Changelog

All notable changes to this project will be documented in this file.

The format is based on Keep a Changelog, and this project adheres to Semantic Versioning.

Added / Changed / Deprecated / Fixed / Removed / Security

[Unreleased]

Added

org.ojalgo.matrix

Added the ability to specify the initial capacity of a SparseStore.
More efficient sparse to sparse copying of SparseStore.
New option to use a builder when initially setting the elements of a SparseStore.
When setting (or adding to) elements there used to be internally synchronized code. This is no longer the case. Instead you must call synchronised() to get a synchronized mutating wrapper. This should make common single threaded usage faster.
The sparse BasicMatrix builder no longer has all the methods that really only made sense with dense implementation. The sparse builder implementation changed to use that new SparseStore.Builder.

org.ojalgo.structure

There are new methods fillCompatile(...), modifyCompatile(...) and onCompatile(...) to complement the already existing "fill", "modify" and "on" methods. (Inspired by MATLAB's concept of compatible array sizes for binary operation.)
The factory interfaces got methods to construct instances of compatible sizes/shapes. (Inspired by MATLAB's concept of compatible array sizes for binary operation.)

Changed

org.ojalgo.matrix

The classes Primitive64Store and Primitive32Store have been renamed R064Store and R032Store. These classes are central to ojAlgo. The effect of this name change is widespread. ojAlgo has been transitioning to a new naming scheme over several versions now, but these classes were left untouched so far (in part because of how central they are). Now, to complete the work, it's done! No deprecations, just did it. Apart from the name change the classes are identical.
Vector space method like "add" and "subtract" have been redefined to no longer throw exceptions if dimensions are not equal, but instead broadcast/repeat rows or columns. (Inspired by MATLAB's concept of compatible array sizes for binary operation.)

org.ojalgo.optimisation

Refactored, cleaned up deprecations, primarily regarding how model variables are created. They can no longer be instantiated independent of a model. You have to first create the model, and then use that as the variable (and expression) factory.

org.ojalgo.structure

Refactored the builder/factory interfaces to better support creating immutable 1D, 2D or AnyD structures. This has implications for most ojAlgo data structures. There are deprecations in all factory classes, but everything that worked before still works (I believe).
The Structure*D, Access*D, Mutate*D and Factory*D interfaces have all been refactored to make working with int indices (rather than long) the primary alternative. Huge data structures, that require long indices, are still suported – no change in this regard. In reality only a few implementations actually allowed to create such large instances. This change is to allow all the other classes to be implemented using int and not bother (so much) with long. Users of the various classes in ojAlgo should see no difference. If you have created your own classes implementing some of ojAlgo's interfaces you will probably need to implement some additional methods in those classes.

[53.3.0] – 2024-02-04

Added

org.ojalgo.function

Some additional PowerOf2 utilities.

org.ojalgo.netio

SegmentedFile that divides a large file in segments to enable reading those in parallel using memory mapped files (memory mapped file segments).

org.ojalgo.type

New primitive number parsers in NumberDefinition. They take CharSequence rather than String as input and do not create any intermediate objects. In particular the parseDouble performs much better than its counterpart in Double. The downside is that it only handles a limited plain format.

Changed

org.ojalgo.concurrent

The reduce(...) methods of ProcessingService are renamed (deprecated) reduceMergeable(...). In addition there are now also reduceCombineable(...).

org.ojalgo.data

The processMapped(...) method of BatchNode is renamed (deprecated) processMergeable(...). In addition there is now also processCombineable(...).
The reduceMapped(...) method of BatchNode is renamed (deprecated) reduceByMerging(...). In addition there is now also reduceByCombining(...).

org.ojalgo.type

The merge(Object) method of TwoStepMapper has been removed. Instead there are two new sub-interfaces TwoStepMapper.Mergeable and TwoStepMapper.Combineable.

[53.2.0] – 2023-12-29

Added

org.ojalgo.data

There is a new package org.ojalgo.data.transform that (so far) contain implementations of the ZTransform and the DiscreteFourierTransform. Most notably ojAlgo now contains an implementation of the FFT algorithm.
ImageData has been extended with features to work with Fourier transforms of images, as well as a Gaussian blur function.

org.ojalgo.function

The PolynomialFunction interface now extends org.ojalgo.algebra.Ring which means it is now possible to add and multiply polynomials. There's also been some refactoring of the internals of the polynomial implementations.
Two new PrimitiveFunction.Unary implementations PeriodicFunction and FourierSeries. It is now possible to take any (periodic) function and, via FFT, get a Fourier series approximation of it (1 method call).

org.ojalgo.scalar

Some minor additions to ComplexNumber. It is now possible to do complex number multiplication without creating new instances (calculate the real and imaginary parts separately). Added utilities to get the unit roots.

[53.1.1] – 2023-10-16

Added

org.ojalgo.data

New ImageData class that wraps a java.awt.image.BufferedImage and implements MatrixStore. Further it adds a few utility methods to simplify working with image data - convert to grey scale, re-sample (change size), separate the colour channels...

org.ojalgo.matrix

It is now possible to create a matrix decomposition instance and calculate the decomposition with 1 method call. Previously you had to first call make on the factory instance and then decompose on the decomposition instance. Now it is possible to call decomposed directly on the factory instance.
The SingularValue interface now defines a method to reconstruct a matrix using a specified number of singular values.

[53.1.0] – 2023-09-17

Added

org.ojalgo.optimisation

New solver validation mechanism - a tool for solver debugging.
When using ExpressionsBasesModel the dual variables or Lagrange multipliers are now present in the Optimisation.Result. It's a map of ModelEntity and Optimisation.ConstraintType pairs to the dual variable value for that pair.
New optimisation option "experimental", Optimisation.Options#experimental, that turns on experimental features (if there are any). Currently this will switch the LP solver to a new implementation that scales better. This new LP solver will become the default, and it already works quite well, but will remain a configuration option for a while.

Fixed

org.ojalgo.optimisation

There was a case when the IntegerSolver returned an incorrect solution (constraint breaking) but reported it to be optimal. It was actually the LinearSolver that malfunctioned, but behaviour in the IntegerSolver that generated the problematic node model. Fixed this problem by 1) making sure the LinearSolver handles that case, and 2) altered the problematic behaviour in the IntegerSolver to be "safer".

Changed

org.ojalgo.array

More efficient implementation of reduce(int,int,Aggregator) in ArrayAnyD (reduce to a 2D structure).

org.ojalgo.equation

Changed the internal (equation body) delegate type from BasicArray<Double> to BasicArray<?>. The only resulting (breaking) API change is the return type of the getBody() method.

org.ojalgo.matrix

More efficient setup of the IterativeSolverTask.SparseDelegate solvers when the equation system body is any kind of sparse MatrixStore.

org.ojalgo.optimisation

Tweaked how the MIP cut generation works.
Moved the nested EntityMap interface from UpdatableSolver to ExpressionsBasedModel.
When invoking solve() directly on a GenericSolver.Builder the solution now has the slack variables removed from the results.

Removed

org.ojalgo.optimisation

Cleaned up among classes and interfaces for optimisation data modelling. OptimisationData and Optimisation.SolverData are both gone. Making ConvexData public covers whatever those interfaces where used for.

org.ojalgo.structure

Deprecated loop(Predicate<long[]>,IndexCallback) in favour of the new loopReferences(Predicate<long[]>,ReferenceCallback) method in StructureAnyD.

[53.0.0] – 2023-04-16

Added

org.ojalgo.array

Implementations to support the new Quadruple element type.

org.ojalgo.equation

It is now possible to wrap an existing BasicArray instance in an Equation, as the equation body, and then later retrieve that instance to be recycled/reused.

org.ojalgo.function

Implementations to support the new Quadruple type. In most cases these delegate to BigDecimal implementations. Proper Quadruple implementations can be done later.
New BigMath constants SMALLEST_POSITIVE_INFINITY and SMALLEST_NEGATIVE_INFINITY.

org.ojalgo.machine

Support for AARCH64 and Apple M1 Pro

org.ojalgo.matrix

All sorts of additions – many many – to fully support the new Quadruple element type.
New names for the top-level (immutable) BasicMatrix classes. The old ones are still there, but deprecated. The new ones are purely renamed copies of the old.
Modified LDL (Cholesky) decomposition – set a threshold value on the diagonal elements while decomposing.
New interface InvertibleFactor that represent chainable and reversible in-place (equation system) solvers. Suitable for product form representation. The MatrixDecomposition.Solver interface now extends this new interface. That means it is now also possible to solve the transposed system (or solve from the left).
RowsSupplier and ColumnsSupplier now implements MatrixStore and Mutate2D rather than just Access2D and ElementsSupplier.

org.ojalgo.optimisation

New alternatives for the various solver builders to simplify building small test case models - just cleaner api. Now also possible to specify matrices of any element type.
New structure in Optimisation.Options. Options for the LP- and QP-solvers are now clearly separated. Some important parts/parameters of the ConvexSolver (QP) are now configurable.
OptimisationData: This class existed before but was package private. It is used as the underlying data of the solver builders, and as a solver data interchange format.
New set of LinearSolver implementations meant to replace the existing ones. This already works better than the old/existing ones in many ways, but does not yet have all the features required to replace them. For now add the LinearSolver#NEW_INTEGRATION if yo want o to use this. (For pure LP this new solver scales better, but as a subsolver for MIP it lacks necessary features.)
New experimental extended precision ConvexSolver. It's implemented using the Quadruple and iteratively solves a sequence of refined (zoomed and scaled) QP problems. This enables to correctly/exactly solve problems with very detailed/accurate constraints. This new solver is contributed by Magnus Jansson (@Programmer-Magnus).

org.ojalgo.scalar

New Scalar type Quadruple emulating quadruple precision using 2 doubles.

org.ojalgo.structure

Factory1D, Factory2D and FactoryAnyD instances now have to declare what MathType the structures they create contains. The factory implementations now have a getMathType method.
Added the ability to get/set values of 1D- and 2D-data structure using Keyed1D and Keyed2D. Using IndexMapper to map back and forth between an index and a key of any type.

Changed

org.ojalgo.array

The ArrayR128 class changed from being BigDecimal based to Quadruple based. Instead there is a new ArrayR256 class that is BigDecimal based.

org.ojalgo.function

New set of factory methods for MultiaryFunction:s. The old ones are deprecated.
Renamed the existing PolynomialFunction implementations. The old classes are still there, but deprecated. Also added a few new subclasses/element types.

org.ojalgo.matrix

New names for the top-level (immutable) BasicMatrix classes. The old ones are still there, but deprecated. The new ones are purely renamed copies of the old.
Various factories have been renamed to match the MathType enum constants, and the old one deprecetd. This relates to matrices, matrix "stores", decompositions, tasks...

org.ojalgo.optimisation

Changes to how parameter scaling is done.
When constructing convex (QP) solver, simple variable bounds are no longer scaled.
It is now possible to extract both adjusted and unadjusted model parameters as BigDecimal. This is to allow individual solver integrations to do type conversion to different types without intermediate loss of precision.
Modified the EBM file format to also include known variable values. Format (reader/writer) compatible with both old and new variants.
Refactoring of the ConvexSolver class hierarchy. In particular with the ActiveSetSolver there should now be a lot less copying of data.
There used to be 2 different NumberContext:s used for print/display/toString formatting in ExpressionsBasesModel. Now there is only one. The configurable Optimisation.Options.print value, and the default value is NumberContext.of(8).
Usage of the Optimisation.Options.print configurable value is any solver has been removed. This option still remains but is only used in ExpressionsBasesModel. The various solvers that made use of it now have their own definitions, that may or may not be configurable.
The IntegerStrategy interface gained a new method – getIntegralityTolerance(). It returns a NumberContext used to check variable integrality.

org.ojalgo.type

The definition of MathType.R128 changed. It used to refer to a BigDecimal based Real number. Now MathType.R128 refers to implementations using the new Quadruple class, and the BigDecimal based stuff is referred to as R256.

