ojalgo-user — For ojAlgo users

[ojAlgo-user] Black-Litterman Model Prototype Application URL

[Raul L. <rl...@gm...>]

Hi,

I am interesting in take a look to Prototype Application. I have tried
http://213.64.190.169:8080/BLApp/ but it doesn't works, Can anyone plese
send me the correct url?


Thanks in advance


Raul Lacaci

[ojAlgo-user] Version 18

[Anders P. <ap...@op...>]

http://ojalgo.org/change_log.html

-------- Original Message --------
Subject: 	[SourceForge.net Release] ojalgo : ojAlgo
Date: 	Wed, 14 Feb 2007 14:36:24 -0800
From: 	SourceForge.net <no...@so...>
To: 	no...@so...



Project: ojAlgo  (ojalgo)
Package: ojAlgo
Date   : 2007-02-14 23:36

Project "ojAlgo" ('ojalgo') has released the new version of package 'ojAlgo'.
You can download it from SourceForge.net by following this link:
<https://sourceforge.net/project/showfiles.php?group_id=79000&release_id=486518>
or browse Release Notes and ChangeLog by visiting this link:
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Re: [ojAlgo-user] ojAlgo-user Digest, Vol 6, Issue 5

[Sione <si...@xt...>]

I had received this mail.

Cheers,
Sione.

oja...@li... wrote:
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>    1. Test (Anders Peterson)
>
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> ----------------------------------------------------------------------
>
> Message: 1
> Date: Tue, 30 Jan 2007 08:41:04 +0100
> From: Anders Peterson <ap...@op...>
> Subject: [ojAlgo-user] Test
> To: oja...@li...
> Message-ID: <45B...@op...>
> Content-Type: text/plain; charset=ISO-8859-1; format=flowed
>
> I've had problems getting through to this list. /Anders
>
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[ojAlgo-user] Test

[Anders P. <ap...@op...>]

I've had problems getting through to this list. /Anders

Re: [ojAlgo-user] BigDecimal EVD?

[Jacob M. <Jac...@cs...>]

Actually, the problem isn't that the numbers are too large or too small.  
Rather, it is that gaps between the numbers aren't small enough. 

Specifically, I don't get enough decimal places represented when using 
doubles.  

Thanks anyway for trying to help.  

Jake

On Monday 29 January 2007 16:59, Anders Peterson wrote:
> I'm no expert in this area, but if the problem is that the matrix
> generally has too large or too small elements (resulting in bad
> numerical behaviour) it seems to me it should be fixable by using
> equation 10, 11 and/or 12 on this page.
>
> http://mathworld.wolfram.com/Eigenvalue.html
>
> /Anders
>
> Jacob Martin wrote:
> >>> Can't you just scale the matrix before you calculate the eigenvalues?
> >
> > Hmm.  I'm not sure the best way to scale it?  Won't this remove the
> > accuracy I was looking for?
> >
> >>> I've never seen a BigDecimal eigenvalue or singular value
> >>> decomposition algorithm. They require rather heavy calculations and
> >>> using BigDecimal instead of double is MUCH slower.
> >>>
> >>>
> >>>
> >>>
> >>> In the future ojAlgo may get code that works with any kind of
> >>> numbers (like ArbitraryLU and ArbitraryQR) but this is currently
> >>> not high priority - don't hold your breath.
> >>>
> >>> /Anders
> >>>
> >>> jac...@gm... wrote:
> >>>> Hi Anders,
> >>>>
> >>>> I guess I'm just looking for a quick fix right now.   I may get
> >>>> the urge to implement it later when I have more time though, so
> >>>> thanks for the information.
> >>>>
> >>>> I'm working with around 1000x1000 matrices.  They could be
> >>>> bigger.  I have the time to wait for the right answer.  LAPACK and
> >>>> MTJ and others (Jama, JMSL, etc) are quick, but don't give me
> >>>> satistfactory answers with very large numbers for some reason.
> >>>> Maybe there is some tolerance or epsilon parameter somewhere that
> >>>> will help the convergence (if I only knew where to look).
> >>>>
> >>>> Anyway, I haven't found a BigDecimal eigenvalue solver
> >>>> implementation out there yet.  Maybe they don't exist?
> >>>>
> >>>> Well, thanks for your kindness.  It looks like you have the best
> >>>> start towards this functionality in Java.
> >>>>
> >>>> Kind regards,
> >>>> Jake
> >>>>
> >>>> On Saturday 27 January 2007 20:45, Anders Peterson wrote:
> >>>>> As you've noticed ojAlgo does not contain a BigDecimal
> >>>>> implementation
> >>>>> of Eigenvalue or SingularValue. You'll have to build it yourself...
> >>>>>
> >>>>> If you look at PrimitiveEigenvalue you'll "see" the algorithm, and
> >>>>> then study ArbitraryQR and ArbitraryLU for examples on how to use
> >>>>> PhysicalStore to develop an implementation that works with any
> >>>>> Number
> >>>>> type. I've been planning to move (some of) the Householder code from
> >>>>> ArbitraryQR to PhysicalStore or some utility class. That would
> >>>>> probably be useful for you.
> >>>>>
> >>>>> What size matrices are you working with? If they are large a
> >>>>> BigDecimal implementation will be very slow.
> >>>>>
> >>>>> /Anders
> >>>>>
> >>>>> On 27 jan 2007, at 19.11, jac...@gm... wrote:
> >>>>>> Hi,
> >>>>>>
> >>>>>> I'm trying to figure out how/if I can do a BigDecimal EVD with
> >>>>>> ojAlgo.  I
> >>>>>> would like all operations to be done with BigDecimal, so I can
> >>>>>> avoid rounding
> >>>>>> errors.
> >>>>>>
> >>>>>> Do all of the classes that implement the Eigenvalue interface round
> >>>>>> down to
> >>>>>> doubles?
> >>>>>>
> >>>>>> If so, is my only choice the BigQR, and then read off diagonal
> >>>>>> of R?
> >>>>>>
> >>>>>> Many thanks for any help!
> >>>>>>
> >>>>>> Jacob Martin
> >>>>>> -------------------------------------------------
> >>>>>> BasicMatrix tmpMatrix = BigMatrix.FACTORY.make(M);
> >>>>>> Eigenvalue tmpDecomposition = new PrimitiveEigenvalue();
> >>>>>> tmpDecomposition.compute(tmpMatrix);
> >>>>>> BasicArray ba =tmpDecomposition.getEigenvalues();
> >>>>>>
> >>>>>>
> >>>>>> -------------------------------------------------------------------
> >>>>>> ---
> >>>>>> ---
> >>>>>> Take Surveys. Earn Cash. Influence the Future of IT
> >>>>>> Join SourceForge.net's Techsay panel and you'll get the chance to
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Re: [ojAlgo-user] BigDecimal EVD?

