IMSL(R) Java(TM) Numerical Library: Change Log

If you have problems installing/using any product, contact IMSL Customer Support. The Customer Support group researches and answers your questions about all IMSL products. Contact information can be found in the file README located in this directory.

For release dates and maintenance and support schedules, see Rogue Wave Product Lifecycle Information.

2020.0.0

• Announcements
  • none
• Additions
  • com.imsl.math
    • Linear Systems
      • ComplexSVD
        • Computes the Singular Value Decomposition (SVD) of a general complex matrix.
    • Eigensystem Analysis
      • ComplexEigen
        • Computes the eigenvalues and eigenvectors of a general square complex matrix.
    • Optimization
      • NelderMead
        • Solves unconstrained and box-constrained optimization problems using a direct search polytope method.
  • com.imsl.stat
    • Time Series
      • EGARCH
        • Estimates an exponential GARCH model.
      • ExtendedGARCH
        • Abstract class for extensions to GARCH models with methods for estimation, filtering, and forecasting.
    • Multivariate Analysis
      • FactorAnalysis
        • Added new methods for computation of factor score coefficients and factor scores.
• Improvements
  • General
    • Improved performance of internally used BLAS method gemm for larger matrices.
  • com.imsl.datamining
    • Data Mining
      • PredictiveModel
        • Improved data integrity with clone methods and copy constructors for extending classes including GradientBoosting, DecisionTree extending classes, and SupportVectorMachine extending classes.
      • Apriori
        • Improved performance of method getFrequentItemsets for large numbers of candidate itemsets.
        • Modified methods in Apriori so that the IDs of the input items are now arbitrary and identical with the IDs of the output items. The old version required the input items to be numbered 1,2,...,maxNumProducts and returned transformed items in the range 0,1,...,maxNumProducts-1.
        • Corrected internal computation of the absolute minimum support.
  • com.imsl.stat
    • Multivariate Analysis
      • FactorAnalysis
        • Corrected bug in method setVariances that prevented user-defined unique variances from getting actually used.
        • Changed default initial unique variances for the generalized least squares, maximum likelihood and image factor analysis models since they require initial unique variances greater than zero.
        • Corrected handling of the principal component model.
        • Corrected some internal constants.

2018.1.0

• Announcements
  • none
• Additions
  • com.imsl.stat
    • Basic statistics and tests
      • WelchsTTest
        • Added new class for Welch's approximate t-test for two independent normal populations with unequal variances.
  • com.imsl.math
    • Linear Systems
      • Matrix
        • Added new methods for matrix-vector, vector-matrix, matrix-matrix and vector-matrix-vector multiplications with general or symmetric matrices.
• Improvements
  • com.imsl.math
    • Linear Systems
      • Matrix
        • Improved performance of methods transpose and multiply(double[], double[][]) for larger matrices.
    • Interpolation and Approximation
      • CsShape
        • Relaxed internal tolerance value in order to get results comparable with the IMSL C Numerical Library.
    • Optimization
      • DenseLP
        • Extended method setConstraintType to allow for constraints of type 4, i.e. constraints that can be ignored.
      • QuadraticProgramming
        • Implemented various performance improvements.
  • com.imsl.stat
    • Categorical and Discrete Data Analysis
      • CategoricalGenLinModel
        • Tightened internal tolerance values in order to get more accurate parameter estimates.
        • Fixed bugs in the processing of initial estimates defined via method setInitialEstimates.
        • Changed default value for convergence tolerance eps from 0.001 to Math.sqrt(2.2204460492503130808e-15).
  • com.imsl.datamining
    • Data Mining
      • BootstrapAggregation
        • Corrected the permutation step in the calculation of variable importance.
      • PredictiveModel
        • Corrected for categorical response variables with missing categories.
        • Corrected default value for variable maxCategories in method setMaxNumberOfCategories.
      • GradientBoosting
        • Corrected implementations for HUBER-M and ADABOOST loss functions.
  • com.imsl.datamining.decisionTree
    • Decision Trees
      • DecisionTree
        • Changed the default predicted value to the parent node predicted value.
      • RandomTrees
        • Corrected the permutation step in the calculation of variable importance.
      • DecisionTreeInfoGain
        • Changed access modifier for method information from protected to default.