Deprecated

org.ojalgo.array

The limit and fixed methods of ListFactory, MapFactory and SparseFactory is deprecated. There's been, primarily internal, refactoring of how these factories work. This is the only change to the public API.

org.ojalgo.optimisation

Any/all ways to create Variable or Expression instances separate from (and then add them to) an ExpressionsBasedModel is deprecated. You should first create the model, and then use that as a factory for the variables and expressions.

org.ojalgo.type

IntCount
A few methods in Hardware and VirtualMachine (actually in CommonMachine)

org.ojalgo.structure

All the various "loop" methods in Structure1D, Structure2D and StructureAnyD are deprecated. They performed terribly bad. Everything in ojAlgo that made use of them have already been refactored to perform better.

Fixed

org.ojalgo.matrix

Ordering of eigenvalues. Sometimes, with real negative eigenvalues, the eigenvalues/vectors where not ordered (correctly) although the decomposition instance reported they should be.
The reconstruct() methods of the LU and LDL decompositions did not correctly handle pivoting, resulting in incorrect reconstructed matrices.

[52.0.1] – 2022-10-20

Added

org.ojalgo.optimisation

New method describe() in ExpressionsBasedModel that returns an object with various descriptive counts (number of variables, constraints, integers...)

org.ojalgo.type

New utility EnumPartition which is a generalised alternative to IndexSelector.

Changed

org.ojalgo.matrix

Slight modification to how the preconditioning in ConjugateGradientSolver works, this is a revert of a change in the last release.

org.ojalgo.type

The getIncluded() and getExcluded() methods of IndexSelector now return cached/reused int[]:s when possible.

Fixed

org.ojalgo.array

Optimised implementation of indexOfLargest in SparseArray.

org.ojalgo.matrix

Optimised implementation of indexOfLargest in SparseStore.

[52.0.0] – 2022-09-27

Added

org.ojalgo.algebra

New enum NumberSet outlining the number sets used within ojAlgo.

org.ojalgo.array

Restored support for native/off-heap memory based array implementations, OffHeapArray. For a while now this was supported via an extension artifact, ojAlgo-unsafe.That artifact is now deprecated and will not be updated further.
New primitives based array classes for long, int, short and byte elements. This includes native off-heap and buffer based variants - even the memory mapped file-backed variants.
New naming scheme for the various "array" classes and the factories. Most (if not all) the old/previous classes, factories and factory methods sill exist but are deprecated. The new names are based on the members of the org.ojalgo.type.math.MathType enum.

org.ojalgo.data

New DatePriceParser parser that will analyse the contents (first header line) to determine the file format, and then choose an appropriate parser to use.

org.ojalgo.matrix

Experimental ParallelGaussSeidelSolver. The name says what it is. Seems to work and improve performance.

org.ojalgo.netio

New class InMemoryFile to be used when writing to and/or reading from "files" that never actually exist on disk – for dynamically creating files for downloading or parsing uploaded "files". The TextLineWriter and TextLineReader, in particular, gained support for this.
The TextLineReader now support filtered parsing – text lines that do not match the filter are skipped.
New abstract class DetectingParser. It's a single parser that can switch between a collection of internal delegate parsers. Create a subclass to specify which parsers are avalable, as well as logic to choose between them. The new org.ojalgo.data.domain.finance.series.DatePriceParser makes use of this.
New ServiceClient. It's an http client based on Java 11's HttpClient designed to replace ResourceLocator.

org.ojalgo.structure

Support for getting/setting elements of all (numeric) primitive types.

org.ojalgo.type

The MappedSupplier now supports an optional filter. Items that don't pass this filter are not mapped, instead the MappedSupplier moves on to the next item.
New enum MathType outlining the types used in ojAlgo. It's the mathematical number set paired with info about how it is implemented (ComplexNumber = 2 * double)
NativeMemory now support initialising and filling off-heap arrays.

Changed

org.ojalgo.array

New generalised way to create memory-mapped file-based array classes
Quite a bit of refactory to support everything that's new - better support for any/all primitive type, off-heap arrays and more.

org.ojalgo.data

The DataFetcher interface had some additions and deprecations, and all the implementations are refactored to use the new ServiceClient rather than ResourceLocator.

org.ojalgo.equation

The RHS property of Equation is now mutable – there is both get- and a set-method.
Bunch of new factory methods for Equation (variants of the previously existing ones with the array factory set to Primitive64Array.FACTORY).

org.ojalgo.matrix

New method in IterativeSolverTask.SparseDelegate that lets you (re)solve with a supplied RHS.
Slight modification to how the preconditioning in ConjugateGradientSolver works.

org.ojalgo.optimisation

Some refactoring regarding how parameters are extracted from ExpressionsBasedModel, Expression and variable.

org.ojalgo.structure

The Mutate*D.Fillable interfaces now extend their respective Mutate*D interface.
The method StructureAnyD.loopAll(ReferenceCallback) has been renamed StructureAnyD.loopAllReferences(ReferenceCallback) to better differentiate it from Structure1D.loopAll(IndexCallback). (It also got a more efficient default implementation.)

org.ojalgo.type

If a QueuedConsumer delegates to a Consumer that is also an AutoConsumer the QueuedConsumer will call the AutoConsumer's writeBatch(Iterable) method rather than the write(Object) method – it will push batches, rather than individual items, to the delegate.
The KeyValue interface was deprecated, but is no longer. Instead EntryPair now extends KeyValue, and KeyValue gained a collection of factory mehods to create pairs. Further the definition of Dual moved from EntryPair to KeyValue.

Deprecated

org.ojalgo.structure

All the various fillOne(...) methods in the Mutate*D.Fillable interfaces are deprecated. Just use set(...) instead.

Fixed

org.ojalgo.data

Downloading historical financial data from Yahoo Finance works again!

org.ojalgo.optimisation

Fixed rare case of inconsistencies between branches in the IntegerSolver. (Could result in wrong solutions!)

Removed

org.ojalgo.type

A bunch of stuff in org.ojalgo.type.keyvalue that has been deprecated for a while is now actually removed.
Some old code in org.ojalgo.netio that was deprecated is now removed.

[51.4.1] – 2022-08-26

Fixed

org.ojalgo.optimisation

Fixed a problem with the IntegerSolver where you could get an ArrayIndexOutOfBoundsException when concurrently solving multiple problem instances sharing the same IntegerStrategy.

org.ojalgo.random

Fixed a regression with RandomNumber where it was no longer possible to set a seed for the underlying java.util.Random instance.

[51.4.0] – 2022-07-05

Last version to target Java 8!

Added

org.ojalgo.data

New class org.ojalgo.data.domain.finance.series.FinanceDataReader that implements both FinanceData and DataFetcher. Instead of fetching data from some (web) service it reads and and parses files. Already had some parsers, and since it implements both FinanceData and DataFetcher, it can be used with much of the existing code. In particular DataSource has been updated to include this reader option.
New alternatives to calculate correlations and covariance matrices in DataProcessors.

org.ojalgo.function

AggregatorFunction gained a new method filter(PredicateFunction) that allows to define a filter for which values will be considered in the aggregation.

org.ojalgo.netio

New methods in BasicLogger to handle logging of exceptions with stacktrace.
With a TextLineWriter it is now possible to instantiate a CSV line/row builder to help create "text lines" that are delimited data.

org.ojalgo.random

New package org.ojalgo.random.scedasticity containing ARCH and GARCH models as well as stochatstic processes based on those.

org.ojalgo.series

New class SimpleSeries that is the simplest possible BasicSeries implementation.
Added capabilities to do things like quotients, log and differences on a CoordinatedSet (of PrimitiveSeries) as well as possibility to get a correlations or cocariance matrix directly.

Changed

org.ojalgo.data

Refactoring of the org.ojalgo.data.domain.finance.series package. This package very much depends on org.ojalgo.series which is extensively refactored.
FinanceData is now generic and the getHistoricalPrices() method is now declared to contain a specified subclass of DatePrice.
DatePrice now implements EntryPair.KeyedPrimitive rather than the deprecated KeyValue interface. The public key field has been renamed date (the date is the key). All DatePrice subclasses are now immutable.
The getPriceSeries() method of FinanceData changed the return type from BasicSeries<LocalDate, Double> to BasicSeries<LocalDate, PrimitiveNumber> and the BasicSeries implementation used is also changed.

org.ojalgo.random

The Process1D class is now final. It used to have some subclasses that had been depreceted for a while, they're now removed.

org.ojalgo.series

Extensive refactoring of all BasicSeries subinterfaces and implementations, including some breaking name changes. The BasicSeries.NaturallySequenced interface still exists, but is not really used for anything. All the useful stuff is in BasicSeries. All methods that used long keys to interact with entries are removed.

org.ojalgo.type

The interface CalendarDate.Resolution now also extends Structure1D.IndexMapper and defines a method to adjustInto for CalendarDate.

Fixed

org.ojalgo.matrix

Fixed problems related to extracting eigenpairs and calculating generalised Eigenvalue decompositions for complex matrices (ComplexNumber elements).

[51.3.0] – 2022-05-15

Added

org.ojalgo.data

New batch processising tool BatchNode to do processing of huge data sets on a single machine.

org.ojalgo.netio

New interfaces FromFileReader and ToFileWriter paired with a wide range of implementations, builders, parsers, interpreters... There is also a new class ShardedFile that describes a set of shards and allow creations of readers and writers of the total set of files.

org.ojalgo.structure

Access1D, Access2D and AccessAnyD each gained additional features to select (view) subsets of the elements and/or to iterate over elements/rows/columns/vectors/matruces...

org.ojalgo.type

New utilities CloseableList and CloseableMap to simplify handing (closing) multiple readers/writers.
Whole new package, org.ojalgo.type.function, with lots of utlities for consumers/suppliers (or readers/writers). A lot of the new stuff in org.ojalgo.netio build on this.
Additions to EntryPair. Primarily to allow creation of key-value "pairs" with dual keys.

Changed

org.ojalgo.concurrent

The ParallelismSupplier interface had the min and max methods renamed limit and require to better dscribe what they do.
Refactoring and additions to ProcessingService.

org.ojalgo.netio

Reimplemented the IDX file parser in terms of DataInterpreter and DataReader.
Refactored the BasicParser interface to make use of the new FromFileReader and ToFileWriter.
Refactored BasicLogger and everything associated with it. There are API-breaking changes, but with stuff mostly used internally.

org.ojalgo.optimisation

The default value of the (MIP) gap property in IntegerStrategy changed from NumberContext.of(6,8) to NumberContext.of(7,8). This is to match what the recently deprecated mip_gap option used to be. The default MIP gap used to 1E-6, and that corresponfs to 7 digits precision (not 6).

org.ojalgo.random

Refactoring and additions to FrequencyMap.

org.ojalgo.structure

The various row, rows, column and columns methods in Structure2D.Logical have been signature-refactored to be more logical. If you used the row or column alternatives to reference more than 1 row/column you need to change your code to instead use rows or columns.
The previously existing Access2D.RowView, Access2D.ColumnView, AccessAnyD.VectorView and AccessAnyD.MatrixView gained support to "goTo" directly to a specified row/column/vector/matrix

Deprecated

org.ojalgo.netio

A bunch of old useless stuff... will be removed eventually.

Fixed

org.ojalgo.matrix

Calling indexOfLargest() on a Primitive64Store, Primitive32Store or GenericStore would result in a StackOverflowError.

org.ojalgo.optimisation

There was a problem with integer rounding of lower/upper bounds of integer expressions - since it was applied too late the presolver would sometimes fail to detect infeasible nodes as such, and instead generate an incorrect problem for the main solver. This was not a very common problem, but did happen sometimes, and the fix made the presolver generally more efficient.

[51.2.0] – 2022-04-20

Added

org.ojalgo.function

MissingMath can now find the greatest common denominator of multiple int:s or long:s.

org.ojalgo.matrix

Added support for creating diagonal matrices in MatrixFactory.

org.ojalgo.optimisation

There is now a new solver, GomorySolver, for (mixed) integer models. It implements Gomory's cutting plane method. This solver is primarily used to test the cut generation feature used in IntegerSolver, which is the solver to use for (mixed) integer problems. The real news here is that IntegerSolver now generates GMI cuts as part of the solve process.
Utilities in Expression (actually in ModelEntity) to simplify creating Expression:s from combinations of other Expression:s (ModelEntity.s).

org.ojalgo.type

Additional utilities in NumberContext like isInteger(double), isSmall(BigDecimal,BigDecimal) and more.

