Extreme Optimization Numerical Libraries for .NET
- There now is one setup for both 32 and 64 bit operating systems.
- The documentation has been fully updated to the latest API.
- New and updated QuickStart samples illustrate the new API.
New math features
- Complex numbers are now generic over the type of the real and imaginary parts.
- Flexible genetic optimization framework.
- Akima splines and cubic Hermite splines.
- New special functions, including complex error function and orthogonal polynomials.
- Smoothing signals: Savitsky-Golay and Moving Average smoothing.
- Vector functions for complex single and double precision arguments.
New Data Frame Library features
- Support for LINQ queries on data frames, vectors and matrices.
- New groupings: fixed and expanding windows, partitions, groupings on value and quantiles, 2D pivot tables, and resampling.
- Many new aggregators; improved efficiency of many aggregations.
- New generic Descriptives class for collecting descriptive statistics of vectors.
- Lookup nearest and join on nearest for ordered indexes.
- New Recurrence type lets you specify date/time patterns for use in resampling time based data.
New vector and matrix library features
- All vector and matrix classes are now generic, including sparse matrices and complex versions.
- New static Vector and Matrix classes remove the need to specify the element type as a generic type parameter.
- Specify mutability: including read-only snapshot, read-only view, and writable with copy-on-write semantics.
- Many new methods for in-place and out-of-place calculations on vectors and matrices.
- The native libraries have been upgraded to Intel MKL version 11.3 Update 2.
- The native libraries now support Conditional Numerical Reproducibility.
- The CUDA libraries for 64 bit have been upgraded to CUDA version 7.5.
- New fully managed implementation of the linear algebra library for single-precision.
New statistics features
- Verbose output when working in an interactive environment.
- Full integration with the DataFrame library.
- Categorical variables are expanded into indicator variables as needed.
- Models can be persisted in a form suitable for deployment in predictive modeling applications.
- Several new probability distributions have been added.
- Data frame class supporting advanced data manipulation.
- Support for GPU computing
- Offload computations to the GPU.
- Support for quadruple precision numbers with up to 34 digits, including our full vector and matrix library. Real and complex numbers are supported.
- Smoothing cubic splines, monotonicity preserving splines.
- GARCH models (Generalized AutoRegressive Conditional Heteroskedasticity).
- Regularized linear regression models: Ridge regression, LASSO and elastic net.
- Much improved support for F# development.
- Akima and cubic Hermite splines.
- Orthogonal polynomials: Chebyshev, Legendre, Laguerre...
- Symmetric indefinite decomposition
- Generic and complex sparse vectors and matrices
- Factor analysis
- Improved setup experience.
- Automatic differentiation: symbolic computation of derivatives, gradients and Jacobians.
- Extensible with built-in support for derivatives of methods in System.Math and most elementary and special functions in the library.
- Backward differentiation with common sub-expression elimination generates optimal evaluation.
- New SymbolicMath class that lets you optimize functions and solve equations specified as lambda expressions using automatic differentation.
- Evaluation of (sequences of) classic orthogonal polynomials: Chebyshev (1st and 2nd kind), Hermite, Laguerre, Legendre and Gegenbauer.
- Stepwise linear regression.
- Regression fits of linearized curves: logarithmic, power, exponential, reciprocal...
- 2x2 and RxC Contingency tables.
- Optimization framework. Provides a generic model for defining and solving optimization problems.
- Quadratic Programming. Solve quadratic optimization models with linear constraints.
- Nonlinear Programming. Optimize nonlinear functions with linear or nonlinear constraints.
- New Decimal functions extend all the functions in System.Math to the decimal type, including sin, cos, exp.
- Improved elementary functions. Evaluate sine, cosine and tangent accurately for huge arguments.
- Iterative sparse solvers Efficiently solve systems with many thousands of variables, optionally using preconditioners.
- New probability distributions LogSeries and Maxwell.
- .NET Framework Version 4.0 とVisual Studio 2010の並列処理サポート
- 複数コア利用による計算スピードの向上 (.NET 4.0のみ)
- 新しい特殊関数: ハイパー幾何, Riemann zeta, 楕円積分, Fresnel関数, Dawsonの積分