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LATEST RELEASE

CNL 2020

For a complete list of supported platforms, click here.
To learn more about these updates, see the change log.

Nonlinear Equations

zeros_poly function:

  • Added companion matrix and Aberth's method according to D. A. Bini's implementation as root finding methods. The new methods can be called via optional arguments IMSL_COMPANION_METHOD and IMSL_ABERTH_METHOD, respectively.

zeros_poly (complex) function:

  • Added companion matrix and Aberth's method according to D. A. Bini's implementation as root finding methods. The new methods can be called via optional arguments IMSL_COMPANION_METHOD and IMSL_ABERTH_METHOD, respectively.

Optimization

min_uncon_polytope function:

  • Fixed bugs in the computation of the shrinking step and the computation of the second worst point.

min_con_polytope function:

  • Fixed bugs in the computation of the second worst and final best point.

Regression

pls_regression function:

  • Added new optional arguments: IMSLS_OPT_N_COMPONENTS for the optimal component number, IMSLS_STANDARD_COEF(_USER) for the standard PLS regression coefficients, IMSLS_INTERCEPT_TERMS(_USER) for the intercept terms and IMSLS_PCT_VAR(_USER) for the percentage of variance of predictor and response variables explained by the components. 
  • Improved the performance of the cross-validation section of the code that determines the optimal number of PLS components, and we've fixed a few defects.  More details can be found in the change log.

Categorical and Discrete Data Analysis

categorical_glm function:

  • Refined computation of complementary log-log function and simplified computation of some internal constants.

Time Series and Forecasting

arma function:

  • Extended applicability of the method of moments from the standard ARMA model to general ARMA models.

support_vector_trainer function:

  • Fixed an issue in the radial basis function kernel that significantly improving performance.

CNL 2019

For a complete list of supported platforms, click here.
To learn more about these updates, see the change log.

CMATH Library Improvements

A number of bug fixes and performance improvements were implemented in the following chapters of the CMATH library:

  • Linear Systems
  • Interpolation and Approximation
  • Quadrature
  • Differential Equations
  • Optimization
  • Special Functions
  • Utilities

CSTAT Library Improvements

A number of bug fixes and performance improvements were implemented in the following chapters of the CSTAT library:

  • Regression
  • Categorical and Discrete Data Analysis
  • Time Series and Forecasting
  • Probability Distribution Functions and Inverses
  • Random Number Generation

 

Math and Stat User Guide

Math and Stat User Guide now includes information about:

  • OpenMP "schedule(runtime)" clause.
  • OpenMP OMP_NUM_THREADS and OMP_NESTED environment.