Changed

org.ojalgo.optimisation

The IntegerSolver is no longer a pure branch-and-bound algorithm. It now also generates GMI cuts.
A whole lot of refactoring to enable cut generation for the IntegerSolver. This touches almost everything in the optimisation package, but the public API:s for normal/recommended usage should be unchanged.

Deprecated

org.ojalgo.optimisation

Deprecated the separation between preferred and fallback solver integrations in ExpressionsBasedModel. Instead, if you want add a solver integration, you simply call addIntegration(Integration<?>).

Fixed

org.ojalgo.optimisation

The MPS file parser of ExpressionsBasedModel has been refactored and can now handle more format variants. In particular some instances from MIPLIB2017 had problems.

Removed

The methods isMinimisation() and isMaximisation() from ExpressionsBasedModel. They've been deprecated for a while and are replaced by getOptimisationSense(). There is no way to set the optimisation sense – you simply call minimise() or maximise();

[51.1.0] – 2022-03-17

Added

org.ojalgo.optimisation

Expression gained add methods corresponding to each of the existing set methods.

Deprecated

org.ojalgo.optimisation

The IntIndex and IntRowColumn variants of the Expression add and set methods are deprecated. You should use the alternatives taking a Variable or simply an int instead.

org.ojalgo.concurrent

New class MultiviewSet that combines a Set with multiple PriorityQueue:s. This allows to have multiple task queues, with different priorities, all backed by a common set of tasks.

Changed

org.ojalgo.optimisation

Big changes for the IntegerSolver!

New way to multi-thread the IntegerSolver. It no longer does fork-join, but instead makes use of ojAlgo's ProcessingService.
The Optimisation.Options.mip_defer and Optimisation.Options.mip_gap configurations are no longer used. Instead there is a whole new framework for how to control the IntegerSolver. This framework will be a work in progress for quite some time. Please use it, and give feedback, but don't expect it to be a stable API.

Fixed

org.ojalgo.optimisation

Calling model.simplify() no longer discards constraints flagged both redundant and infeasible – info about the model being infeasible is no longer lost.

Removed

A bunch of stuff that's been deprecated for a while is now removed. Only some of which is specifically mentioned below.

org.ojalgo.structure

The interfaces Access*D.Elements and Access*D.IndexOf have been removed. Some parts of what they defined are still available via other interfaces. Like for instance the Access1D.Aggregatable interface took over the indexOfLargest() method.

[51.0.0] – 2022-02-21

Added

org.ojalgo.data

ojAlgo-finance is no longer maintained as a separate repository. Most of its contents have been moved here:
ojAlgo-finance:org.ojalgo.finance -> org.ojalgo.data.domain.finance
ojAlgo-finance:org.ojalgo.finance.portfolio -> org.ojalgo.data.domain.finance.portfolio
ojAlgo-finance:org.ojalgo.finance.portfolio.simulator -> org.ojalgo.data.domain.finance.portfolio.simulator
ojAlgo-finance:org.ojalgo.finance.data -> org.ojalgo.data.domain.finance.
ojAlgo-finance:org.ojalgo.finance.data.fetcher -> org.ojalgo.data.domain.finance.
ojAlgo-finance:org.ojalgo.finance.data.parser -> org.ojalgo.data.domain.finance.
ojAlgo-finance:org.ojalgo.finance.scalar -> org.ojalgo.scalar
ojAlgo-finance:org.ojalgo.finance.business -> not moved, wont be maintained

org.ojalgo.optimisation

Now possible to save and reload optimisation models from files - new ExpressionsBasedModel specific file format.

Changed

org.ojalgo.optimisation

Cleanup and refactoring of LinearSolver and related classes.
Improved numerical stability of ConvexSolver.

[50.0.2] – 2022-01-26

Changed

org.ojalgo.matrix

Refactoring and re-tuning of Householder related code. The QR decomposition in particular.

org.ojalgo.structure

Modified the behaviour of the Access1D.equals(Access1D<?>,Access1D<?>,NumberContext) utility method. It's used to determine if two 1D data structures are numerically similar/equal. This change also affects the behaviour of corresponding functionality in Access2D and AccessAnyD as well as various TestUtils methods.

[50.0.1] – 2022-01-09

Fixed

org.ojalgo.matrix

Matrix multiplication performance regression introduced with v49.0.0.

[50.0.0] – 2022-01-02

Added

org.ojalgo.matrix

New interface Provider2D with a set of nested functional interfaces defining matrix properties and operations.

org.ojalgo.optimisation

Possibility to read the QPS file format (QP related extensions to the MPS file format). More precisely added the ability to parse QUADOBJ and QMATRIX sections in "MPS" files.
A bunch of convex test cases from https://www.cuter.rl.ac.uk/Problems/marmes.shtml

org.ojalgo.random

New FrequencyMap class as well as a factory method in SampleSet that counts occurrences of different values.

org.ojalgo.structure

Added a nonzeros() method to Access2D that returns a ElementView2D<N, ?>.

Changed

org.ojalgo.function

The MIN and MAX BinaryFunction constants of ComplexMath and QuaternionMath are changed to align with the scalar's compareTo methods (that are also changed).

org.ojalgo.matrix

MatrixStore now implements Structure2D.Logical directly. No need to call logical() to get a LogicalBuilder.
BasicMatrix now implements Structure2D.Logical as well as Operate2D directly. No need to call logical() to get a LogicalBuilder.
A lot of refactoring among the package private code.

org.ojalgo.optimisation

Minor change regarding LinearSolver pivot point selection.

org.ojalgo.scalar

ComplexNumber and Quaternion had their compareTo methods changed to first just compare then real part and only if they're equal compare the imaginary parts.

Deprecated

org.ojalgo.matrix

The logical() method in MatrixStore is deprecated. No need for it as MatrixStore:s are now "logical".
The logical() method in BasicMatrix is deprecated. No need for it as BasicMatrix:s are now "logical".

Fixed

org.ojalgo.matrix

Fixed rare multiplication problem when all involved matrices were RawStore instances and the left multiplcation matrix was a vector, but a column vector when a row vector was expected; in that case the multiplication code would fail.

Removed

org.ojalgo.matrix

The MatrixStore.Factory interface has been removed. Corresponding functionality have instead been added to PhysicalStore.Factory. This also mean that the various static factory instances in MatrixStore have been removed. Instead use the instances available in each of the PhysicalStore instances.
The MatrixStore.LogicalBuilder class has been removed. Instead MatrixStore now implements Structure2D.Logical directly. No need to call logical() to get a LogicalBuilder.
The BasicMatrix.LogicalBuilder class has been removed...

org.ojalgo.structure

The Factory*D interfaces had their makeZero methods removed. These had been deprecated for while, and are now removed.
The Structure*D.Logical interfaces had their get methods removed. Most implementors still have a get method. This is just to make it more flexible regarding what type is returned.

[49.2.1] – 2021-10-26

Changed

org.ojalgo.optimisation

The LinearSolver (simplex) pivot selection code has been refined.

[49.2.0] – 2021-10-05

Changed

org.ojalgo.optimisation

Changed what alternatives (method signatures) are available to copy and/or relax optimisation models. These are API (behaviour) breaking changes, but of features primarily used within ojAlgo (when writing test cases and such). If you've used methods named copy, relax, snapshot or simplify in ExpressionsBasedModel then be aware. Even if your code still compiles it may not do exactly what it did before.
Refactoring of ExpressionsBasedModel primarily affecting how presolving deals with integer variables - increased the number of cases when integer rounding will actually occur.

Fixed

org.ojalgo.optimisation

Fixed problem with progress/debug logging of IntegerSolver. The node id and count were not correct. (Only an issue with log output.)

[49.1.0] – 2021-09-19

Changed

org.ojalgo.matrix

Slight change in how shifting is done when calculating the EvD for non-symmetric. Not strictly a bug fix but this solved GitHub issue 366 (there is a chance this may introduce problems for other cases).

org.ojalgo.optimisation

The hierarchy of solver builders have been refactored. The most important change is that there are now 2 different LinearSolver builders – StandardBuilder and GeneralBuilder.
Some very very small inequality parameters used to be removed (rounded to 0.0) when instantiating ConvexSolver. This is no longer done.
The ActiveSetSolver (ConvexSolver) no longer makes use of Lagrange multipliers obtained when finding an initial feasible solution (they're mostly 0.0 anyway).
Refactoring to reduce copying (memory garbage) when initialising solvers
Changed the default behaviour when Optimisation.Options.sparse is not set. If you don't set this the dense LinearSolver and the iterative ConvexSolver will be used.

Deprecated

org.ojalgo.optimisation

The solver builders have been refactored. All previous public constructors and factory methods are now deprecated. What you should do now is call ConvexSolver.newBuilder, LinearSolver.newStandardBuilder or LinearSolver.newGeneralBuilder. The only thing you absolutely have to change now is if you explicitly/directly called the LinearSolver.Builder constructor. That needs to be replaced by LinearSolver.StandardBuilder. Don't forget! The recommendation is to use ExpressionsBasedModel and let it instantiate the solvers for you. In that case you do not need to worry about any of these changes.

[49.0.3] – 2021-09-05

Changed

org.ojalgo.optimisation

Changed how the ConvexSolver (with inequality constraints) finds a first feasible solution. It should be both faster and more resilient now.

[49.0.2] – 2021-08-24

Changed

org.ojalgo.tensor

Changed the TensorFactory API a bit. (This package contains new functionality that may see more changes before the API stabilizes.)

Fixed

org.ojalgo.matrix

Continued operations on a transposed ElementsSupplier in some cases reversed the transposition.

[49.0.1] – 2021-08-11

Fixed

org.ojalgo.matrix

Sparse-sparse matrix multiplication didn't work for non-primitive matrixes: #360

[49.0.0] – 2021-08-07

Many things that have been deprecated for a while are now actually removed. Not all are mentioned specifically below.

Added

org.ojalgo.ann

Now possible to train and invoke/evaluate neural networks in batches.

org.ojalgo.array

Array2D and ArrayAnyD are now reshapable

org.ojalgo.concurrent

Additions to DaemonPoolExecutor: A ThreadFactory factory method, as well as a set of ExecutorService factory methods that makes use of that.
New utility ProcessingService standardise/simplify some ExecutorService usage.

org.ojalgo.data

New DataBatch class. It's a resuable component to help collect 1D data in a 2D structure. Can be used with neural networks (and other things) to batch data.

org.ojalgo.matrix

New interface Matrix2D common to both BasicMatrix (implements it) and MatrixStore (extends it).
Additional matrix multiplication variants implemented.

org.ojalgo.structure

A few additions to Structure2D.Logical like symmetric(...) and superimpose(...)
New interface Structure2D.Reshapable and StructureAnyD.Reshapable
AccessAnyD is now vector-terable in the same way it was already matrix-iterable – it now has a method vectors() and there is a new utility class VectorView.
Structure2D now directlty define the int valued getRowDim(), getColDim(), getMinDim() and getMaxDim() methods.

org.ojalgo.tensor

This package existed before but didn't really contain anything functional/useful – now it does. Now it contains 1D, 2D, and AnyD tensor implementations. These are not just (multi dimensional) arrays, but mathematical tensors as used by physicists and engineers. They are instatiated via special factories that implement various tensor products and direct sums. Further these factories are implemented as wrappers of (they delegate to) other 1D, 2D or AnyD factories. This means that just about any other data structure in ojAlgo can be created using the tensor product or direct sum implemenatations of these factories.