2018.0.0

• Announcements
  • Notice to customers using JMSL Charting: the charting functions have been moved to a separately distributable JAR that is only available upon request. Future development and distribution options will be determined based on customer requests for this product. Please contact your Rogue Wave account representative or Rogue Wave support with any questions concerning this announcement.
  • Notice to customers using Java3D: this will be the last planned version to support Java3D in the chart module. Please contact your Rogue Wave account representative or Rogue Wave support with any questions concerning this announcement.
  • Notice to customers using Java3D: Java3D libraries are not distributed with the chart product. Java3D must be downloaded separately. Please contact your Rogue Wave account representative or Rogue Wave support with any questions concerning this announcement.
  • IMSL is transitioning toward online only documentation. Currently documentation is available with the installation of the product and on our website https://www.roguewave.com/help-support/documentation/imsl-numerical-libraries#java. In future releases documentation will be available only at https://www.roguewave.com/help-support/documentation/imsl-numerical-libraries#java
  • IMSL has transitioned to the use of a Change Log documenting the running list of all changes that have occurred to the product over the course of multiple releases, rather than distributing a new file containing notes that are specific to the particular release.
• Additions
  • com.imsl.stat
    • Regression
      • LinearRegression
        • Added a new method that returns the right-hand side d of the upper triangular system Rx=d from the QR-transformed regression problem.
        • Added a new method that returns the column permutation used in the QR decomposition of the regression problem.
  • com.imsl.datamining
    • Data Mining
      • PredictiveModel
        • Added a new method to return the constant series flag.
• Improvements
  • com.imsl.math
    • Linear Systems
      • SVD: Corrected sign in formula for shift calculation.
    • Optimization
      • BoundedLeastSquares
        • Corrected the procedure for checking the stopping criteria at the initial point.
      • QuadraticProgramming
        • Corrected computation of constraint inconsistencies.
        • Relaxed error tolerance slightly to allow for a wider range of problems to be solved.
      • MinConNLP
        • Fixed index-out-of-range issue that occurred when lower or upper bounds on the variables were set via methods setXlowerBound and setXupperBound, respectively.
  • com.imsl.stat
    • Regression
      • LinearRegression
        • Added column pivoting capability to the QR decomposition in order to fix problems with matrices of regressors that are not full column rank.
    • Time Series and Forecasting
      • ARMA
        • Added exception that is thrown if the absolute values of the time series residuals during the ARMA parameter estimation become too large.
      • AutoARIMA
        • Fixed bug in the setup of the matrix for joint outlier detection.
        • Improved performance of outlier detection, resulting in significant improvements in overall performance for cases involving many potential outliers.
  • com.imsl.stat.distributions
    • Maximum Likelihood Estimation
      • MaximumLikelihoodEstimation
        • Corrected variance-covariance matrix output from method getVarCov.
  • com.imsl.datamining
    • Data Mining
      • PredictiveModel
        • Corrected the error handling of a constant response series.
      • PredictiveModel
        • Corrected an error in setting the number of classes.
      • PredictiveModel
        • Added an error check in setNumberOfClasses.
      • GradientBoosting
        • Corrected a bug when testData is null.
      • GradientBoosting
        • Removed class variables that conflicted with the PredictiveModel parent class.
      • GradientBoosting
        • Corrected handling of different base learner exceptions.
  • com.imsl.datamining.decisionTree
    • Decision Trees
      • DecisionTree
        • Improved performance of the partitioning algorithms.
      • DecisionTree
        • Corrected a bug in initializing the root node.
      • DecisionTree
        • Changed the code to handle empty classes.
      • GradientBoosting
        • Corrected a bug when testData is null.
      • GradientBoosting
        • Removed class variables that conflicted with the PredictiveModel parent class.
      • GradientBoosting
        • Changed the code to handle different levels of exceptions from the base learner.

7.3.1

• Announcements
  • none
• Additions
  • com.imsl.stat
    • Basic Statistics
      • PooledCovariances
        • Computes the pooled variance-covariance matrix from one or more sets of observations.
      • RandomSamples
        • Generates a simple pseudorandom sample from a finite population, a sample of indices, or a permutation of an array of indices.
  • com.imsl.stat.distributions
    • Probability Distributions and Parameter Estimation
      • ContinuousUniformPD
        • The continuous uniform probability distribution
      • ExponentialPD
        • The exponential probability distribution
  • com.imsl.datamining
    • Data Mining
      • BootstrapAggregation
        • Added new methods to get out-of-bag predictions.
      • BootstrapAggregation
        • Added new method to get variable importance measures based on out-of-bag predictions.
      • PredictiveModel
        • Added new methods to set and get maximum iterations.
      • PredictiveModel
        • Added new method to get estimated class probabilities.
  • com.imsl.datamining.decisionTree
    • Decision Trees
      • RandomTrees
        • Performs a random forest ensemble method for decision trees.
  • com.imsl.datamining.supportvectormachine
    • Support Vector Machines
      • SupportVectorMachine
        • Abstract class for support vector machines
      • SVClassification
        • Performs support vector machine optimization and prediction for classification problems.
      • SVRegression
        • Performs support vector machine optimization and prediction for regression problems.
      • SVOneClass
        • Performs support vector machine optimization and prediction for the one-class problem.
      • Kernel
        • Abstract class for kernel functions used in support vector machines
      • LinearKernel
        • The linear kernel function
      • PolynomialKernel
        • The polynomial kernel function
      • RadialBasisKernel
        • The radial basis kernel function
      • SigmoidKernel
        • The sigmoid kernel function
• Improvements
  • com.imsl.stat
    • Time Series and Forecasting
      • ARMA
        • Added optimality check for the starting point of the ARMA parameter optimization.
      • AutoARIMA
        • Corrected forecast computation for time series that do not start with time value 1.