[Jacob M. <jac...@gm...>]

> > Can't you just scale the matrix before you calculate the eigenvalues?

Hmm.  I'm not sure the best way to scale it?  Won't this remove the
accuracy I was looking for?

> > I've never seen a BigDecimal eigenvalue or singular value
> > decomposition algorithm. They require rather heavy calculations and
> > using BigDecimal instead of double is MUCH slower.


> > In the future ojAlgo may get code that works with any kind of
> > numbers (like ArbitraryLU and ArbitraryQR) but this is currently
> > not high priority - don't hold your breath.
> >
> > /Anders
> >
> > jac...@gm... wrote:
> >> Hi Anders,
> >>
> >> I guess I'm just looking for a quick fix right now.   I may get
> >> the urge to implement it later when I have more time though, so
> >> thanks for the information.
> >>
> >> I'm working with around 1000x1000 matrices.  They could be
> >> bigger.  I have the time to wait for the right answer.  LAPACK and
> >> MTJ and others (Jama, JMSL, etc) are quick, but don't give me
> >> satistfactory answers with very large numbers for some reason.
> >> Maybe there is some tolerance or epsilon parameter somewhere that
> >> will help the convergence (if I only knew where to look).
> >>
> >> Anyway, I haven't found a BigDecimal eigenvalue solver
> >> implementation out there yet.  Maybe they don't exist?
> >>
> >> Well, thanks for your kindness.  It looks like you have the best
> >> start towards this functionality in Java.
> >>
> >> Kind regards,
> >> Jake
> >>
> >> On Saturday 27 January 2007 20:45, Anders Peterson wrote:
> >>
> >>> As you've noticed ojAlgo does not contain a BigDecimal
> >>> implementation
> >>> of Eigenvalue or SingularValue. You'll have to build it yourself...
> >>>
> >>> If you look at PrimitiveEigenvalue you'll "see" the algorithm, and
> >>> then study ArbitraryQR and ArbitraryLU for examples on how to use
> >>> PhysicalStore to develop an implementation that works with any
> >>> Number
> >>> type. I've been planning to move (some of) the Householder code from
> >>> ArbitraryQR to PhysicalStore or some utility class. That would
> >>> probably be useful for you.
> >>>
> >>> What size matrices are you working with? If they are large a
> >>> BigDecimal implementation will be very slow.
> >>>
> >>> /Anders
> >>>
> >>> On 27 jan 2007, at 19.11, jac...@gm... wrote:
> >>>
> >>>> Hi,
> >>>>
> >>>> I'm trying to figure out how/if I can do a BigDecimal EVD with
> >>>> ojAlgo.  I
> >>>> would like all operations to be done with BigDecimal, so I can
> >>>> avoid rounding
> >>>> errors.
> >>>>
> >>>> Do all of the classes that implement the Eigenvalue interface round
> >>>> down to
> >>>> doubles?
> >>>>
> >>>> If so, is my only choice the BigQR, and then read off diagonal
> >>>> of R?
> >>>>
> >>>> Many thanks for any help!
> >>>>
> >>>> Jacob Martin
> >>>> -------------------------------------------------
> >>>> BasicMatrix tmpMatrix = BigMatrix.FACTORY.make(M);
> >>>> Eigenvalue tmpDecomposition = new PrimitiveEigenvalue();
> >>>> tmpDecomposition.compute(tmpMatrix);
> >>>> BasicArray ba =tmpDecomposition.getEigenvalues();
> >>>>
> >>>>
> >>>> -------------------------------------------------------------------
> >>>> ---
> >>>> ---
> >>>> Take Surveys. Earn Cash. Influence the Future of IT
> >>>> Join SourceForge.net's Techsay panel and you'll get the chance to
> >>>> share your
> >>>> opinions on IT & business topics through brief surveys - and
> >>>> earn cash
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> >>>> page=join.php&p=sourceforge&CID=DEVDEV
> >>>> _______________________________________________
> >>>> ojAlgo-user mailing list
> >>>> ojA...@li...
> >>>> https://lists.sourceforge.net/lists/listinfo/ojalgo-user
> >>>>
> >>
> >> ---------------------------------------------------------------------
> >> ----
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> >> Join SourceForge.net's Techsay panel and you'll get the chance to
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> >>
> >
>
>

