http://www.alglib.net/interpolation/<span class="externalLinkIcon"></span></a> sections of ALGLIB User Guide.<br />A lot of new examples, cross-links between ALGLIB User Guide and ALGLIB Reference Manual were implemented.</div><div class="ClearBoth"></div>SergeyBochkanovThu, 16 Jun 2011 08:02:12 GMTUpdated Release: ALGLIB 3.1.0 (окт 31, 2010) 20110616080212AReleased: ALGLIB 3.1.0 (Oct 31, 2010)http://alglib.codeplex.com/releases/view/68416
<div class="wikidoc">ALGLIB 3.1.0 is released. This release includes following improvements:<br>
<ul>
<li>new algorithm for curve fitting by penalized regression spline </li><li>new algorithm for calculation of covariance/correlation matrices, which efficiently works even with large matrices which do not fit into CPU cache
</li><li>improved nonlinear least squares solver (optimization without analytic gradient)
</li><li>improved Levenberg-Marquardt optimizer (optimization without analytic Jacobian)
</li><li>new functions for conversion between barycentric representation of polynomial and power basis</li></ul>
<br>
We also significantly improved ALGLIB documentation, especially <a href="http://www.alglib.net/optimization/">
http://www.alglib.net/optimization/<span></span></a> and <a href="http://www.alglib.net/interpolation/">
http://www.alglib.net/interpolation/<span></span></a> sections of ALGLIB User Guide.<br>
A lot of new examples, cross-links between ALGLIB User Guide and ALGLIB Reference Manual were implemented.</div>
<div></div>
Thu, 16 Jun 2011 08:02:12 GMTReleased: ALGLIB 3.1.0 (Oct 31, 2010) 20110616080212ACreated Release: ALGLIB 3.1.0 (окт 31, 2010)http://alglib.codeplex.com/releases?ReleaseId=68416<div class="wikidoc">ALGLIB 3.1.0 is released. This release includes following improvements:<br />
<ul><li>new algorithm for curve fitting by penalized regression spline </li>
<li>new algorithm for calculation of covariance/correlation matrices, which efficiently works even with large matrices which do not fit into CPU cache</li>
<li>improved nonlinear least squares solver (optimization without analytic gradient)</li>
<li>improved Levenberg-Marquardt optimizer (optimization without analytic Jacobian)</li>
<li>new functions for conversion between barycentric representation of polynomial and power basis</li></ul>
<br />We also significantly improved ALGLIB documentation, especially <a href="http://www.alglib.net/optimization/" class="externalLink">http://www.alglib.net/optimization/<span class="externalLinkIcon"></span></a> and <a href="http://www.alglib.net/interpolation/" class="externalLink">http://www.alglib.net/interpolation/<span class="externalLinkIcon"></span></a> sections of ALGLIB User Guide.<br />A lot of new examples, cross-links between ALGLIB User Guide and ALGLIB Reference Manual were implemented.</div><div class="ClearBoth"></div>SergeyBochkanovThu, 16 Jun 2011 08:01:15 GMTCreated Release: ALGLIB 3.1.0 (окт 31, 2010) 20110616080115ACreated Release: ALGLIB 3.0.0 (сен 30, 2010)http://alglib.codeplex.com/releases?ReleaseId=68406<div class="wikidoc">New version of ALGLIB is released - ALGLIB 3.0.0. This new version contains several major changes which makes it very different from previous releases.<br /><br />First, it contains many backward incompatible changes. Names/parameters of some functions were changed. Obsolete constructions which were there because of backward compatibility only are now gone. See <a href="http://bugs.alglib.net/changelog_page.php" class="externalLink">http://bugs.alglib.net/changelog_page.php<span class="externalLinkIcon"></span></a> for more information. Sounds complex? Not really - if you can compile your code with new ALGLIB, everything will work.<br /><br />Second, there was major restructurization of code which was made after discussion with ALGLIB users. ALGLIB 2.6.0 contained 104 units, and our users find it inconvenient to have 104 files in their project. Now, in ALGLIB 3.x all units are merged into 12 packages with simple dependency structure.<br /><br />We've fixed some minor bugs. There is also new functionality in the ALGLIB 3.0: nonlinear solver, efficient restart functions for optimizers, improved error handling in many functions, better step selection for CG-based algorithms, grid conversion and differentiation using cubic splines, internal sorting algorithm improvements. Inconvenient reverse communication interface used by optimizers and fitting functions was replaced by more convenient version which accepts delegates (however, you still can use reverse communication interface).</div><div class="ClearBoth"></div>SergeyBochkanovThu, 16 Jun 2011 06:36:03 GMTCreated Release: ALGLIB 3.0.0 (сен 30, 2010) 20110616063603AReleased: ALGLIB 3.0.0 (Sep 30, 2010)http://alglib.codeplex.com/releases/view/68406
<div class="wikidoc">New version of ALGLIB is released - ALGLIB 3.0.0. This new version contains several major changes which makes it very different from previous releases.<br>
<br>
First, it contains many backward incompatible changes. Names/parameters of some functions were changed. Obsolete constructions which were there because of backward compatibility only are now gone. See
