What's New in IMSL C Numerical Library

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.

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.

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_glm function:

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

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.