Re: [ojAlgo-user] BigDecimal EVD?

[<jac...@gm...>]

Hi Anders,

I guess I'm just looking for a quick fix right now.   I may get the urge to 
implement it later when I have more time though, so thanks for the 
information.

I'm working with around 1000x1000 matrices.  They could be bigger.  I have the 
time to wait for the right answer.  LAPACK and MTJ and others (Jama, JMSL, 
etc) are quick, but don't give me satistfactory answers with very large 
numbers for some reason.  Maybe there is some tolerance or epsilon parameter 
somewhere that will help the convergence (if I only knew where to look).

Anyway, I haven't found a BigDecimal eigenvalue solver implementation out 
there yet.  Maybe they don't exist?

Well, thanks for your kindness.  It looks like you have the best start towards 
this functionality in Java.

Kind regards,
Jake

On Saturday 27 January 2007 20:45, Anders Peterson wrote:
> As you've noticed ojAlgo does not contain a BigDecimal implementation
> of Eigenvalue or SingularValue. You'll have to build it yourself...
>
> If you look at PrimitiveEigenvalue you'll "see" the algorithm, and
> then study ArbitraryQR and ArbitraryLU for examples on how to use
> PhysicalStore to develop an implementation that works with any Number
> type. I've been planning to move (some of) the Householder code from
> ArbitraryQR to PhysicalStore or some utility class. That would
> probably be useful for you.
>
> What size matrices are you working with? If they are large a
> BigDecimal implementation will be very slow.
>
> /Anders
>
> On 27 jan 2007, at 19.11, jac...@gm... wrote:
> > Hi,
> >
> > I'm trying to figure out how/if I can do a BigDecimal EVD with
> > ojAlgo.  I
> > would like all operations to be done with BigDecimal, so I can
> > avoid rounding
> > errors.
> >
> > Do all of the classes that implement the Eigenvalue interface round
> > down to
> > doubles?
> >
> > If so, is my only choice the BigQR, and then read off diagonal of R?
> >
> > Many thanks for any help!
> >
> > Jacob Martin
> > -------------------------------------------------
> > BasicMatrix tmpMatrix = BigMatrix.FACTORY.make(M);
> > Eigenvalue tmpDecomposition = new PrimitiveEigenvalue();
> > tmpDecomposition.compute(tmpMatrix);
> > BasicArray ba =tmpDecomposition.getEigenvalues();
> >
> >
> > ----------------------------------------------------------------------
> > ---
> > Take Surveys. Earn Cash. Influence the Future of IT
> > Join SourceForge.net's Techsay panel and you'll get the chance to
> > share your
> > opinions on IT & business topics through brief surveys - and earn cash
> > http://www.techsay.com/default.php?
> > page=join.php&p=sourceforge&CID=DEVDEV
> > _______________________________________________
> > ojAlgo-user mailing list
> > ojA...@li...
> > https://lists.sourceforge.net/lists/listinfo/ojalgo-user

Re: [ojAlgo-user] BigDecimal EVD?

[<jac...@gm...>]

Sorry, I know that R doesn't contain eigenvalues. 

What would be the best way to accomplish my goal with your software?

On Saturday 27 January 2007 18:11, foo...@gm... wrote:
> Hi,
>
> I'm trying to figure out how/if I can do a BigDecimal EVD with ojAlgo.  I
> would like all operations to be done with BigDecimal, so I can avoid
> rounding errors.
>
> Do all of the classes that implement the Eigenvalue interface round down to
> doubles?
>
> If so, is my only choice the BigQR, and then read off diagonal of R?
>
> Many thanks for any help!
>
> Jacob Martin
> -------------------------------------------------
> BasicMatrix tmpMatrix = BigMatrix.FACTORY.make(M);
> Eigenvalue tmpDecomposition = new PrimitiveEigenvalue();
> tmpDecomposition.compute(tmpMatrix);
> BasicArray ba =tmpDecomposition.getEigenvalues();

[ojAlgo-user] BigDecimal EVD?