Changed

org.ojalgo.ann

Internal refactoring to ArtificialNeuralNetwork primarily to improve performance.
The activator RECTIFIER has been deprecated/renamed RELU which is more in line with what users expect.

org.ojalgo.concurrent

Changed the Parallelism enum. Changed which instances are available but increased flexibility by implemention the new ParallelismSupplier interface.

org.ojalgo.matrix

ElementsSupplier no longer extends Supplier<MatrixStore<N>> and no longer defines the method PhysicalStore.Factory<N, ?> physical(). Instead subinterfaces/implementors define corresponding functionality as needed.
According to the docs ShadingStore:s (LogicalStore:s that shade some elements) are not allowed to alter the size/shape of the matrix they shade, but several implementations did that anyway. This is now corrected. Some matrix decomposition implementations relied on that faulty behaviour when constructing various component matrices. That had to be changed as well.
Changed, re-tuned, the matrix multiplication concurrency thresholds.

org.ojalgo.structure

The nested interfaces Mutate1D.ModifiableReceiver, Mutate2D.ModifiableReceiver and MutateAnyD.ModifiableReceiver now also extend Access*D which makes them aligned with the requirements of the Transformation*D interfaces.

Fixed

org.ojalgo.ann

Some ArtificialNeuralNetwork input would cause matrix calculation problems. The input is typed as Access1D<Double> which essentially means any ojAlgo data structure. In the case where the actual/specific type used mached the internal types, but with wrong shape (transposed), there would be matrix multiplication problems. This no longer happens.

Removed

org.ojalgo.function

FunctionUtils, that only contained deprecated (moved) utility functions, has been deleted.

org.ojalgo.matrix

The entire package org.ojalgo.matrix.geometry has been removed. Not deprecated, removed directly. It was never finished, not tested, and now it was in the way of refactoring other matrix stuff. Anything it did can just as well be done with the normal matrix classes.
MatrixUtils, that only contained deprecated (moved) utility functions, has been deleted.

org.ojalgo.random

RandomUtils, that only contained deprecated (moved) utility functions, has been deleted.

org.ojalgo.structure

The interfaces Stream*D have been removed – they were redundant. The Operate*D interfaces replace them.

[48.4.2] – 2021-04-22

Added

org.ojalgo.function

Additional default methods for primitive arguments

Deprecated

org.ojalgo.structure

The various operateOn*(...) methods have been deprecated and replaced by simply on*(...)

Fixed

org.ojalgo.matrix

Fixed bug in LowerTriangularStore and UpperTriangularStore regarding shape/range information: #330
Fixed problem regarding extraction of the Q and R matrices from QR decomposition for fat matrices. (One of the QR decomposition implementations had this problem.)

[48.4.1] – 2021-03-18

Added

Added (moved here) JMH benchmarks

Changed

Project layout change to match standard Maven
Update copyright statement to cover 2021

Fixed

org.ojalgo.optimisation

ExpressionsBasedModel now calls dispose on solvers it created, when done
Optimisation model on file, for test, are now loaded using getResourceAsStream which makes it easier to access these from the ojAlgo-test jar

[48.4.0] – 2020-12-27

Added

org.ojalgo.optimisation

Better support for building optimisation model with primitive valued parameters - overloaded methods for long and double values.
Various minor additions and changes.

Changed

org.ojalgo.optimisation

Changed the default mip_gap from 1E-4 to 1E-6
Major rewrite/update to the presolver functionality of ExpressionsBasedModel which greatly affects the IntegerSolver.

org.ojalgo.structure

The add methods of the Mutate1D, Mutate2D and MutateAnyD interfaces have been moved to Mutate1D.Modifiable, Mutate2D.Modifiable and MutateAnyD.Modifiable respectively. With most hgher level interfaces or implemenattions this makes no difference as they typically extend or implement both these interfaces.
In Access1D the axpy method had an element of its signture (one of the input parameters) changed from Mutate1D to Mutate1D.Modifiable<?>.

Deprecated

org.ojalgo.equation

The public constructors of Equation are replaced by various factory methods.

Removed

org.ojalgo.array

The NumberList class had the add methods (the ones with a long index parameter) previously specified in the Mutate1D removed.

org.ojalgo.type

The IndexedMap class had the add methods previously specified in the Mutate1D removed.

[48.3.2] – 2020-12-05

Added

org.ojalgo.concurrent

New set of standard levels of parallelism defined in enum Parallelism.

org.ojalgo.function

Additions to PowerOf2 utilities

Changed

org.ojalgo.matrix

Improved the copying to internal representation for iterative equation system solvers (IterativeSolverTask).

org.ojalgo.netio

Password now encrypts using SHA-512 rather than MD5 (existing passwords need to be reset)

org.ojalgo.optimisation

Slight changes to parameter scaling (presolver functionality in ExpressionsBasedModel)
Minor numerical tweaks to both LinearSolver and ConvexSolver

Deprecated

org.ojalgo.optimisation

MathProgSysModel is deprecated - direct usage of that class. Instead there is a parse(File) method in ExpressionsBasedModel

org.ojalgo.type.context

Clean up of constructors and factories in NumberContext. Almost all of them are deprecated and replaced by new alternatives.

Fixed

org.ojalgo.optimisation

GitHUb Issue 300: #300

[48.3.1] – 2020-10-01

Changed

org.ojalgo.optimisation

Minor internal change to SimplexSolver regarding when phase 1 is regarded done.

Fixed

org.ojalgo.function

Aggregator.MAXIMUM was initialised/reset incorrectly which caused wrong results with negative numbers

org.ojalgo.optimisation

ConvexSolver results now include the Lagrange multipliers.

[48.3.0] – 2020-09-03

Added

org.ojalgo.ann

Support for float.
Possible to "get" all individual parameters of the network
Possibility to save trained networks to disk (and then later read them back)
Separate between building, training and invoking the network - 3 different classes to do that.
Possible to have several network invokers used in different threads.
Support for dropouts as well as L1 and L2 regularisation when training the network.

Changed

org.ojalgo.ann

The NetworkBuilder has been split into a NetworkBuilder and a NetworkTrainer. Most of the previous API is still in place, but deprecated, and in many of those cases old code referencing NetworkBuilder needs to instead use the new NetworkTrainer. The new NetworkBuilder primarily enables a better way to construct the network. Most of the previously existing stuff is in the new NetworkTrainer;

Deprecated

org.ojalgo.ann

Several things regarding how to build/train and invoke a neural network has been redesigned resulting in deprecations of specific methods.

[48.2.0] – 2020-06-22

Added

org.ojalgo.function

New atan2 approximation that is about 10x faster than the ordinary Math.atan2
The lower/upper incomplete Gamma functions

org.ojalgo.random

Implemented the ChiSquare distribution
Implemented the T distribution

org.ojalgo.structure

New method repeat(int,int) in Structure2D.Logical implemented in MatrixStore.LogicalBuilder and BasicMatrix.LogicalBuilder.

org.ojalgo.type

New array builder and (type) converter class named FloatingPointReceptacle.
PrimitiveNumber implementations for all primitive number types.
New classes EntryPair, EntryList, EntrySet and IndexedMap to deal with key-value pairs in various ways.

Changed

org.ojalgo.optimisation

Changed how the IntegerSolver instantiates its ForkJoinPool; using Java 9's more expressive constructor if it's available.
Modifications to the parameter scaling functionality of ExpressionsBasedModel

Deprecated

org.ojalgo.type

Everything, previously existing, in the org.ojalgo.type.keyvalue package has been deprecated. Instead there is a new interface EntryPair, as well as a collection of implementations, that replace it. The functionality of the old and new stuff only partially overlap. There are also matching classes EntryList, EntrySet and others.

Fixed

org.ojalgo.matrix

Fixed a problem in SparseStore when concurrently adding different elements
Reviewed and potentially fixed various problems regarding matrix multiplication with more Than Integer.MAX_VALUE elements.

org.ojalgo.optimisation

Fixed a problem where time_abort would be ignored if the solver had found a feasible solution. (In that case it would only check time_suffice.)

Removed

org.ojalgo.structure

The all int version of the Structure2D.index(...) method. With larger 2D structures this would overflow.

[48.1.0] – 2020-01-15

Changed

A number of minor changes to improve interoperability with other JVM languages. Essentially tried to remove all cases with public methods declared in non-public abstract classes.

org.ojalgo.array

Reviewed equals() and hashCode() implementations for most classes
Explicitly/correctly implemented doubleValue(long) and floatValue(long) methods in more classes

org.ojalgo.type

It is now possible to "stop" and "reset" the Stopwatch with a single method call.

Fixed

org.ojalgo.array

A case of infinitite loop with (some) fillOne(...) methods

[48.0.0] – 2019-11-24

Added

Improved support for float throughout the library, and specifically added matrices with float elements.

org.ojalgo.algebra

ScalarOperation has been extended with support for float arguments.

org.ojalgo.function

New special functions: beta (complete, incomplete and regularized), gamma (logarithmic), Hypergeometric and Pochhammer symbol. Inluding complex valued variants where applicable. The complete gamma function existed previously, and the upper/lower incomplete gamma functions are only implemented for the integer case.
All the function interaces now have float specific methods.

org.ojalgo.matrix

There is a new float based matrix store implementation, Primitive32Store.

org.ojalgo.random

The getDistribution() method in the TDistribution is now implemented for the general case. Previously it was only implemented for a few distinct degrees of freedom.

Changed

Generic declarations in interfaces and abstract classes (everywhere) that used to be <N extends Number> are now <N extends Comparable<N>>. Code that extends/implements ojAlgo classes and interaces will most likely need to be updated. Simple usage may not require any changes at all. Please note that java.lang.Number is NOT Comparable but all the speciic subclasses are.
Everything (classes/interfaces, constants...) named "Primitive" -something now separates between "Primitive32" and "Primitive64".

org.ojalgo.matrix

PrimitiveDenseStore has been renamed Primitive64Store (and there is now also a Primitive32Store). GenericDenseStore was also renamed GenericStore. Likewise PrimitiveMatrix is repalced by Primitive64Matrix and Primitive32Matrix.

org.ojalgo.scalar

ComplexNumber and Quaternion are now final. That means there are no longer special normalised subclasses (no Versor).

org.ojalgo.structure

The methods in the Mutate*D.Fillable interaces that take a NullaryFunction as input has changed the generic declaration from NullaryFunction<N> to NullaryFunction<?>.
Reftactoring of the Factory*D interfaces.

[47.3.1] – 2019-09-29

Added

org.ojalgo.function

New special function utility class PowerOf2. It replaces what was in PrimitiveMath, made some improvements and addition and added support or 'int' (used to be only 'long').

Changed

org.ojalgo.matrix

The multithreaded implementations of aggregateAll in PrimkitiveDenseStoree and GenericDenseStore are removed.

org.ojalgo.optimisation

The iterative version of the ActiveSetSolver now enforce an iterations limit on its internal subsolver.

org.ojalgo.structure

The stream(boolean) methods of ElementView, RowView and ColumnView are deprecated and replaced with a simple stream() method. You no longer have the option to use parallel streams.

Deprecated

org.ojalgo.function

The merge functionality of AggregatorFunction is deprecated.
Everything related to "power of 2" has been deprecetd in PrimitiveMath.
FunctionUtils has been deprecated. Everything in it has been moved elsewhere – mostly to MissingMath.

Fixed

The compareTo method of CalendarDateDuration didn't work when the unit of either instances was "nanos".

