Ryan, Your list below seems much more achievable. I suggest cutting it even a bit further, say, dropping Gaussian quadrature as you already hint at (because implementing it would drag in some of the special functions that you note we don't have) and the ODE solver (unless all you mean is a simple initial value problem integrator, say 4th order Runge-Kutta). I'm not familiar with B-spline or downhill simplex; univariate minimization is very close to root finding, as I'm sure you know, so I don't have a problem with including that. And to actually expand the scope, maybe we could add rational function interpolation as well as polynomial.
To keep a flavor of typical software development in this project, I would also be interested to see the code be evolved from simple/naive implementations to the more sophisticated ones, at least for some parts of the project. Implementing a sophisticated algorithm from a reference work may feel good, but I argue you'll learn more about both the mathematics and about software development by taking baby steps and experiencing for yourself the reasons the more sophisticated algorithms became necessary or at least desirable. In other words, it's OK to write a naive and slow but correct implementation and then modify it toward some more sophisticated version. Finally, I wanted to clarify that I mistyped in my last post: I meant to say that providing unit tests might be _less_ onerous if the code were done via TDD. Testing an existing algorithm was always a pain to me early in my graduate career, and I learned through hard experience that it's necessary. Since then TDD has sprung up, and doing it actually makes writing tests (or executable examples, to be more accurate) feel good. Al --- Ryan Li <[EMAIL PROTECTED]> wrote: > Hi all, > > Many thanks for your comments so far (please keep them coming!). I do > realise that the proposal will probably take a number of specialised > numerical analysts a few months if not years to complete. I'm all for > cutting things down a bit (a lot rather), with an initial focus on the > more classical methods for which efficient algorithms are well > documented and can be implemented relatively easily. Seeing > commons-math as a generic and compact library based on which other > more sophisticated code can be written, I think the following could be > useful: > > - performance tuning for matrix computation and add more decomposition > methods > - univariate integration (Romberg is what I have in mind) > - true polynomial interpolation, as opposed to spline, it will be > usually be used by other higher level numerical algorithms e.g. > Romberg integration or other Richardson extrapolation procedures > - univariate minimization > - robust derivative-free multidimensional optimization (downhill > simplex) > - B-spline > - ODE solver > - (maybe?) Gaussian quadratures > > and then possibly move to the more ambitious part. At some point I > would also like to add more special functions, and optimise the > performance of existing ones. Please let me know what you think about > this plan. > > I am actually a happy user of Colt myself, to me it seems that it > focuses on the data structure side of numerical computation (which it > does an excellent job), what I find it lacks specifically are the > algorithm side of things like root finding, interpolation, > integration, optimization (and possibly) ODE solver, the performance > of some of the special functions also left something to be desired > after they replaced the old IMSL code. There are scattered efforts on > all the things mentioned above, some seem to be quite mature but most > are experimental, I think it would be nice to have them all in one > library (maybe just adapt if license compatible and code reasonably > stable). > > As for code quality, I'll make sure I do extensive research into the > literatures and (probably more important) existing implementations in > whatever language before getting my hands on the keyboard, part of the > reason I wanted to start such a project is that when I was doing > coursework, I referenced many books and papers only to realise that > some of the ideas were clearly better than what I was suggested to do > in the project! > > > Best regards, > > Ryan > > > On 6/3/05, Rory Winston <[EMAIL PROTECTED]> wrote: > > I agree, it is a hugely ambitious project. Which is not necessarily a bad > thing. I think a good start would be to qualify the scope of the project > sooner rather than later, and get a firm idea for exactly what will > (hopefully) be achieved. > > > > "Jakarta Commons Developers List" <commons-dev@jakarta.apache.org> wrote: > > > > > > > > Questions of scope of Commons-Math aside <gasp>, what is the scope of the > > > summer project? The scope of Ryan's proposal seems mighty ambitious, > even if > > > you remove the parts that aren't currently in scope for Commons-Math. If > you > > > intend to stay true to Apache's charter, the code will have to be > developed > > > firsthand, not copied from any other source, unless the license of the > source > > > is compatible or the author(s) are amenable to adding an > Apache-compatible > > > alternative license to their code or changing over to an > Apache-compatible > > > license. Coding that much from scratch and providing JUnit tests will be > a > > > heck of a lot of work (maybe a little onerous if you do TDD). And > forgive my > > > skepticism, but code developed for coursework is unlikely to be as > bulletproof > > > as the proposal aims for. > > > > > > Also, specifically what parts of the proposal are not already addressed > by > > > existing libraries such as Colt? I thought we were over the licensing > hurdle > > > for Colt, so anything it already does probably should not be duplicated > by code > > > newly written for the proposed project. > > > > > > All the above said, I'm not trying to be discouraging, and in fact I > would be > > > willing to participate in mentoring (I'll probably learn something new > > > myself!). I just want reasonable expectations and goals to be set. And > > > perhaps we can all ride the wave of youthful exuberance to grow a library > that > > > looks like the beginning of an "Apache-Math-Java". > > > > > > > > > Al > > > > > > > > > --- Phil Steitz <[EMAIL PROTECTED]> wrote: > > > > I have volunteered to help Ryan with the proposal below and to serve > > > > as a mentor if it is accepted. Pls see the links infra and the > > > > general Wiki page (http://code.google.com/summerofcode.html) for more > > > > info on Google's "Summer of Code". > > > > > > > > With Ryan's permission, I am forwarding the proposal. The content as > > > > stated clearly goes beyond the current scope of [math], but several > > > > items are in scope. > > > > > > > > Comments, please. After a little discussion - including maybe the > > > > inevitable reopening of the "what do we want to be when we grow up" - > > > > assuming others are favorable, I will work with Ryan to get something > > > > suitable onto the Wiki for consideration as one of the apache > > > > projects. Comments from all commons community members are welcome. > > > > > > > > Thanks! > > > > > > > > Phil > > > > > > > > ---------- Forwarded message ---------- > > > > From: Phil Steitz <[EMAIL PROTECTED]> > > > > Date: Jun 2, 2005 4:50 AM > > > > Subject: [Fwd: Mentoring for Google's Summer of Code program] > > > > To: [EMAIL PROTECTED] > > > > > > > > > > > > > > > > > > > > -------- Original Message -------- > > > > Subject: Mentoring for Google's Summer of Code program > > > > Date: Wed, 1 Jun 2005 07:23:25 -0700 (PDT) > > > > From: Ryan Li <[EMAIL PROTECTED]> > > > > To: [EMAIL PROTECTED] > > > > > > > > Dear Phil, > > > > > > > > I'm just wondering if you or other developers of the The Jakarta > > > > Commons Math library would be interested in mentoring me for the Google > > > > Summer of Code program (more details at > > > > http://code.google.com/mentfaq.html and > > > > http://code.google.com/summerofcode.html). Just so you know that the > > > > Apache Software Foundation is already a mentoring organization > > > > (http://wiki.apache.org/general/SummerOfCode2005). Please see below for > > > > my draft project proposal (as you can see I've already mentioned the > > > > Jakarta Commons Math library in it and I've put down ASF as my mentor, > > > > so you or other team members will probably be contacted by Google > > > > soon). > > > > > > > > Thank you very much for your consideration! > > > > > > > > Ryan Du Li > > > > A college student specialising in optimization and numerical analysis > > > > > > > > ------------------------------ > > > > > > > > Project description: > > > > > > > > Numerical Library for Financial Modelling / Scientific Computation in > > > > Java (with a C# port) > > > > > > > > The goal of this project is to develop a reusable toolkit for > > > > developing mathematical models for valuing financial products and risk > > > > management. Due to its numerical intensive nature, it can also be used > > > > effectively in other applications that make uses of highly efficient > > > > numerical algorithms. Specific language features and design patterns > > > > will be used aggressively to allow for high performance and > > > > reusability. The C# port will be made in parallel as the Java version > > > > is developed, a number of features of C# (up to version 2.0) will be > > > > used, in particular operator overloading will be used for all matrix > > > > operations. > > > > > > > > Highly efficient numerical algorithms will be implemented in the > > > > following areas: > > > > > > > > 1. a generic matrix and linear algebra package (including support for > > > > dense and sparse matrices and commonly used decomposition methods), an > > > > existing library might be used for this part of the toolkit. > > > > > > > > 2. an approximation package, with an emphasis on the support for > > > > B-splines, which is used to approximate curves in general, given a set > > > > of points on the curve. Very useful for any sort of data fitting, and > > > > heavily used in term structure modelling in finance > > > > > > > > 3. generic PDE/ODE solvers, with built-in support for Poisson/heat/wave > > > > equations. Useful in a large number of situations in modelling. > > > > > > > > 3. an optimization package, including linear programming (simplex > > > > method, later also interior point method), quadratic programming, > > > > nonlinear unconstraint/constraint minimization, later will also include > > > > search methods including genetic programming. > > > > > > > > 4. a simulation package, to provide a framework for running > > > > (Quasi)Monte-Carlo simulations > > > > > > > > 5. other essential tools, multi-dimensional numerical integration, > > > > Fourier transform, root-solver, interpolation/extrapolation, , special > > > > functions, statistical distributions. > > > > > > > > > > > > Current Java/C# open-source efforts in this area are limited (with many > > > > projects abandoned or no longer actively maintained), in particular > > > > useful things like B-Spline PDE-Solver, multi-dimensional numerical > > > > integration, Fourier transform are not addressed in any existing > > > > project I'm aware of (including most commercial ones). Also usually not > > > > the most robust & efficient implementation is used whenever a routine > > > > does exist, commercial projects have a significant advantage in this > > > > respect. > > > > > > > > Some of the code I've written for past school projects (I am a maths > > > > student specialising in optimization and numerical analysis) in the > > > > past will be adapted for various part of the toolkit. It is hoped that > > > > by the end of summer the main components of the library will be ready > > > > for production use, and it will be actively developed and maintained > > > > afterwards. > > > > > > > > I've put down Apache Software Foundation as my sponsor as I noted that > > > > they have a Commons-Math project > > > > (http://jakarta.apache.org/commons/math/) to which my project would > > > > complement very nicely. > > > > > > Albert Davidson Chou > > > > > > Get answers to Mac questions at http://www.Mac-Mgrs.org/ . __________________________________________________ Do You Yahoo!? Tired of spam? Yahoo! Mail has the best spam protection around http://mail.yahoo.com --------------------------------------------------------------------- To unsubscribe, e-mail: [EMAIL PROTECTED] For additional commands, e-mail: [EMAIL PROTECTED]