[<jac...@gm...>]

Hi,

I'm trying to figure out how/if I can do a BigDecimal EVD with ojAlgo.  I 
would like all operations to be done with BigDecimal, so I can avoid rounding 
errors.  

Do all of the classes that implement the Eigenvalue interface round down to 
doubles?  

If so, is my only choice the BigQR, and then read off diagonal of R?

Many thanks for any help!

Jacob Martin
-------------------------------------------------
BasicMatrix tmpMatrix = BigMatrix.FACTORY.make(M);
Eigenvalue tmpDecomposition = new PrimitiveEigenvalue();
tmpDecomposition.compute(tmpMatrix);
BasicArray ba =tmpDecomposition.getEigenvalues();
			

[ojAlgo-user] Version 17

[Anders P. <ap...@op...>]

*Changes:

*1: New project structure and build script. There are now two jars; one 
called ojalgo-?.jar and one called optimatika-?.jar. The latter/new one 
contains everything that requires third party jars. This includes Colt, 
Jama and Jampack. The package names have also been changed. org.ojalgo 
have been replaced by se.optimatika.colt, se.optimatika.jama and 
se.optimatika.jampack. All you need to do is to change the import 
statements. For the "pure" ojAlgo code nothing has changed.

2: New matrix constructor (and make-method in MatrixFactory) and some 
new matrix stores; RawStore, ColtStore (similar to ColtMatrix), 
JamaStore (similar to JamaMatrix) & JampackStore (similar to JampackMatrix).

3: org.ojalgo.random.SampleSet is now immutable. The internal data is 
not (cannot be) altered in any way.

4: Everything in org.ojalgo.series is changed...

5: org.ojalgo.function.polynomial is cleaned up, but everything should 
work as before.

6: The package org.ojalgo.function.quadratic is removed, and the class 
org.ojalgo.optimisation.Expression slightly modified.

7: All MatrixDecomposition implementors that had a working 
solve(BasicMatrix aRHS) method now also have a solve(MatrixStore<Number> 
aRHS) method.

8: The internals of the BasicArray and MatrixStore implementations have 
been reworked again resulting in significant performance gains for some 
operations.

9: All methods in PhysicalStore that took MatrixStore as input now 
instead take PhysicalStore. The old versions are still available but 
deprecated.

SourceForge.net wrote:
> Project: ojAlgo  (ojalgo)
> Package: ojAlgo
> Date   : 2007-01-05 12:54
>
> Project "ojAlgo" ('ojalgo') has released the new version of package 'ojAlgo'.
> You can download it from SourceForge.net by following this link:
> <https://sourceforge.net/project/showfiles.php?group_id=79000&release_id=476059>
> or browse Release Notes and ChangeLog by visiting this link:
> <https://sourceforge.net/project/shownotes.php?release_id=476059> 
>
> You receive this email because you requested to be notified when new versions
> of this package were released. If you don't wish to be notified in the future,
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Re: [ojAlgo-user] Using ojAlgo for generalized optimization problems

[Anders P. <ap...@op...>]

There are three different levels to use the QP-solver:

1) Instantiate the solver (in your case the ActiveSetSolver) using the=20
matrices directly. There is a constructor that takes an array of=20
matrices as input. {[AE], [be], [Q], [c], [AI], [bi]}

2) Build your problem using the modeling framework. Instantiate a=20
QuadraticModel and then add expressions. An expression is a constraint=20
and/or an objective.

3) Use something high level like the MarkowitzModel class.

Probably what you want to do is to build your own "model" (like the=20
MarkowitzModel). Since you have that working, step through the code to=20
see what happens.

/Anders

Ludwig, Robert S. wrote:
>
> Hi ojAlgo users,
>
> I have just started using ojAlgo to solve Markowitz optimization=20
> problems. My question is about the use of ojAlgo for more generalized=20
> optimization problems. For example, I would like to solve for the=20
> coefficients b which minimize (Y-Xb)=92(Y-Xb) subject to each b(i) > 0=20
> and sum b(i) =3D 1. I would like to know how to specify the objective=20
> function and constraints for this problem using ojAlgo.
>
> Thanks for your help,
>
> Rob
>
> -----------------------------------------------------------------------=
-
>
> -----------------------------------------------------------------------=
--
> Take Surveys. Earn Cash. Influence the Future of IT
> Join SourceForge.net's Techsay panel and you'll get the chance to share=
 your
> opinions on IT & business topics through brief surveys - and earn cash
> http://www.techsay.com/default.php?page=3Djoin.php&p=3Dsourceforge&CID=3D=
DEVDEV
> -----------------------------------------------------------------------=
-
>
> _______________________________________________
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> ojA...@li...
> https://lists.sourceforge.net/lists/listinfo/ojalgo-user
>  =20

[ojAlgo-user] Using ojAlgo for generalized optimization problems

[Ludwig, R. S. <RL...@se...>]

Hi ojAlgo users,

=20

I have just started using ojAlgo to solve Markowitz optimization
problems.  My question is about the use of ojAlgo for more generalized
optimization problems.  For example, I would like to solve for the
coefficients b which minimize (Y-Xb)'(Y-Xb) subject to each b(i) > 0 and
sum b(i) =3D 1.  I would like to know how to specify the objective
function and constraints for this problem using ojAlgo.