[47.3.0] – 2019-08-08

Changed

org.ojalgo

The OjAlgoUtils.ENVIRONMENT can now be modified to limit the parallelism of ojAlgo.

org.ojalgo.algebra

Added a power(int) method to the Operation.Multiplication interface.

org.ojalgo.array

The package org.ojalgo.array.blas has been renamed org.ojalgo.array.operation
The utility classes Raw1D, Raw2D and RawAnyD have been removed and their contents moved to various classes in the new package org.ojalgo.array.operation
Everything in org.ojalgo.matrix.store.operation has been moved to org.ojalgo.array.operation

org.ojalgo.data

Added a variant of the covariances method in DataProcessors that take double[]... as input.

org.ojalgo.function

Refactoring in the org.ojalgo.function.multiary package including (api-breaking) name changes to some interfaces and classes. The previous QuadraticFunction has been renamed PureQuadraticFunction, and CompoundFunction renamed QuadraticFunction. Further there is now both a LinearFunction and an AffineFunction.

org.ojalgo.matrix

Various deprecations in MatrixStore.LogicalBuilder and the corresponding LogicalBuilder:s of PrimitiveMatrix, ComplexMatrix & RationalMatrix. Everything in the LogicalBuilder:s are now either defined in org.ojalgo.structure.Structure2D.Logical or deprecated.
Tweaked the isSolvable() method implementations of the Cholesky decompositions to return true slightly less often.
The debug logging of the iterative solvers now output the relative error at each iteration.
Implemented the power(int) method defined in Operation.Multiplication.
New method getCovariance in the SingularValue interface
Q1 and Q2 in the SingularValue decomposition have been renamed U and V to match denominations commonly used elsewhere. In Bidiagonal Q1 and Q2 have been renamed LQ and RQ.
New MatrixStore implementation DiagonalStore to be used for diagonal, bidiagonal and tridiagonal matrices. Replaces two different previous (package private) implementations.
MatrixStore.Factory has a new method makeDiagonal(...)
MatrixStore.LogicalBuilder has new implementations for the diagonal(), bidiagonal(boolean) and tridiagonal() methods.
Some improvements to TransposedStore – more efficient use of the underlying store. Particular in the case when it is a RawStore.
Some general cleanup/refactoring among the Eigenvalue related code.
Added support for generalised eigenvalue problems.
Fixed a bug in RawStore - visitRow/Column were interchanged
Everything in org.ojalgo.matrix.store.operation has been moved to org.ojalgo.array.operation

org.ojalgo.optimisation

Minor rounding/precision related change to how ExpressionsBasedModel receives the solution from the solver and then returns it. The options.solution property is now enforced.
Internal refactoring of ConvexSolver and its subclasses. This includes changes in behaviour (handling of not-so-convex or otherwise difficult problems).
The IntegerSolver now uses its own ForkJoinPool instance rather than the default commonPool(). The parallelism is derived from OjAlgoUtils.ENVIRONMENT.
Internal refactoring related to the LinearSolver.Builder as well as the ConvexSolver.Builder.

org.ojalgo.random

SampleSet can now swap in a double[]

org.ojalgo.scalar

Implemented the power(int) method defined in Operation.Multiplication.

org.ojalgo.structure

Additions to Structure2D.Logical (Moved definitions from MatrixStore.LogicalBuilder to here).
Refactoring to Factory1D, Factory2D and FactoryAnyD – makeZero(...) is renamed make(...) and everything else is moved to a nested subinterface Dense.

[47.2.0] – 2019-05-03

Changed

org.ojalgo.data

Renamed DataPreprocessors to DataProcessors, and added methods to create a covariance matrix from an SVD.

org.ojalgo.function

Added a couple more utilities to MissingMath

org.ojalgo.matrix

New LU decomposition implementation that is faster for small matrices.
Fixed a bug related to solving equation systems and inverting matrices using SingularValue at certain matrix sizes.
Renamed checkAndCompute to checkAndDecompose in the MatrixDecomposition.Hermitian interface
Extended the MatrixStore.LogicalBuilder rows() and columns() methods to allow for negative indexes that refer to all zero rows/columns.
New more efficient implementation of MatrixStore.LogicalBuilder.diagonal() data structure.
The MatrixDecomposition interface now extends Structure2D so that you can get the size/shape of the original matrix.
Additions to the MatrixDecomposition.RankRevealing interface. It is now possible to estimate the rank using a custom threshold. Also reworked all code related to estimating rank (in all implementations of that interface).

org.ojalgo.netio

New funcion to generate random strings of ASCII characters, of specified length.

org.ojalgo.optimisation

The optimisation model parameter scaling functionality has been tweaked to be more in line with the improved "rank revealing" of matrices.
Minor improvements to ConvexSolver

org.ojalgo.structure

The Stream2D interface now has methods operateOnColumns(...) and operateOnRows(...)

[47.1.2] – 2019-04-23

Changed

org.ojalgo.matrix

Fixed bug related to LDL – stackoverflow if you called isSolvable() on some LDL instances.
Various tweaks and cleanup with MatrixDecompostion:s

[47.1.1] – 2019-04-12

Changed

org.ojalgo.constant

The stuff that was deprecated with v47.1.0 are now removed. (Keeping it around may cause problems with some IDE:s) Just update your import statements to org.ojalgo.function.constant rather than org.ojalgo.constant.

org.ojalgo.data

Additions and improvements to DataPreprocessors, but they're now column oriented only.

org.ojalgo.matrix

The ElementsConsumer interface has been renamed TransformableRegion. This is an intermediate definitions interface - subinterfaces and concrete implementations are not affected other than with their implements and extends declarations.

org.ojalgo.structure

The interfaces Mutate1D.Transformable, Mutate2D.Transformable and MutateAnyD.Transformable introduced with v47.1.0 are removed again – bad idea.
The Stream1D, Stream2D and StreamAnyD each got a new method named operateOnAny that takes a Transformation?D as input.
The Mutate1D.ModifiableReceiver, Mutate2D.ModifiableReceiver and MutateAnyD.ModifiableReceiver each got a new method named modifyAny that takes a Transformation?D as input.

[47.1.0] – 2019-04-09

Changed

org.ojalgo.constant

Everything in this package has been moved to org.ojalgo.function.constant

org.ojalgo.data

New package that currently only contains an (also new) class DataPreprocessors. The intention is that this is where various data preprocessors utilities will go.

org.ojalgo.function

New package org.ojalgo.function.special with currently 4 new classes: CombinatorialFunctions, ErrorFunction, GammaFunction and MissingMath.
New package org.ojalgo.function.constant with constants related to doing basic maths on different types.
Moved constants defined in various classes to the new org.ojalgo.function.constant package, and deprecated a ffew others that will be made private.

org.ojalgo.matrix

Fixed a problem with one of the Eigenvalue implementations - it would check for symmetric/hermitian but then failed to make use of the results.
Fixed a problem with some of the Eigenvalue implementations regarding ordering of the eigenvales/eigenvectors – they were not always ordered in descending absolut order (used to consider the sign).
The interface TransformationMatrix has been removed. Partly this functionality has been revoked, and partially replaced by the new Transformation2D interface.

org.ojalgo.optimisation

Refactoring of the presolvers. Among other things there are now presolvers that perform integer rounding. Previously existing presolvers have also been improved. There is also a new presolver that removes (obviously) redundant constraints.
Modified what happends when you relax an integer model. Now the variables are kept as integer variables, but the model set a flag that it is relaxed. This means the presolvers can now make use of the integer property and thus perform better.
The MPS file parser, MathProgSysModel, has been modified to not strictly use field index ranges, but instead more freely interpret whitespace as a delimiter. This is in line with commonly used MPS format extensions and allows ojAlgo to correctly parse/use a larger set of models. Further MathProgSysModel is no longer a model – it no longer implements Optimisation.Model. This should/will be a model file parser, and nothinng else.
Major extension and refactoring of optimisation test cases. In particular the test cases in ojAlgo are now available to the various solver integration modules in ojAlgo-extensions.
When adding a solver integration to ExpressionsBasedModel it is now possible to differentiate between preferred and fallback solvers - addIntegration() has been replaced with addPreferredSolver() and addFallbackSolver().
Fixed a concurrency related problem with the sparse simplex solver.
There is now an options 'options.sparse' that control if sparse/iterative solvers should be favoured over dense/direct solvers, or not.
Tweaking of ConvexSolver internals – several small changes that in combination makes a big difference on some numerically challenging problems.
Fixed a bug in ConvexSolver (ActiveSetSolver) that caused the suffice stopping conditions to not be considered since the state was set to APPROXIMATE raher than FEASIBLE.

org.ojalgo.random

New Cauchy distribution RandomNumber.
Partial implementation of Student's TDistribution
Deprecated the RandomUtils class and moved its various methods to classes in the new org.ojalgo.function.special package.
For continuous distributions the getProbability methods has been renamed getDensity.
Minor performance improvement to SampleSet when calling getStandardDeviation() repeatedly.

org.ojalgo.structure

New interfaces Transformation1D, Transformation2D and TransformationAnyD as well as Mutate1D.Transformable, Mutate2D.Transformable and MutateAnyD.Transformable. The Transformation?D interfaces are functional. With them you can write custom "mutators" that can be used on everything that implements the Transformable interfaces.
The interfaces Access1D.Elements, Access1D.IndexOf, Access2D.Elements, Access2D.IndexOf, AccessAnyD.Elements and AccessAnyD.IndexOf have been deprecated.

org.ojalgo.type

Additions to Stopwatch that make it easier to compare with time limits in various forms.

[47.0.0] – 2018-12-16

Changed

org.ojalgo.array

SparseArray: It is now possible to visit the nonzero elements in an index range with a functional callback interface - you can have a lambda called by each nonzero element in a range.

org.ojalgo.matrix

The BasicMatrix interface has been removed. More precisely it has been merged with the abstract package private class AbstractMatrix (and that class was then renamed BasicMatrix). Further all supporting (nested) classes and interfaces as well as the MatrixFactory class has been refactored in a similar way. The various matrix implementations (PrimitiveMatrix, ComplexMatrix, RationalMatrix and QuaternionMatrix) are now entirely self-contained - not generic in any way.
The MatrixUtils class has been deprecated. Everything in it has been moved to other (different) places. No features or functionality are removed.
Reshuffled the declarations in Mutate1D, Mutate2D and MutateAnyD. Nothing is removed. This only affects those doing low-level ojAlgo programming.
Internal refactoring and performance improvements in SparseStore.

org.ojalgo.netio

Complete rewrite of ResourceLocator. It can still be used the same was as before (roughly the same API for that) but it now also support more advanced usage. ResourceLocator has taken steps towards becoming an "http client" with support for cookies, sessions, requests and responses.
New interface BasicLogger.Printable to be used by classes that need detailed debug logging.

org.ojalgo.optimisation

Iterations and time limits are now enforced for the LP solver. (Only worked for the QP and MIP solver before.)
Changed how the initial solution, extracted from the model and supplied to the solvers, is derived. This primarily affects the ConvexSolver.
Changed how the ConvexSolver utilises the supplied initial solution to derive a better set of initially active inequalities.
Modified the ConvexSolver/ActiveSetSolver behaviour regarding failed subproblems and iteration limits. Re-solving a failed subproblem now counts as a separate iteration, and iteration and time limits are enforced when determining if a failed subproblem should be re-solved or not.
ConvexSolver validation is now slightly less strict. (Tiny negative eigenvalues are now allowed.)

org.ojalgo.series

The ´resample´ methods have been removed from the NaturallySequenced interface. Resampling is now only possible with the CalendarDateSeries implementation.

org.ojalgo.type

Refactoring to CalendarDate, CalendarDateUnit and CalendarDateDuration; simplified implementations that are better aligned with the java.time classes.

[46.3.0] – 2018-10-12

Changed

Now builds a separate test-jar artefact. It contains a test utilities class that can be used by libraries that extend ojAlgo to help test some ojAlgo specific types.
Added a main method in org.ojalgo.OjAlgoUtils that output info about the environment.

org.ojalgo.matrix

The BasicMatrix interface has been deprecated!!! The various implementations will remain - all of them - but you should use those implementations directly/explicitly rather than the interface.

[46.2.0] – 2018-10-04

Changed

Nothing in ojAlgo implements Serializable - a few odd classes used to declare that they did, but serialization has never been supported.

org.ojalgo.matrix

Fixed a bug related to transposing ElementConsumer/Supplier
Performance improvements on some SparseStore operations

org.ojalgo.netio

Refactored the various IDX.print(...) methods

org.ojalgo.structure

Access1D no longer extends Iterable. To iterate over the elements use elements().

[46.1.0] – 2018-09-17

Changed

org.ojalgo.ann

Refactoring, tuning and improvements.

org.ojalgo.array

The Array1D, Array2D and ArrayAnyD factories now have specific makeSparse(...) methods. Previously the makeZero(...) methods would automatically switch to creating sparse internals when it was large enough. Users were not aware of this (didn't want/need sparse) and performance was very poor.

org.ojalgo.netio

New class IDX with utilities to read, parse and print contents of IDX-files. (To access the MNIST database of handwritten digits: http://yann.lecun.com/exdb/mnist/)

org.ojalgo.scalar

A new abstract class, ExactDecimal, to help implement exact decimal numbers (fixed scale) as well as an example implementation Money.

org.ojalgo.structure (previously org.ojalgo.access)

Added default methods to get all primitive number types from Access1D, Access2D and AccessAnyD and to somewhat modified the ones in AccessScalar: byteValue(), shortValue(), intValue(), longValue(), floatValue(), doubleValue().
AccessAnyD now has a method matrices() that return a Iterable<MatrixView<N>>. On a multi-dimensional data structure you can iterate over its 2D (sub)matrices. Useful when you have a 3-dimensional (or more) data structure that is actually a collection of 2D matrices.

