improved the performance of various core linear algebra operations, e.g., eigen decomposition, singular value decomposition, QR decomposition, Cholesky decomposition, Householder reflection, forward/backward substitution, matrix inverse, etc.
improved the performance of sparse matrix package
added new features in stats/random package: ConcurrentStandardNormalRNG, HypersphereRVG, ThinRNG/RVG, BurnInRNG/RVG, random vector generation, etc.
added new features in stats/distribution package: TriangularDistribution, MultinomialDistribution, DirichletDistribution, etc.
added DQDS and MR3 algorithms for efficient eigen decomposition of symmetric matrix
fixed issues in PositiveDefiniteMatrixByPositiveDiagonal when the range of eigenvalues is too large
fixed stack overflow issue in LPBoundedMinimizer
other minor bugfixes
added CSDPMinimizer for solving SDP problems
added QPDualActiveSetMinimizer for solving QP problems
fixed multiple bugs in HomogeneousPathFollowingMinimizer
fixed divide-by-zero issue in QPSimpleMinimizer
fixed stack overflow issue in QPPrimalActiveSetMinimizer
added ‘mcmc’ package for sampling from distributions
added new features in stats/random/variancereduction: AntitheticVariates, ControlVariates, CommonRandomNumbers, ImportanceSampling, etc.
added UnconstrainedLASSObyCoordinateDescent for solving LASSO problems
added CovarianceSelectionGLASSOFAST for covariance selection
fixed bugs in CointegrationMLE
This topic was modified 3 years, 11 months ago by Ryu. Reason: formatted the bullets
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