7.3.0

• Announcements
  • none
• Additions
  • none
• Improvements
  • General
    • Made various grammatical and typographical corrections to the documentation.
    • Updated Data Mining Usage Notes of chapter 29.
  • com.imsl.stat
    • Regression
      • StepwiseRegression.getCoefficientTTests
        • Clarified return value documentation.
    • Time Series and Forecasting
      • ARMA
        • Added a new exception for nonstationary and noninvertible method of moment estimates.
      • ARMA
        • Added new methods to set and get maximum iterations and function evaluations.
      • ARMA
        • Corrected a bug in setting the maximum iterations.
      • ARMAMaxLikeLihood
        • Added a check for nonstationary and noninvertible initial estimates.
    • Multivariate Analysis
      • ClusterKMeans
        • Added the K-means++ algorithm to select the initial cluster centers.

7.2.0

• Announcements
  • none
• Additions
  • com.imsl.datamining
    • Predictive Models
      • GradientBoosting
        • Performs stochastic gradient boosting for classification or regression problems.
    • Decision Trees
      • DecisionTree.getNodeAssignments
        • Returns node assignments for a set of test data.
• Improvements
  • none

7.1.0

• Announcements
  • The DTD support for XML charting is now located at http://www.roguewave.com/products/jmsl/chart.dtd.
  • Some JMSL classes require user defined methods. It is the responsibility of the user to assure that these methods do not return NaN, infinity or negative infinity values.
  • The QuickStart Guide is no longer offered.
  • Use of JMSL requires a Java development environment, such as Oracle's JDK 7.0.
  • Class SparseLP can accept inputs in Compressed Sparse Column (CSC), or Harwell-Boeing format. See Users' Guide for the Harwell-Boeing Sparse Matrix Collection.
  • Variable length argument lists (varargs) do not display correctly in the documentation. A note has been added where this occurs and the issue will be corrected in the future.
  • In addition to the jar file, jmsl.jar, users have the option of using jar files containing subsets of the entire product. The jar file, jmslnumerics.jar, does not contain any references to javax.swing or JMSL charting classes. The jar file, jmslchart.jar, contains the JMSL charting classes. It does not contain any of the numeric classes.
  • For Windows-based systems, the user may experience different results between OpenGL and Direct 3D (D3D) when printing JMSL 3D graphs. These differences may be related to differences in video hardware and drivers, as well as versioning issues of OpenGL and D3D. The user should experiment with each method to determine the optimal method for printing 3D graphs. The default is to use OpenGL. To use D3D set the Java system property j3d.rend to d3d. This can be done on the command line using the option -Dj3d.rend=d3d.
  • Serialization of JMSL classes will not be compatible with future JMSL releases. The current serialization support is appropriate for short term storage or RMI between applications running the same version of JMSL.
• Additions
  • General
    • New information in Chapter 1: Introduction on Compressed Sparse Column (CSC) Format.
  • com.imsl.math
    • Optimization
      • SparseLP
        • Solves a sparse linear programming problem.
  • com.imsl.stat
    • Basic Statistics
      • Sort.ascending(int[][] ia, int nKeys)
        • Sorts a matrix into ascending order by the first nKeys.
      • Sort.ascending(int[][] ia, int nKeys, int[] iperm)
        • Sorts a matrix into ascending order according to the first nKeys keys and returns the permutation vector.
      • Sort.ascending(int[][] ia, int[] indkeys, int[] iperm)
        • Sorts a matrix into ascending order by specified keys and returns the permutation vector.
• Improvements
  • General
    • Made various grammatical and typographical corrections to the documentation.
  • com.imsl.math
    • Special Functions
      • Bessel.J(double x, int n)
        • Resolved discrepant signs in the answer.
      • Bessel.J(double xnu, double x, int n)
        • Updated input checks to be consistent with the documentation.
  • com.imsl.io
    • Input/Output
      • MPSReader.getLowerRange
        • Corrected bug in reading the RANGES section in an MPS file.
  • com.imsl.datamining
    • Datamining
      • Apriori
        • Corrected confidence value calculations.
      • Apriori
        • Improved memory handling for large candidate itemsets.
      • Itemsets.getItemsetsMatrix
        • The format of the returned matrix has been reformatted to conserve memory.
      • PredictiveModel
        • PredictiveModel.VariableType.IGNORE is now handled correctly.
  • com.imsl.datamining.decisionTree
    • Decision Tree
      • CHAID
        • PredictiveModel.VariableType.IGNORE is now handled correctly.