[46.0.0] – 2018-08-19

Changed

org.ojalgo.access

package renamed org.ojalgo.structure

org.ojalgo.ann

Rudimentary support for ArtificialNeuralNetwork. You can build, train and use feedforward neural networks.

org.ojalgo.array

The BasicArray.factory(?) method has been removed. It should never have been public
New indexOf(array, value) utility methods in Raw1D

org.ojalgo.constant

New constants in BigMath and PrimitiveMath: TWO_THIRDS and THREE_QUARTERS

org.ojalgo.function

New PredicateFunction interface.
New PlainUnary interface.

org.ojalgo.matrix

BigMatrix, BigDenseStore and ComplexDenseStore are removed. They were deprecated before - now they're actually gone!
Fixed bug: The getEigenpair(int) method of the Eigenvalue interface threw an ArrayIndexOutOfBoundsException
Fixed a couple of issues related to calculating the nullspace (using QR or SVD decompositions).
Revised the BasicMatrix interface - cleaned up some old deprecated stuff.
BasicMatrix.Builder interface has been renamed BasicMatrix.PhysicalBuilder and its feature set extended. In addition there is now a BasicMatrix.LogicalBuilder. Stuff that should be done via those builders are now deprecated in the main, BasicMatrix, interface.
The various BasicMatrix implementations now implement Access2D.Collectable which allows them to be more efficiently used with MatrixDecomposition:s.

org.ojalgo.netio

Improvements/extensions to the BasicParser interface - it is now possible to skip a header line.

org.ojalgo.optimisation

New interface UpdatableSolver that will contain a selection of optional methods to do in-place updates of solvers. Currently there is only one such method - fixVariable(?).
New class ExpressionsBasedModel.Intermediate used by the IntegerSolver to exploit the capabilities exposed by UpdatableSolver.
Many thing internal to the IntegerSolver (MIP solver) have changed. In general things are cached, re-used and updated in-place more than before.
New option 'mip_defer' that control an aspect of the branch-and-bound algorithm in IntegerSolver. (Read its javadoc.)

org.ojalgo.scalar

There is now a ComplexNumber.NaN constant.

org.ojalgo.structure (previously org.ojalgo.access)

New default methods aggregateDiagonal(..), sliceDiagonal(...), visitDiagonal(...), fillDiagonal(...) and modifyDiagonal(..) targeting the main diagonal.
New default methods in Factory2D to make it easier to create 2D-structures of single rows or columns.
Mutate2D.BiModifiable now (again) extends Mutate2D.Modifiable and defines additional methods modifyMatchingInRows(...) and modifyMatchingInColumns(...)

org.ojalgo.type

New class ObjectPool
The generics type parameter of NumberContext.Enforceable changed from <N extends Number> to <T>.

[45.1.0] – 2018-04-13

Changed

org.ojalgo.access

3 new interfaces Structure2D.ReducibleTo1D, StructureAnyD.ReducibleTo1D and StructureAnyD.ReducibleTo2D
Most (all) of the *AnyD interfaces got new or updated methods "set" methods: aggregateSet(...), visitSet(...), fillSet(..), modifySet(...), sliceSet(...)
New functional interface Structure1D.LoopCallback to be used when iterating through a set of subloops.

org.ojalgo.array

Array1D now implements Access1D.Aggregatable
Array2D now implements Access2D.Aggregatable as well as Structure2D.ReducibleTo1D
ArrayAnyD now implements AccessAnyD.Aggregatable as well as StructureAnyD.ReducibleTo1D and StructureAnyD.ReducibleTo2D
Additions or cleanup of the various methods relating subsets of elements: aggregateSet(...), visitSet(...), fillSet(..), modifySet(...), sliceSet(...)
Fixed a bug regarding fillAll(...) on a SparseArray - it didn't fill all, just the currently set (already existing) elements. (Performing fillAll on a SparseArray is stupid.)

org.ojalgo.function

New aggregator function AVERAGE. (The Aggregator enum has a new member, and the AggregatorSet class has new method.)

org.ojalgo.matrix

BasicMatrix now implements Structure2D.ReducibleTo1D
Improved firstInRow/Column and limitOfRow/Column logic of AboveBelowStore and LeftRightStore.
MatrixStore now implements Structure2D.ReducibleTo1D. The rows/columns are reduced to ElementSupplier:s so you can continue working with the numbers before supplying the elements to some ElementsConsumer.

org.ojalgo.netio

New class LineSplittingParser - a very simple csv parser
New class TableData - used to create a "table" of values that can then be exported to a csv file.

[45.0.0] – 2018-03-30

Changed

org.ojalgo.access

Methods Access1D.wrapAccess1D(...) has been renamed simply Access1D.wrap(...), and similarly Access2D.wrap(...)
Add/restore fillMatching(...) methods to the Mutate1D.Fillable interface.

org.ojalgo.function

New method getLinearFactors() in MultiaryFunction.TwiceDifferentiable that returns the gradient at 0.

org.ojalgo.matrix

Changed matrix multiplication code to be better on modern hardware & JVM:s (not fully verified to be better).
Everything "Big" has been deprecated: BigMatrix, BigDenseStore and everything else using BigDecimal elements. This is intended to be replaced by the new RationalNumber based implementations.
The ComplexNumber related code (all of it) has been refactored/generalised to handle any Scalar implementation (ComplexNumber, RationalNumber, Quaternion and any other future implementations). ComplexDenseStore has been deprecated and replaced by GenericDenseStore.
New interfaces MatrixTransformation and MatrixTransformation.Transformable - an attempt to unify matrix transformation implementations.
New package org.ojalgo.matrix.geometry containing mutable 3D vector math classes.
Fixed a bug with sparse matrix multiplication – in some cases the result was wrong (depending on the internal structure of the nonzero elements). The bug was actually in the SparseArray class.
Fixed a bug with incorrect pseudoinverse in RawSingularValue.
Fixed correct sign on determinant in QR decompositions

org.ojalgo.netio

Added default methods to BasicLogger.Printer to simplify creating custom implementations.

org.ojalgo.optimisation

Added new methods getUnadjustedLowerLimit() and getUnadjustedUpperLimit() to the Variable and Expression classes.
Optimisation.Options now allow to specify a solver specific configurator method. This is useful when creating 3:d party solvers.
Experimental support for Special Ordered Sets (SOS) in ExpressionsBasedModel.
Variable:s are now ordered (compared using) their indices rather than their names.
New variants of addVariable() and addExpression() methods that don't require you to supply an entity name. (A name is generated for you.)
Changes to presolver and validation code. Fixed a whole bunch of problems, mainly related to rounding errors.
Refactoring in the IntegerSolver. It should now be more memory efficient. Also, somewhat, modified the branching strategy.
Added the possibility to get progress logging from the solvers (Currently only implemented in IntegerSolver). model.options.progress(IntegerSolver.class);

The 'slack', 'problem', 'objective' and 'integer' properties of Optimisation.Options have been unified and replaced by a new property 'feasibility'.

org.ojalgo.random

It is now possible to setSeed(long) on any RandomNumber and Random1D instance.

org.ojalgo.scalar

RationalNumber has been re-implemented using primitive long and numerator and denominator (they used to be BigInteger).
RationalNumber can now be instatiated from a double without creating any objevts other than the resulting RationalNumber instance. There is also an alternative implementation using rational approximation.

org.ojalgo.type

New TypeContext implementation, named TemporalContext, to handle the classes from Java's new date time API. The older DateContext is still available.
Bug fixed in a NumberContext factory method - getPercent(int,Locale)

[44.0.0] – 2017-09-27

Changed

org.ojalgo.access

Deprecated AccessUtils. All the various utility methods have been moved to other places - primarily to the Acess1D, Access2D or AccessAnyD interfaces.
The generic declaration of the IndexMapper interface has been changed from <T extends Comparable<? super T>> to simply , and it is now a nested interface of Structure1D. Similarly there are now nested interfaces RowColumnMapper and ReferenceMapper in Structure2D and StructureAnyD respectively.
The ElementView1D interface no longer extends ListIterator, but only Iterator. Instead it now extends Spliterator, and there is now a metod stream(boolean).
The Mutate1D interface now declares a method reset() that should reset the mutable structure to an (all zeros) initial state.
The Factory_D interfaces now has new variants of the makeZero(...) and makeFilled(...) methods that take Structure_D instances as input.

org.ojalgo.array

Deprecated ArrayUtils. All the various utility methods have been moved to other places - primarily to the new Raw1D, Raw2D or RawAnyD classes. (ArrayUtils was split into Raw1D, Raw2D and RawAnyD.)

org.ojalgo.concurency

The DivideAndConquer class now has a limit on the total number of threads it will create. (If a program had multiple threads that each invoked some multithreaded part of ojAlgo, the total number of threads would multiply and grow out of control.)

org.ojalgo.constant

New constant GOLDEN_RATIO

org.ojalgo.finance

This entire package has been moved to the ojAlgo-finance repository/project/artefact !!!
Fixed a bug related to downloading historical data from Google and/or Yahoo Finance. When parsing the initial header line failed it was still translated to an actual data item with all zero values at a default/dummy date.
New version of YahooSymbol that works with Yahoo Finance's changes. (They deliberately changed/broke the previously existing method of downloading.)

org.ojalgo.matrix

org.ojalgo.matrix.task.TaskException has been removed and replaced with org.ojalgo.RecoverableCondition.
org.ojalgo.matrix.MatrixError has been removed and replaced with various standard java.lang.RuntimeException subclasses instantiated via factory methods in org.ojalgo.ProgrammingError.
New interface MatrixDecomposition.RankRevealing that define two methods: getRank() and isFullRank(). Several of the existing decompositions now implement this interface. This also caused a review of the implementations of the isSolvable() method of the MatrixDecomposition.Solver interface.
Deprecated isSquareAndNotSingular() of the LU interface.
Improved the multiplication code of SparseStore, ZeroStore and IdentityStore. In particular sparse matrix multiplication is now parallelised.
Moved (deprecated) the matrix size thresholds methods from org.ojalgo.matrix.MatrixUtils to org.ojalgo.matrix.store.operation.MatrixOperation.
Altered the RowsSupplier and ColumnsSupplier classes to (always) use sparse rows/columns.

org.ojalgo.netio

The parse(String) method of BasicParser now declares to throw a RecoverableCondition. Failure to parse an individual line now just results in that line being skipped, and the process moves on to the next line.
The ResourceLocator class has been refactored. Essentially it's a URI/URL builder and it is now implemented using the builder pattern. The changes are API breaking this class is rarely used directly. It is mostly used indirectly via GoogleSymbol and YahooSymbol, and those classes' public API:s are intact.

org.ojalgo.optimisation

Improved the ConvexSolver to better handle cases with not positive definite and/or rank deficient covariance matrices (the quadratic term).
Improved the IntegerSolver to better handle cases with problem parameters with significant magnitude differences (it affected the branching strategy unfavourably).
Fixed a problem with debug printing in the IntegerSolver.
Refactored major parts of the LinearSolver. Among other things the internal data structures are now sometimes sparse depending on the problem size (and sparsity).
Refactored parts of the ConvexSolver to make better use of sparsity (and other things).

org.ojalgo.series

The declaration of the resample(...) methods of CalendarDateSeries have been moved to the BasicSeries.NaturallySequenced interface with generalised signatures.
The TimeSeriesBuilder can now be configured using CalendarDate.Resolution rather than only CalendarDateDuration.

org.ojalgo.type

New Stopwatch class
The CalendarDate constructor with a String argument/parameter now declares to throw a RecoverableCondition.
NumberContext now has specific format(double) and format(long) methods, and now formats decimals with a variable number of fraction digits.
NumberContext now has new compare(double,double) and compare(float,float) that are alternatives to the compare(...) methods in Double and Float - the only difference is that these return 0 when the two input args are ==.

