--- Phil Steitz <[EMAIL PROTECTED]> wrote: > Here is an updated version. I will try to submit a patch to the > task.xml reflecting this before I leave this AM, but I am running out of > time...
> > * Improve numerical accuracy of Univariate and BivariateRegression > statistical > > computations. Encapsulate basic double[] |-> double mean, variance, min, > max > > computations using improved formulas and add these to MathUtils. (probably > > should add float[], int[], long[] versions as well.) Then refactor all > > univariate implementations that use stored values (including UnivariateImpl > > with finite window) to use the improved versions. -- Mark? I am chasing > down > > the TAS reference to document the source of the _NR_ formula (done), which > I will add > > to the docs if someone else does the implementation > > Al submitted a patch covering part of this last night. Note that I didn't do anything in the finite-window part of UnivariateImpl.insertValue(), because I didn't know how. I just realized we may just be able to use the "weight = -1" case described in Hanson and Chan & Lewis. I'll read them more carefully to see if that's correct. Also, the corrected two-pass algorithm still needs to be put into StoreUnivariateImpl, right? > > * Framework and implementation strategie(s) for finding roots or > real-valued > > functions of one (real) variable. Here again -- largely done. I would > prefer > > to wait until J gets back and let him submit his framework and R. Brent's > > algorithm. Then "our" Brent's implementation and usage can be integrated > > (actually not much to do, from the looks of the current code) > > Need to make a decision here. I suggest that Brent makes the > improvements that he has in mind to J's framework, puts into the new > package (earlier post) and refactors existing stuff. Sounds reasonable (or do I say "+1"?). I think we need _something_ submitted in the way of root finding framework so we can give feedback. > > * Polynomial Interpolation -- let Al tell us what to do here. Even better, > let > > Al do it (he he). > Use rational functions, per Al's suggestions. Maybe implement natural > spline instead. Al? Anyone? I need to find a non-NR reference to the Stoer and Bulirsch algorithm for rational function interpolation (I don't own a copy of their book), otherwise I'll just be relying on NR's description. I don't have an objection to providing cubic splines, though we should be aware that they open the door to providing a tridiagonal linear system solver. Al ===== Albert Davidson Chou Get answers to Mac questions at http://www.Mac-Mgrs.org/ . __________________________________ Do you Yahoo!? SBC Yahoo! DSL - Now only $29.95 per month! http://sbc.yahoo.com --------------------------------------------------------------------- To unsubscribe, e-mail: [EMAIL PROTECTED] For additional commands, e-mail: [EMAIL PROTECTED]