Apache commons math

More information can be found on the Apache Commons Math homepage.

Commons Math is a library of lightweight, self-contained mathematics and statistics components addressing the most common problems not available in the Java programming language or Commons Lang. Download the Latest Release of Commons Math. All Rights Reserved. All other marks mentioned may be trademarks or registered trademarks of their respective owners. Commons Math: The Apache Commons Mathematics Library Commons Math is a library of lightweight, self-contained mathematics and statistics components addressing the most common problems not available in the Java programming language or Commons Lang. Guiding principles: Real-world application use cases determine development priority.

Apache commons math

When increment double is used to add data incrementally from a stream of unstored values, the value of the statistic that getResult returns is computed using the following recursive updating algorithm:. If AbstractStorelessUnivariateStatistic. See, e. Returns Double. NaN if the dataset is empty. Note that Double. Note that when Mean FirstMoment is used to create a Mean, this method does nothing. In that case, the FirstMoment should be incremented directly. See Mean for details on the computing algorithm. The two-pass algorithm described above is used here, with weights applied in computing both the original estimate and the correction factor. Throws IllegalArgumentException if any of the following are true: the values array is null the weights array is null the weights array does not have the same length as the values array the weights array contains one or more infinite values the weights array contains one or more NaN values the weights array contains negative values the start and length arguments do not determine a valid array.

All generators are quite fast. Statistics based on constructed from external moments cannot be incremented or cleared.

Commons-math provides a few pseudo random number generators. The top level interface is RandomGenerator. The JDK provided generator is a simple one that can be used only for very simple needs. The Mersenne Twister is a fast generator with very good properties well suited for Monte-Carlo simulation. It is equidistributed for generating vectors up to dimension and has a huge period: 2 - 1 which is a Mersenne prime. The WELL generators are a family of generators with period ranging from 2 - 1 to 2 - 1 this last one is also a Mersenne prime with even better properties than Mersenne Twister.

More information can be found on the Apache Commons Math homepage. The Javadoc can be browsed. Questions related to the usage of Apache Commons Math should be posted to the user mailing list. You can download source and binaries from our download page. Please note that the last official version 3. Bug reports should be filed against the current development version.

Apache commons math

Commons Math is a library of lightweight, self-contained mathematics and statistics components addressing the most common problems not available in the Java programming language or Commons Lang. Download the Latest Release of Commons Math. All Rights Reserved. All other marks mentioned may be trademarks or registered trademarks of their respective owners.

Parachute linen sheets

The Mersenne twister and WELL generators have equidistribution properties proven according to their bits pool size which is directly linked to their period all of them have maximal period, i. Notifications Fork Star Generate random vectors isotropically located on the surface of a sphere. You like Apache Commons Math? All rights reserved. The WELL generators are more modern then MersenneTwister the paper describing than has been published in instead of and fix some of its few drawbacks. Commons Math is a library of lightweight, self-contained mathematics and statistics components addressing the most common problems not available in the Java programming language or Commons Lang. Latest commit. Download the Latest Release of Commons Math. As an example, here are some comparisons, obtained on a 64 bits JVM on a linux computer with a processor AMD phenom Quad at 2. This class implements a normalized uniform random generator.

Linear algebra support in commons-math provides operations on real matrices both dense and sparse matrices are supported and vectors. It features basic operations addition, subtraction The RealMatrix interface represents a matrix with real numbers as entries.

NaN if the dataset is empty. However, since we use bits from two successive 32 bits generated integers to create one double, this limit is smaller when the variables are of type double. They are devoted to simulation, and to generate very long series with strong properties on the series as a whole equidistribution, no correlation Mean org. All rights reserved. Generate random vectors isotropically located on the surface of a sphere. Determines whether or not this statistic can be incremented or cleared. Returns the weighted arithmetic mean of the entries in the input array. Extension of java. Skip to content. The Wella, Wella, Wellc and Wellb are maximally equidistributed for blocks size up to 32 bits they should behave correctly also for double based on more than 32 bits blocks, but equidistribution is not proven at these blocks sizes.