[43.0.0] – 2017-04-22

Changed

It is now possible to turn off warnings related to missing hardware profiles. Set a system property 'shut.up.ojAlgo' to anything, not null, and you won't see those warnings. (It would be must better if you contributed your hardware profile to ojAlgo.)

org.ojalgo.access

Added new interfaces Access_D.Collectable to be used as super interfaces to the Stream_D interfaces, and used as input parameter type for matrix tasks and decompositions. The new interfaces interacts with the Mutate_D.Receiver interfaces and to some extent replaces the Supplier_D interfaces removed with v42.
There's a new package private interface FactorySupplement used as a common superinterface to the Facory_D interfaces. It declares methods that give access to FunctionSet, AggregatorSet and Scalar.Factory instances - all 1D, 2D and AnyD factories now have this.
The Stream_D interfaces got some new utility variants of operateOnAll-methods.
New interfaces Mutate_D.Mixable that allow aggregating individual elements using the supplied binary "mixer" function.
New interface Mutate1D.Sortable

org.ojalgo.array

Addedd a Collector (Java 8 streams) that creates NumberList instances.
Deprecated all previously existing factory methods in NumberList, LongToNumberMap and SparseArray. They are replaced with new alternatives (1 each). The new factories are configurable using builder pattern.
SegmentedArray now package private. If you had explicit references to this class you have a compilation error. Switch to using some of the BasicArray pr DenseArray factories. If necessary things will be segmented for you.
BufferArray is now abstract and has two package private subclasses DoubleBufferArray and FloatBufferArray. You instantiate them via factories in BufferArray.

org.ojalgo.finance

Yahoo now requires to use https rather http when downloading historical financial data. Both YahooSymbol and GoogleSymbol now use https.

org.ojalgo.function

Two new additions to FunctionSet - "logistic" and "logit".

org.ojalgo.matrix

Replaced all usage of ElementsSupplier as input parameter type with Access2D.Collectable.
Removed all public/external usage of DecompositionStore and replaced it with PhysicalStore.
Moved (deprecated) the various equals(...) and reconstruct(...) methods from MatrixUtils to the respective matrix decomposition interfaces.
Deprecated Eigenvalue.getEigenvector(int) and replaced it with Eigenvalue.getEigenpair(int)
Various internal improvements to the Eigenvalue and Singular Value implementations.
Deprecated the Schur decomposition. Eigenvalue decompositions are of course still supported. It's just Schur "on its own" that is deprecated.

org.ojalgo.netio

The default scheme of ResourceLocator is changed from http to https.

org.ojalgo.optimisation

Extremely large (absolute value) lower/upper limits on variables or expressions are now treated as "no limit" (null).
Extremely small (absolute value) lower/upper limits on variables or expressions are now treated as exactly 0.0.

org.ojalgo.random

Fixed a minor bug in SampleSet - calculations would fail when repeatedly using SampleSet with empty sample sets

org.ojalgo.series

Various refactoring to the BasicSeries implementations. There is also a new nested interface BasicSeries.NaturallySequenced and some declarations have been moved there.
Added the concept of an accumulator that may be used to accumulate the values of multiple put operations on the same key.
New class CoordinatedSet - a set of coordinated (same start, end & resolution) series.

org.ojalgo.tensor

New package!
New interface Tensor with an implementation and a factory method. Not much you can do with this yet - functionality will be expanded slowly.

org.ojalgo.type

Refactoring and additions to CalendarDate, CalendarDateUnit and CalendarDateDuration. Among other things there is a now an interface CalendarDate.Resolution that both CalendarDateUnit and CalendarDateDuration implement.

[42.0.0] – 2017-02-03

Changed

org.ojalgo.access

Added a method aggregateRange(...) to Access1D.Aggregatable and created new Access2D.Aggregatable and AccessAnyD.Aggregatable interfaces. Their set of methods now match what's available in the Visitable interfaces.
The interfaces Consumer1D, Consumer2D, ConsumerAnyD, Supplier1D, Supplier2D and SupplierAnyD have been removed - they didn't add anything.
New interfaces Stream1D, Stream2D and StreamAnyD. They're not real streams, they don't (yet) extend BaseStream, but are intended to be stream-like.
New interfaces Mutate1D.Receiver, Mutate2D.Receiver and MutateAnyD.Receiver. They extend Mutate_D and all their nested interfaces respectively and extends Consumer. In part these are replacements for the removed Consumer_D interfaces.
The Callback_D interfaces as well as the passMatching(...) methods in the Access_D and Mutate_D interfaces are deprecated. They're replaced by a collection of messages named loop_(...) in the Structure_D interfaces.
The method indexOfLargestInDiagonal(long,long) in Access2D.IndexOf is deprecated and replaced by indexOfLargestOnDiagonal(long). The new alternative is restricted to work on the main diagonal only, but the returned index is easier to understand and use.

org.ojalgo.array

PrimitveArray is now abstract but has 2 instantiable subclasses Primitive32Array and Primitive64Array.
New factory methods in Array1D, Array2D and ArrayAnyD that can delegate to any BasicMatrix factory that you supply.
NumberList now implements Access1D.Visitable.
New package org.ojalgo.array.blas: The aim is to refactor the code base so that methods matching BLAS functionality should be moved to this new package.
The Unsafe/off-heap array implementations have been moved to the new ojAlgo-unsafe project (part of ojAlgo-extensions).

org.ojalgo.constant

The POWERS_OF_2 in PrimitiveMath were incorrectly calculated - it's fixed now. At the same time the type was changed from int[] to long[] and the number of entries extended.

org.ojalgo.finance

New constructor in SimplePortfolio taking an array of double as input (representing individual asset weights).

org.ojalgo.function

The AggregatorSet class has a new nethod get(...) that will return the correct AggregatorFunction for a specified Aggregator instance.
BigAggregator, ComplexAggregator, PrimitiveAggregator, QuaternionAggregator and RationalAggregator all now extend AggregatorSet.
All previously existing variations of getXXFunction(...) in Aggregator has been deprecated and are replaced by by 1 new variant.
Added a (NumberContext) enforce method to the FunctionSet class. It returns a UnaryFunction that enforces a NumberContext on the the function's input argument.
Added andThen(...) and compose(...) methods, where applicable, to all BasicFunction subinterfaces.

org.ojalgo.matrix

Both BasicMatrix and MatrixStore now extends the new Access2D.Aggregatable rather than Access1D.Aggregatable.
Tweaking of several of the matrix decomposition (and task) implementations to improve numerical stability.
New classes RowsSupplier and ColumnsSupplier that can be instantiated from the PhysicalStore.Factory:s (experimental design)

org.ojalgo.type

All previously existing variations of getXXFunction(...) in NumberContext has been deprecated and are replaced by by 1 new variant that takes a FunctionSet as input.
New class NativeMemory used as single point to allocate, read or write native memory.

[41.0.0] – 2016-11-13

Changed

org.ojalgo.access

Moved the modifyMatching(...) methods from Mutate1D.Modifiable to a new interface Mutate1D.BiModifiable and only those classes that absolutely need to (to preserve existing functionality) implements that new interface. (Potentially api-breaking, but most likely not.) There are also corresponding interfaces Mutate2D.BiModifiable and MutateAnyD.BiModifiable
The fillMatching(..) methods in Mutate1D.Fillable are deprecated.
New (functional) interfaces Callback1D, Callback2D & CallbackAnyD. The Access?D and Mutate?D interfaces have also gotten new default methods named passMathing(...) that makes use of those new interfaces.
There's a new method elements() in Access1D that returns an Iterable of ElementView1D - it allows to iterate over the instance's element "positions" without actually extracting the elements (unless you explicitly do so). There a corresponding method in Access2D. That interface also has methods rows() and columns() that does similar things but with rows and columns.
ElementView1D now implements ListIterator rather than Iterator.
New interface IndexMapper translates back and forth between an arbitrary "key" and a long index. Among other things used to implement the new (time) series classes.

org.ojalgo.array

The previously package private class ArrayFactory is now public, and the static factory instances of BigArray, ComplexArray, PrimitiveArray, QuaternionArray and RationalArray are now also public.
There's been additions to the ArrayFactory regarding how to create sparse or segmented arrays.
New class NumberList - essentially an "ArrayList" backed by ojAlgo's BasicArray hierarchy of classes.
New class LongToNumberMap - a long -> Number map - backed by ojAlgo's array classes.
The previously deprecated methods searchAscending() and searchDescending() are now actually deleted, but the corresponding sortAscending() and sortDescending() got new implementation and had their deprecations removed instead.

org.ojalgo.finance

There is now a new class EfficientFrontier to complement MarkowitzModel. If you don't want/need to be able set constraints and/or a target return/variance (like you can with the MarkowitzModel) then this new class is more efficient. Particular in regards to reusing partial results when calculating several points along the efficient frontier.
The MarkowitzModel class now has a method optimiser() that return an instance of Optimiser that enable turning validation and debugging of the underlying optimization algorithm on/off.
It is now possible to normalize any FinancePortfolio to the precision and scale (NumberContext) of your choice.
The optional "cleaning" functionality of FinanceUtils' toCorrelations(...) and toVolatilities(...) methods have been improved.
The DataSource class now implements the new org.ojalgo.netio.BasicParser interface.

org.ojalgo.function

Additions to FunctionSet: atan2, cbrt, ceil, floor & rint.
Made sure ojAlgo consistently (internally) uses PrimitiveFunction rather than java.lang.Math directly
Improved the BigDecimal implementations of sqrt, root and the new cbrt functions.

org.ojalgo.matrix

The resolve methods in IterativeSolverTask.SparseDelegate and MutableSolver, respectively, now return double rather than void or MatrixStore - they return the magnitude of the solution error.
The method factory() in ElementsSupplier is renamed (deprecated) physical(). In MatrixStore you now have methods logical() and physical() returning MatrixStore.LogicalBuilder and PhysicalStore.Factory respectively.
The nested class org.ojalgo.matrix.decomposition.DecompositionStore.HouseholderReference has been moved to the org.ojalgo.matrix.transformation package. Further it is now an interface rather than a class.
The method copyToBuilder() in BasicMatrix has been renamed copy()
It is now possible to extract complex valued eigenvectors (actually having ComplexNumber elements) using the getEigenvetors() and getEigenvetor(int) methods.
The eigenvalue array returned by getEigenvalues() is no longer required to always be sorted. If it is sorted or not is indicated by the isSorted() method.
The solve(...) methods in MatrixDecomposition.Solver are renamed getSolution(...)

org.ojalgo.netio

The 2 classes BufferedInputStreamReader and BufferedOutputStreamWriter have been removed - they didn't do anything other/more than the usual streams and reader/writer classes.
The getStreamReader() method of ResourceLocator now simply return a Reader rather than a BufferedReader.

org.ojalgo.optimisation

The model parameter rescaling feature of ExpressionsBasedModel has been modified. Previously it didn't work very well with extremely large or small model parameters. Now with very large or small model parameters the rescaling functionality is turned off.
Improved ExpressionsBasedModel's presolve functionality to identify and handle some cases of unbounded and/or uncorrelated variables.

org.ojalgo.random

Added quartiles to SampleSet: getQuartile1(), getQuartile2(), getQuartile3() and getInterquartileRange()

org.ojalgo.series

New builder instances in the BasicSeries interface. If you use them they will return implementations, new to v41, backed by array classes from the org.ojalgo.array package. It is now possible to use just about any date/time related class as a time series key.
The methods getDataSeries() and getPrimitiveValues() are deprecated, both replaced by the new method getPrimitiveSeries(). Further the modifyAll(UnaryFunction) method is deprecated. You should do modifications on the series returned by getPrimitiveSeries().