=20

Thanks for your help,

Rob

[ojAlgo-user] Version 16

[Anders P. <ap...@op...>]

Changes in version 16:

1: Made sure the MatrixDecomposition hierarchy methods only return one 
of the
    following types: Scalar<N>, BasicArray<N>, int & BasicMatrix / 
MatrixStore<N>.
    MatrixDecomposition now also has a compute-method that takes a 
MatrixStore
    as input. BasicMatrix will probably be replaced by MatrixStore 
throughout
    the MatrixDecomposition hierarchy. Also added a isSingular() to the 
LU interface.
2: ArbitrraryQR is no longer locked to BigDecimal. This has been a 
problem for a
    long time. Now it is truly "arbitrary".
3: OldPrimitiveLU, OldPrimitiveCholesky & OldPrimitiveQR have been 
removed. The
    junit class org.ojalgo.matrix.decomposition.CompareJamaAndPrimitive 
no longer
    use the Old* versions, but PrimitiveLU, PrimitiveCholesky, PrimitiveQR,
    PrimitiveSingularValue & PrimitiveEigenvalue. Found and fixed a 
couple of
    minor bugs.
4: The modify/visitRow/Column/Diagonal-methods in Array2Dim have been 
refactored
    (incl. the signature). Didn't bother with deprecations since they 
haven't
    been around for long AND contained bugs.
5: PhysicalStore has a new method unshade() and a few fixes.
6: MatrixStore has a new method multiplyBothSides()
7: A couple of methods in Scalar has been deprecated. Don't remember 
when or why
    they were added to Scalar, but they are not used for anything...
    Also changed the definition of what the isZero() method should do.
8: A whole bunch of changes related series, random, statistics... Lost 
track of
    all the changes. Too much had to be changed to allow deprecations.
    AND this is not finished. There will be more changes.
9: New package org.ojalgo.function.multiary, and everything in
    org.ojalgo.function.quadratic has been deprecated. The class
    org.ojalgo.optimisation.Expressen also has a bunch of deprecations in
    preparation of a rewrite.

Changes in version 15:

1: Most of what was marked as deprecated at the time of the last release 
have been removed.

2: New static initialisers in Array1Dim and Array2Dim, and (many) 
deprecations on constructors in the BasicArray hierarchy.

3: New/updated tests in BasicMatrixTest.

4: New org.ojalgo.finance.MarketEquilibrium class. MarkowitzModel and 
BlackLittermanModel have been refactored to use that new class.

5: org.ojalgo.constant.BigFinance has been removed and 
org.ojalgo.finance.FinanceUtils has been deprecated.

6: BigDenseStore, ComplexDenseStore & PrimitiveDenseStore now delegate 
some tasks to an Array2Dim instance.

7: Reworked the ArbitraryLU class. The compute-method now delegates more 
of the actual computations to PhysicalStore.

8: LogicalStore subclasses now support multi-threaded matrix 
multiplication. Multiplication of large matrices on machines with 
multiple CPUs/Cores should now be much faster (haven't actually checked 
that). Also implemented isUpperRightShaded() and isLowerLeftShaded() in 
all the MatrixStores.

9: Completely rewrote the MatrixStore multiplication tests; found and 
fixed several bugs.

SourceForge.net wrote:
> Project: ojAlgo  (ojalgo)
> Package: ojAlgo
> Date   : 2006-11-30 13:57
>
> Project "ojAlgo" ('ojalgo') has released the new version of package 'ojAlgo'.
> You can download it from SourceForge.net by following this link:
> <https://sourceforge.net/project/showfiles.php?group_id=79000&release_id=467711>
> or browse Release Notes and ChangeLog by visiting this link:
> <https://sourceforge.net/project/shownotes.php?release_id=467711> 
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Re: [ojAlgo-user] Eigenvalue Decomposition Problem

[Anders P. <ap...@op...>]

I setup a unit test with the matrix you supplied - don't see a problem. 
PrimitiveEigenvalue, JamaEigenvalue & ColtEigenvalue all compute correct 
decompositions.

You need to test/compare [A][V] = [V][D] and not (as you suggested) 
[A][V] = [D][V].