<a href="http://bugs.alglib.net/changelog_page.php">http://bugs.alglib.net/changelog_page.php<span></span></a> for more information. Sounds complex? Not really - if you can compile your code with new ALGLIB, everything will work.<br>
<br>
Second, there was major restructurization of code which was made after discussion with ALGLIB users. ALGLIB 2.6.0 contained 104 units, and our users find it inconvenient to have 104 files in their project. Now, in ALGLIB 3.x all units are merged into 12 packages
with simple dependency structure.<br>
<br>
We've fixed some minor bugs. There is also new functionality in the ALGLIB 3.0: nonlinear solver, efficient restart functions for optimizers, improved error handling in many functions, better step selection for CG-based algorithms, grid conversion and differentiation
using cubic splines, internal sorting algorithm improvements. Inconvenient reverse communication interface used by optimizers and fitting functions was replaced by more convenient version which accepts delegates (however, you still can use reverse communication
interface).</div>
<div></div>
Thu, 16 Jun 2011 06:36:03 GMTReleased: ALGLIB 3.0.0 (Sep 30, 2010) 20110616063603ACreated Release: ALGLIB 2.6.0 (июн 01, 2010)http://alglib.codeplex.com/releases?ReleaseId=68405<div class="wikidoc">New ALGLIB release features:<br /><br /><b>1</b>. two bugfixes (see <a href="http://bugs.alglib.net/changelog_page.php" class="externalLink">http://bugs.alglib.net/changelog_page.php<span class="externalLinkIcon"></span></a>).<br /><br /><b>2</b>. improved spline interpolation algorithms: added support for Catmull-Rom spline; added support for periodic boundary conditions.<br /><br /><b>3</b>. new algorithms for parametric spline interpolation in 2D and 3D are introduced. Two types of curves are supported: with non-periodic and periodic boundary conditions, i.e. open curves and loops.</div><div class="ClearBoth"></div>SergeyBochkanovThu, 16 Jun 2011 06:24:08 GMTCreated Release: ALGLIB 2.6.0 (июн 01, 2010) 20110616062408AReleased: ALGLIB 2.6.0 (Jun 01, 2010)http://alglib.codeplex.com/releases/view/68405
<div class="wikidoc">New ALGLIB release features:<br>
<br>
<b>1</b>. two bugfixes (see <a href="http://bugs.alglib.net/changelog_page.php">http://bugs.alglib.net/changelog_page.php<span></span></a>).<br>
<br>
<b>2</b>. improved spline interpolation algorithms: added support for Catmull-Rom spline; added support for periodic boundary conditions.<br>
<br>
<b>3</b>. new algorithms for parametric spline interpolation in 2D and 3D are introduced. Two types of curves are supported: with non-periodic and periodic boundary conditions, i.e. open curves and loops.</div>
<div></div>
Thu, 16 Jun 2011 06:24:08 GMTReleased: ALGLIB 2.6.0 (Jun 01, 2010) 20110616062408ACreated Release: ALGLIB 2.5.0 (апр 12, 2010)http://alglib.codeplex.com/releases?ReleaseId=68404<div class="wikidoc">New ALGLIB release features: <br /><br /><b>1</b>. two bugfixes (see <a href="http://bugs.alglib.net/changelog_page.php" class="externalLink">http://bugs.alglib.net/changelog_page.php<span class="externalLinkIcon"></span></a>).<br /><br /><b>2</b>. new optimization algorithms: nonlinear conjugate gradient method and active set algorithm for bound constrained optimization.<br /><br /><b>3</b>. API of L-BFGS and Levenberg-Marquardt algorithms was slightly changed: see <a href="http://bugs.alglib.net/view.php?id=326" class="externalLink">http://bugs.alglib.net/view.php?id=326<span class="externalLinkIcon"></span></a> and <a href="http://bugs.alglib.net/view.php?id=327" class="externalLink">http://bugs.alglib.net/view.php?id=327<span class="externalLinkIcon"></span></a> for more info. These changes are backward incompatible. However, it should be easy to modify existing programs to work with new interface.</div><div class="ClearBoth"></div>SergeyBochkanovThu, 16 Jun 2011 06:20:29 GMTCreated Release: ALGLIB 2.5.0 (апр 12, 2010) 20110616062029AReleased: ALGLIB 2.5.0 (Apr 12, 2010)http://alglib.codeplex.com/releases/view/68404
<div class="wikidoc">New ALGLIB release features: <br>
<br>
<b>1</b>. two bugfixes (see <a href="http://bugs.alglib.net/changelog_page.php">http://bugs.alglib.net/changelog_page.php<span></span></a>).<br>
<br>
<b>2</b>. new optimization algorithms: nonlinear conjugate gradient method and active set algorithm for bound constrained optimization.<br>
<br>
<b>3</b>. API of L-BFGS and Levenberg-Marquardt algorithms was slightly changed: see
<a href="http://bugs.alglib.net/view.php?id=326">http://bugs.alglib.net/view.php?id=326<span></span></a> and
<a href="http://bugs.alglib.net/view.php?id=327">http://bugs.alglib.net/view.php?id=327<span></span></a> for more info. These changes are backward incompatible. However, it should be easy to modify existing programs to work with new interface.</div>
<div></div>
Thu, 16 Jun 2011 06:20:29 GMTReleased: ALGLIB 2.5.0 (Apr 12, 2010) 20110616062029ASource code checked in, #48968http://alglib.codeplex.com/SourceControl/changeset/changes/48968Checked in by server upgrade_TFSSERVICEThu, 22 Jul 2010 18:55:41 GMTSource code checked in, #48968 20100722065541P