[40.0.0] – 2016-06-20

Changed

org.ojalgo.access

The Access1D.Builder, Access2D.Builder and AccessAnyD.Builder interfaces have been removed. The API of the BasicMatrix builder have changed slightly as a consequence of this.
Many of the nested interfaces within Access1D, Access2D and AccessAnyD have been moved/renamed to be normal top level interfaces (declared in their own files). Typically this just means that import, implements and extends declarations within ojAlgo have changed.
New nested interface Access1D.Aggregatable defining a new method N aggregateAll(Aggregator)
New methods in Access1D - dot(Access1D<?>) and daxpy(double,Mutate1D) that bring basic (primitive double) linear algebra functionality to any/all Access1D implementation. Those are very useful operations to "always" have available.

org.ojalgo.array

It is now possible to specify the initial capacity (the number of nonzeros) of a SparseArray, and a SparseArray can now be emptied / reset to all zeros.

org.ojalgo.finance

Fixed a bug that erroneously set null constraints (unbounded) to zero with the MarkowitzModel and PortfolioMixer classes. This was mostly a problem when defining custom constraints on MarkowitzModel instances with lower limits only (the upper limit was erroneously set to 0.0).
Fixed a bug in MarkowitzModel: Portfolios with shorting allowed and a target return/variance were not always calculated correctly.

org.ojalgo.function

Deprecated org.ojalgo.function.aggregator.AggregationResults as well as the snapshot() method of org.ojalgo.function.aggregator.AggregationFunction.

org.ojalgo.matrix

There is a new interface BasicMatrix.Builder that specifies the API of the BasicMatrix builder. Previously this was specified by Access2D.Builder that is now removed. The API changed in that the various builder methods no longer return the builder instance, but void.
Improved performance with sparse and/or structured matrices - refactored existing multiplication code to actually make use of the firstInRow/Column and limitOfRow/Column methods. (Also fixed a couple of bugs related to implementations of those methods.)
New package org.ojalgo.matrix.task.iterative containing interative equation system solvers such as JacobiSolver, GaussSeidelSolver and ConjugateGradientSolver.
Two new methods in MatrixStore.Builder - limits(int,int) and offsets(int,int) - that lets you treat a subregion of a matrix as a (full) matrix.
Changes to BasicMatrix:
- The method add(int,int,Number) has been removed. BasicMatrix instances are immutable! Use copyToBuilder() instead.
- It now extends as much as possible from the org.ojalgo.access and org.ojalgo.algebra packages. Similar methods previously defined in BasicMatrix are now replaced by whatever is in the superinterfaces resulting in some (api-breaking) signature changes.
- As much as possible has been moved up from BasicMatrix to the various interfaces in org.ojalgo.access
- Lots of things have been deprecated to enabled changes (possible) changes in the next version.
New matrix decomposition factory instances. There is now one factory interface for each of the matrix decompositions as well as standard instantiations for "BIG", "COMPLEX" and "PRIMITIVE".
The method MatrixStore#multiplyLeft(Access1D) has been renamed premultiply(Access1D), and the signature of MatrixStore#multiply(Access1D) has changed to multiply(MatrixStore). That's because it is now declared in org.ojalgo.algebra.Opreation.Multiplication.
The class MatrixStore.Builder has been renamed MatrixStore.LogicalBuilder and the method in MatrixStore that returned an instance of it has been renamed from MatrixStore.builder() to MatrixStore.logical(). Further the MatrixStore.LogicalBuilder#build() method has been deprecated in favor of get().
Fixed accuracy problem with the SVD and pseudoinverse for larger matrices, as well as a problem that could cause indefinite iterations with the SVD decomposition.
The multiply-method where you supply a target (product) matrix has changed signature. It now returns void, and the target is an ElementsConsumer rather than a PhysicalStore.
SparseStore now implements ElementsConsumer.
The signature of the MatrixTask factory methods have changed. You now have to specify boolean flags for symmetric/hermitian and positive definite independantly.

org.ojalgo.optimisation

Improved ConvexSolver. It now has much better performance with larger models. Current tests indicate a 50x speed improvement on a model of roughly 4k variables. With smaller models, < 100 variables, there's no significant difference between the old and new versions. These are internal changes only, but "significant". All unit test pass, but you should expect some changed behaviour.
Some internal modifications to LinearSolver.

org.ojalgo.series

Fixed bugs in CoordinationSet related to pruning and resampling when the series did not have specified names.

org.ojalgo.type

Renamed Colour to ColourData
Fixed a bug in CalendarDate#toSqlDate(). The Date was 70 years off. (The bug was introduced in v39.)
CalendarDate now implements Temporal
CalendarDateUnit now implements TemporalUnit
CalendarDateDuration now implements TemporalAmount

[39.0.0] – 2015-11-28

Changed

org.ojalgo.access

Each of Access1D, Access2D and AccessAnyD now has a new nested interface Settable. The "set" methods of the Fillable interfaces are moved to Settable. Fillable and Modifiable now both extend Settable. The Settable interface declares "add" methods to complement "set". The Fillable interface now declares a set of "fillMatching" methods (moved up from some lower level implementations).
The structure() method of AccessAnyD is deprecated and replaced with shape() that does exactly the same thing.
The previously package private interfaces Structure1D, Structure2D and StructureAnyD are now public.
New interfaces Access1D.Sliceable, Access2D.Sliceable and AccessAnyD.Sliceable.

org.ojalgo.algebra

New package containing abstract algebra interfaces. This doesn't add any new features to ojAlgo. It just formalises and unifies some of the definitions. There are interfaces for Group, Ring, Field, VectorSpace...

org.ojalgo.matrix

BasicMatrix now extends NormedVectorSpace from the new algebra package.
MatrixStore now extends NormedVectorSpace from the new algebra package.
- The method scale(Number) is deprecated and replaced by multiply(Number).
- Refactoring of the MatrixStore hierarchy (their methods) due to api changes caused by the new algebra package. There are some new implementations and methods have been moved up and down the hierarchy.
The methods isLowerLeftShaded() and isUpperRightShaded() of MatrixStore are deprecated and replaced by firstInRow(int), firstInColumn(int), limitOfRow(int) and limitOfColumn(int).
The roles of the ElementsConsumer and ElementsSupplier interfaces have been greatly expanded. ElementsSupplier is now a superinterface to MatrixStore and it gained additional features. The ElementsConsumer largely defines the extensions to MatrixStore that make out the PhysicalStore interface.
Refactoring of the MatrixDecompostion hierarchy (the org.ojalgo.matrix.decomposition package):
- The capabilities of the various decompositions have been factored out to new/separate interfaces.
- Integrated/merged the decomposition implementations from JAMA. (They've always been part of ojAlgo, but they were now moved, renamed and refactored.)
- Performance tuning.
- Matrix decompositions can now accept ElementsSupplier:s as input.

All MatrixStore implementations (except the PhysicalStore implementations) are now package private. All constructors, factory methods or instances are now either removed och made package private.
There is a new MatrixStore.Factory interface (as well as implementations for BIG, COMPLEX and PRIMITIVE). Through this new factory, and the previously existing, MatrixStore.Builder, you can access all features available with/by the various MatrixStore implementations.
The MatrixStore.Builder has been cleaned of any methods that would require calculations on the matrix elements.
The method multiplyLeft now returns an ElementsSupplier rather than a MatrixStore (a MatrixStore is an ElementsSupplier and you get a MatrixStore from any ElementsSupplier by calling "get")
Some methods defined in the MatrixDecomposition interface now take an ElementsSupplier as input rather than an Access2D or a MatrixStore.
MatrixStore now extends Access2D.Sliceable.

There is a new SparseStore class (a MatrixStore implementation)
Additions to MatrixUtils that get/copy the real, imaginary, modulus and argument properties of ComplexNumber matrices into primitive double valued matrices.

org.ojalgo.netio

Refactoring related to BasicLogger and CharacterRing. In particular it is now possible (easier) to use a CharacterRing as a buffering BasicLogger.Printer.

org.ojalgo.optimisation

Fixed a problem where you could get a NullPointerException with debug logging in the ConvexSolver.
Changed the behaviour of the ConvexSolver (ActiveSetSolver) initialisation so that it now initiates to the optimal solution of the linear part of the model rather than any other feasible solution.
Improved the presolve functionality of ExpressionsBasedModel to identify and eliminate some degenerate constraints.
Modified how the initial solution extracted from the ExpressionsBasedModel is composed. Variable constraints are now considered to ensure feasibility. This primarily effects how the ConvexSolver is initialised.
It is now possible to register solver integrations with the ExpressionsBasedModel. In other words; it is now possible to use third party solvers with ojAlgo's modelling tools. We've already built a basic CPLEX integration. The plan is to build a couple more and to release them all as Open Source here at GitHub.
Optimisation.Options.slack changed from 14,8 to 10,8 and the logic for how the ExpressionsBasedModel validates a solution changed slightly.
The ConvexSolver is now deterministic! For many years the ConvexSolver (previously QuadraticSolver) incorporated an element of randomness to break out of possible indefinite cycles. With numerically difficult problems this "feature" could result in varying solutions between subsequent solves - confusing. This strategy has now been replaced by a deterministic one that seems to work equally well, and being deterministic it is obviously much better.
Slightly modified how the model parameters are scaled before being sent to a solver.
ExpressionsBasedModel now accepts presolver plugins. The existing presolve functionality has been refactored to plugin implementations that can be individually turned on/off. It is possible for anyone to write an additional plugin.
Refactoring and deprecations in ExpressionsBasedModel. Among other things all the get/set-linear/quadratic-factor methods are deprecated. There simply called get/set now.
All select-methods are deprecated and (will be) replaced by the new methods variables(), constraints() and bounds().

The entire package org.ojalgo.optimisation.system has been deleted. Its functionality is now provided by the various solvers directly.

org.ojalgo.random

SampleSet now has a method getStandardScore(index) that returns the normalized standard score (z-score) of that particular sample.
It is now possible to swap/change the underlying data of a SampleSet using the swap(Access1D<?>) method.

org.ojalgo.scalar

Scalar now extends the interfaces from the new algebra package
Improved numerical accuracy of complex number division

All public constructors are removed in favour of factory methods.

[38.0.0]

Changed

The first version to require Java 8!

[37.0.0] / [37.1.0] / [37.1.1]

Changed

The last version to not require Java 8! (Targets Java 7) No real new features compared to v36.

v37.1 contains a backport of the optimisation packages from the upcoming v38 (as it was 2015-01-31). It has a number of important improvements. Apart from that it is identical to v37, and still targets Java 7.

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Changelog

[Unreleased]

Added

org.ojalgo.matrix

org.ojalgo.structure

Changed

org.ojalgo.matrix

org.ojalgo.optimisation

org.ojalgo.structure

[53.3.0] – 2024-02-04

Added

org.ojalgo.function

org.ojalgo.netio

org.ojalgo.type

Changed

org.ojalgo.concurrent

org.ojalgo.data

org.ojalgo.type

[53.2.0] – 2023-12-29

Added

org.ojalgo.data

org.ojalgo.function

org.ojalgo.scalar

[53.1.1] – 2023-10-16

Added

org.ojalgo.data

org.ojalgo.matrix

[53.1.0] – 2023-09-17

Added

org.ojalgo.optimisation

Fixed

org.ojalgo.optimisation

Changed

org.ojalgo.array

org.ojalgo.equation

org.ojalgo.matrix

org.ojalgo.optimisation

Removed

org.ojalgo.optimisation

org.ojalgo.structure

[53.0.0] – 2023-04-16

Added

org.ojalgo.array

org.ojalgo.equation

org.ojalgo.function

org.ojalgo.machine

org.ojalgo.matrix

org.ojalgo.optimisation

org.ojalgo.scalar

org.ojalgo.structure

Changed

org.ojalgo.array

org.ojalgo.function

org.ojalgo.matrix

org.ojalgo.optimisation

org.ojalgo.type

Deprecated

org.ojalgo.array

org.ojalgo.optimisation

org.ojalgo.type

org.ojalgo.structure

Fixed

org.ojalgo.matrix

[52.0.1] – 2022-10-20

Added

org.ojalgo.optimisation

org.ojalgo.type

Changed

org.ojalgo.matrix

org.ojalgo.type

Fixed

org.ojalgo.array

org.ojalgo.matrix

[52.0.0] – 2022-09-27