To create a matrix:

BasicMatrix tmpMatrix = PrimitiveMatrix.FACTORY.build(new double[][] { { 
9.28, 0.48, -2.72, 1.28, -8.32 }, { 4.48, 0.68, -6.52, 2.48, -1.12 }, { 
-8.32, -0.12, 8.68, -2.32, 2.08 }, { 7.68, 0.88, -10.32, 3.68, -1.92 }, 
{ -13.12, -1.92, 10.88, -5.12, 9.28 } });

or

Array2Dim<Double> tmpArray = Array2Dim.makePrimitive(5, 5);
for(i = 0 ... 4){
for(j = 0... 4) {
tmpArray.set(i,j, ?);
}}
BasicMatrix tmpMatrix = new PrimitiveMatrix(tmpArray);

The you do:

Eigenvalue tmpDecomposition = new PrimitiveEigenvalue();
tmpDecomposition.compute(tmpMatrix);

/Anders

mi...@vt... wrote:
> I am trying to compute the eigenvectors of a matrix. For some reason several
> java matrix packages (Jama, Colt, Mtj) compute eigenvectors (V) for this matrix
> (A) that do not satisfy the equation AV = XV and therefore are incorrect. As a
> result of this problem, I am trying to use the ojalgo package to compute the
> eigenvectors to see if its results are any different. However, I am relatively
> new to OO programing and I can't figure out how to use the matrix decomposition
> interfaces.
>
> The matrix is:
> 9.28 0.48 -2.72 1.28 -8.32
> 4.48 0.68 -6.52 2.48 -1.12
> -8.32 -0.12 8.68 -2.32 2.08
> 7.68 0.88 -10.32 3.68 -1.92
> -13.12 -1.92 10.88 -5.12 9.28
>
> 1.
> How do I use the ojgalgo matrix decomposition interfaces or where I can find
> an example of thier use?
>
> 2.
> Why is this matrix such a problem for the other java packages?
>
> Thank you in advance for any help that you can provide.
>
> -------------------------------------------------------------------------
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>   

[ojAlgo-user] Eigenvalue Decomposition Problem

[<mi...@vt...>]

I am trying to compute the eigenvectors of a matrix. For some reason several
java matrix packages (Jama, Colt, Mtj) compute eigenvectors (V) for this matrix
(A) that do not satisfy the equation AV = XV and therefore are incorrect. As a
result of this problem, I am trying to use the ojalgo package to compute the
eigenvectors to see if its results are any different. However, I am relatively
new to OO programing and I can't figure out how to use the matrix decomposition
interfaces.

The matrix is:
9.28 0.48 -2.72 1.28 -8.32
4.48 0.68 -6.52 2.48 -1.12
-8.32 -0.12 8.68 -2.32 2.08
7.68 0.88 -10.32 3.68 -1.92
-13.12 -1.92 10.88 -5.12 9.28

1.
How do I use the ojgalgo matrix decomposition interfaces or where I can find
an example of thier use?

2.
Why is this matrix such a problem for the other java packages?

Thank you in advance for any help that you can provide.

[ojAlgo-user] Version 15

[Anders P. <ap...@op...>]

The main new thing this time is the multi-threading of multiplyLeft & 
multiplyRight in LogicalStore. I would be very interested to get 
feedback on performance tests done on multi CPU (more than 2) machines. 
Create various, very large, MatrixStore instances and call multiplyLeft 
& multiplyRight...

/Anders

SourceForge.net wrote:
> Project: ojAlgo  (ojalgo)
> Package: ojAlgo
> Date   : 2006-11-06 19:51
>
> Project "ojAlgo" ('ojalgo') has released the new version of package 'ojAlgo'.
> You can download it from SourceForge.net by following this link:
> <https://sourceforge.net/project/showfiles.php?group_id=79000&release_id=461476>
> or browse Release Notes and ChangeLog by visiting this link:
> <https://sourceforge.net/project/shownotes.php?release_id=461476> 
>
> You receive this email because you requested to be notified when new versions
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> please login to SourceForge.net and click this link:
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>   


-- 
http://ojalgo.org/

Mathematics, Linear Algebra and Optimisation with Java

[ojAlgo-user] Ann v14

[Anders P. <ap...@op...>]

Changes include:

1: The Facade*Dim classes have been renamed Array*Dim.
    Didn't bother with deprecations...
2: MatrixFactory has a couple of new build-methods.
3: Some additions to Scalar
4: makeMatrix() is removed from PhysicalFactory
5: PhysicalStore now (again) extends both MatrixStore and BasicArray.
    Short term there will now other types of PhysicalStore.
    Long term, if I change my mind, I have a plan how to proceed
6: New LogicalStore called SuperimposedUniformDiagonalStore ;-)
    In combination with ZeroStore this is perfect for creating Identity 
or Eye
    matrices.
7: New class MatrixUtils
8: List<? extends Number> toListOfElements() has been refactored to
    List<BigDecimal> toListOfElements() and
    List<List<BigDecimal>> toListOfLists(NumericTypeContext aCntxt) has 
been deprecated.
9: All deprecated methods in org.ojalgo.TestUtils have been removed.

