SuanShu 4.1.0 is now released

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    Ken Yiu
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    We have released an update of SuanShu, the Java math library. http://numericalmethod.com/up/suanshu/
    This release has new features and some bug fixes. The highlights are as the following.

    basic
    * performance improvements
    * more methods for assigning ranks to ties in Rank (average, first, last, random, max, min)

    optimization
    * allow retrieving the root from PortfolioRiskExactSigma
    * allow SQP to take in a user-defined gradient function

    stats
    * added NonlinearShrinkageEstimator and LedoitWolf2016 for computing non-linear shrunk covariance

    More information can be found in the javadoc: http://www.numericalmethod.com/javadoc/suanshu/
    This version is not backward compatible with the previous release.
    suanshu-4.1.0.zip can be downloaded from: http://numericalmethod.com/suanshu/
    Note: If you have trouble downloading the file, e.g., download interrupted, try to temporarily disable your anti-virus software

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