SourceForge.net wrote:
> Project: ojAlgo  (ojalgo)
> Package: ojAlgo
> Date   : 2006-10-24 17:41
>
> Project "ojAlgo" ('ojalgo') has released the new version of package 'ojAlgo'.
> You can download it from SourceForge.net by following this link:
> <https://sourceforge.net/project/showfiles.php?group_id=79000&release_id=458112>
> or browse Release Notes and ChangeLog by visiting this link:
> <https://sourceforge.net/project/shownotes.php?release_id=458112> 
>
> You receive this email because you requested to be notified when new versions
> of this package were released. If you don't wish to be notified in the future,
> please login to SourceForge.net and click this link:
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>   

Re: [ojAlgo-user] ANN Version 13

[Anders P. <ap...@op...>]

Anders Peterson wrote:
> You can also expect the BasicMatrix 
> interface to be generisized by release 14.
>   
I change my mind regarding this every day.

Feel free to share your opinions and experiences.

/Anders

[ojAlgo-user] ANN Version 13

[Anders P. <ap...@op...>]

Most of the changes with this release are related to BasicArray. There=20
have been a few additions and a lot of deprecations. Everything that=20
existed in version 12 is still there, but all that is marked as=20
deprecated will be removed as soon as version 13 has been released.

There has also been some deprecation in the BasicMatrix interface, and=20
one important API change. All methods that used to return a Number as a=20
result of some calculation now return a Scalar<? extends Number>=20
instead. This will require you to change your code. Just add=20
=93.getNumber()=94 to your existing code and you=92re back where you were=
.

Another important change is that the matrix decomposition classes and=20
interfaces are now generisized. You can also expect the BasicMatrix=20
interface to be generisized by release 14.

/Anders
--=20

http://ojalgo.org/

Mathematics, Linear Algebra and Optimisation with Java

[ojAlgo-user] ANN v12

[Anders P. <ap...@op...>]

Main changes:

1) ArbitraryArray has been renamed BasicArray to better comply with the 
ojAlgo naming standard (that I may document some time in the future). A 
temporary/deprecated interface called ArbitraryArray remains.

2: PhysicalStore no longer extends BasicArray (ArbitraryArray). This 
will make it more straight forward to implement other kinds of 
PhysicalStore in the future (sparse stores).

3: BigFunction, PrimitiveFunction & ComplexFunction have been "cleaned" 
and moved to its own package org.ojalgo.function.implementation. Stuff 
that didn't fit among the new clean contents moved to org.ojalgo.MathUtils.

/Anders

Re: [ojAlgo-user] examples?

[Anders P. <an...@op...>]

No time for that (unless I get paid for it).

In the near future I plan to work on the org.ojalgo.finance and =20
org.ojalgo.optimisation.jampl (AMPL) packages.

/Anders

On 28 aug 2006, at 11.29, Fr=E9d=E9ric Boone wrote:

> OK, thanks for your reply.
> Do you plan to include other algorithms in the future (like conjugate
> gradients, levenberg-marquardt,...)?
>
> FB
>
> 2006/8/26, Anders Peterson <an...@op...>:
>> ojAlgo currently only contains a QP solver, and the only examples on
>> how to use that are:
>>
>> 1) The junit tests for the QP solver
>> 2) The code in the org.ojalgo.finance package that build on the QP
>> solver
>>
>> /Anders
>>
>> On 25 aug 2006, at 15.15, Fr=E9d=E9ric Boone wrote:
>>
>>> Hello,
>>>
>>> OjAlgo looks great! I would be interested in using it for
>>> optimization problems.
>>> Would you have any working example?
>>>
>>> Thanks for your help.
>>> FB
>>>
>>> --------------------------------------------------------------------=20=

>>> --
>>> ---
>>> Using Tomcat but need to do more? Need to support web services,
>>> security?
>>> Get stuff done quickly with pre-integrated technology to make your
>>> job easier
>>> Download IBM WebSphere Application Server v.1.0.1 based on Apache
>>> Geronimo
>>> http://sel.as-us.falkag.net/sel?
>>> cmd=3Dlnk&kid=3D120709&bid=3D263057&dat=3D121642
>>> _______________________________________________
>>> ojAlgo-user mailing list
>>> ojA...@li...
>>> https://lists.sourceforge.net/lists/listinfo/ojalgo-user
>>
>>
>> ---------------------------------------------------------------------=20=

>> ----
>> Using Tomcat but need to do more? Need to support web services, =20
>> security?
>> Get stuff done quickly with pre-integrated technology to make your =20=

>> job easier
>> Download IBM WebSphere Application Server v.1.0.1 based on Apache =20
>> Geronimo
>> http://sel.as-us.falkag.net/sel?=20
>> cmd=3Dlnk&kid=3D120709&bid=3D263057&dat=3D121642
>> _______________________________________________
>> ojAlgo-user mailing list
>> ojA...@li...
>> https://lists.sourceforge.net/lists/listinfo/ojalgo-user
>>
>
> ----------------------------------------------------------------------=20=

> ---
> Using Tomcat but need to do more? Need to support web services, =20
> security?
> Get stuff done quickly with pre-integrated technology to make your =20
> job easier
> Download IBM WebSphere Application Server v.1.0.1 based on Apache =20
> Geronimo
> http://sel.as-us.falkag.net/sel?=20
> cmd=3Dlnk&kid=3D120709&bid=3D263057&dat=3D121642
> _______________________________________________
> ojAlgo-user mailing list
> ojA...@li...
> https://lists.sourceforge.net/lists/listinfo/ojalgo-user

Re: [ojAlgo-user] examples?

[<fre...@go...>]

OK, thanks for your reply.
Do you plan to include other algorithms in the future (like conjugate
gradients, levenberg-marquardt,...)?

FB

2006/8/26, Anders Peterson <an...@op...>:
> ojAlgo currently only contains a QP solver, and the only examples on
> how to use that are:
>
> 1) The junit tests for the QP solver
> 2) The code in the org.ojalgo.finance package that build on the QP
> solver
>
> /Anders
>
> On 25 aug 2006, at 15.15, Fr=E9d=E9ric Boone wrote:
>
> > Hello,
> >
> > OjAlgo looks great! I would be interested in using it for
> > optimization problems.
> > Would you have any working example?
> >
> > Thanks for your help.
> > FB
> >
> > ----------------------------------------------------------------------
> > ---
> > Using Tomcat but need to do more? Need to support web services,
> > security?
> > Get stuff done quickly with pre-integrated technology to make your
> > job easier
> > Download IBM WebSphere Application Server v.1.0.1 based on Apache
> > Geronimo
> > http://sel.as-us.falkag.net/sel?
> > cmd=3Dlnk&kid=3D120709&bid=3D263057&dat=3D121642
> > _______________________________________________
> > ojAlgo-user mailing list
> > ojA...@li...
> > https://lists.sourceforge.net/lists/listinfo/ojalgo-user
>
>
> -------------------------------------------------------------------------
> Using Tomcat but need to do more? Need to support web services, security?
> Get stuff done quickly with pre-integrated technology to make your job ea=
sier
> Download IBM WebSphere Application Server v.1.0.1 based on Apache Geronim=
o
> http://sel.as-us.falkag.net/sel?cmd=3Dlnk&kid=3D120709&bid=3D263057&dat=
=3D121642
> _______________________________________________
> ojAlgo-user mailing list
> ojA...@li...
> https://lists.sourceforge.net/lists/listinfo/ojalgo-user
>

Re: [ojAlgo-user] examples?

[Anders P. <an...@op...>]

ojAlgo currently only contains a QP solver, and the only examples on =20
how to use that are:

1) The junit tests for the QP solver
2) The code in the org.ojalgo.finance package that build on the QP =20
solver

/Anders

On 25 aug 2006, at 15.15, Fr=E9d=E9ric Boone wrote:

> Hello,
>
> OjAlgo looks great! I would be interested in using it for =20
> optimization problems.
> Would you have any working example?
>
> Thanks for your help.
> FB
>
> ----------------------------------------------------------------------=20=

> ---
> Using Tomcat but need to do more? Need to support web services, =20
> security?
> Get stuff done quickly with pre-integrated technology to make your =20
> job easier
> Download IBM WebSphere Application Server v.1.0.1 based on Apache =20
> Geronimo
> http://sel.as-us.falkag.net/sel?=20
> cmd=3Dlnk&kid=3D120709&bid=3D263057&dat=3D121642
> _______________________________________________
> ojAlgo-user mailing list
> ojA...@li...
> https://lists.sourceforge.net/lists/listinfo/ojalgo-user

[ojAlgo-user] examples?

[<fre...@go...>]

Hello,

OjAlgo looks great! I would be interested in using it for optimization problems.
Would you have any working example?

Thanks for your help.
FB

[ojAlgo-user] ANN Version 11

[Anders P. <ap...@op...>]

Changes

1) Consistently use StrictMath instead of Math.
2) Moved/renamed org.ojalgo.matrix.scalar.MatrixScalar to=20
org.ojalgo.scalar.Scalar, and there is a new RationalScalar class.=20
(RationalNumber has been deprecated).
3) org.ojalgo.array.function.VisitorFunction is now=20
org.ojalgo.array.visitor.ArrayVisitor and there has been some=20
refactoring (cleaning up) i that package.
4) BasicMatrix has new methods: toListOfRows, toListOfColumns,=20
toListOfElements, getLargestElement and a few more. There are also some=20
derecations.
5) Some more/new LogicalStore implementations related to superimposing.
6) MatrixFactory has been moved to its own package.
7) There is a new org.ojalgo.finance.MarkowitzModel class, and=20
BlackLittermanModel is completely rewritten.
8) Lots of things related to org.ojalgo.function.* has changed, and=20
there are now Big/Complex/Primitive versions of PolynomialFunction and=20
QuadraticFunction.
9) More/new random number generators with different distributions.
10) Some cleaning up in the org.ojalgo.optimisation.* packages.
11) Some things I forgot about and some things I wont tell you about=20
until it=92s finished.

Everything that is marked deprecated will be removed as soon as this=20
release is made.

If you=92re not using Java 5 you have to stick to version 8 of ojAlgo.

Let me know (on this list) if there are any problems.

/Anders