7.0.0

• Announcements
  • none
• Additions
  • com.imsl.math
    • Optimization
      • MinUnconMultiVar.getNumberOfThreads
        • Returns the number of Threads used for parallel processing.
      • MinUnconMultiVar.setNumberOfThreads
        • Sets the number of Threads to be used for parallel processing.
      • NonlinLeastSquares.getNumberOfThreads
        • Returns the number of Threads used for parallel processing.
      • NonlinLeastSquares.setNumberOfThreads
        • Sets the number of Threads to be used for parallel processing.
      • MinConGenLin.getNumberOfThreads
        • Returns the number of Threads used for parallel processing.
      • MinConGenLin.setNumberOfThreads
        • Sets the number of Threads to be used for parallel processing.
      • BoundedLeastSquares.getNumberOfThreads
        • Returns the number of Threads used for parallel processing.
      • BoundedLeastSquares.setNumberOfThreads
        • Sets the number of Threads to be used for parallel processing.
      • MinConNLP.getNumberOfThreads
        • Returns the number of Threads used for parallel processing.
      • MinConNLP.setNumberOfThreads
        • Sets the number of Threads to be used for parallel processing.
      • MinConNLP.getOptimalValue
        • Returns the optimal value of the objective function.
      • QuadraticProgramming.getOptimalValue
        • Returns the optimal value of the objective function.
  • com.imsl.stat
    • Basic Statistics
      • Summary.getNumberOfObservations
        • Returns the number of non-missing observations.
      • Summary.numberOfObservations
        • Returns the number of non-missing observations in the given data set.
    • Time Series and Forecasting
      • AutoCorrelation.getNumberOfThreads
        • Returns the number of Threads used for parallel processing.
      • AutoCorrelation.setNumberOfThreads
        • Sets the number of Threads to be used for parallel processing.
      • HoltWintersExponentialSmoothing
        • Implements Holt-Winters triple exponential smoothing for a univariate time series.
      • TimeSeries
        • Describes data as a time series.
      • TimeSeriesOperations
        • Provides methods to perform operations on TimeSeries objects.
      • VectorAutoregression
        • Provides methods for vector autoregression (VAR).
    • Multivariate Analysis
      • ClusterKNN
        • Performs a k-Nearest Neighbor classification.
    • Probability Distribution Functions and Inverses
      • Cdf.complementaryNoncentralF
        • Evaluates the complementary noncentral F cumulative distribution function.
  • com.imsl.stat.distributions
    • Probability Distributions and Parameter Estimation
      • ProbabilityDistribution
        • Abstract class for univariate probability distributions
      • PDFGradientInterface
        • Interface for a ProbabilityDistribution which provides a pdf gradient
      • PDFHessianInterface
        • Interface for a ProbabilityDistribution which provides a pdf hessian
      • MaximumLikelihoodEstimation
        • Computes maximum likelihood estimates for univariate probability distributions.
      • BetaPD
        • The beta probability distribution
      • GammaPD
        • The gamma probability distribution
      • NormalPD
        • The normal or Gaussian probability distribution
  • com.imsl.finance
    • Finance
      • DayCountBasis.setEOM
        • Specifies whether to use the End-Of-Month rule.
      • Bond.price
        • Evaluates the price of an odd first period (long and short) coupon bond, given its yield.
      • Bond.price
        • Evaluates the price of an odd last period (long and short) coupon bond, given its yield.
      • Bond.yield
        • Evaluates the yield of a security with an odd first (long and short) coupon period that pays periodic interest, given its price.
      • Bond.yield
        • Evaluates the yield of a security with an odd last (long and short) coupon period that pays periodic interest, given its price.
  • com.imsl.datamining
    • Datamining
      • Apriori
        • Implements the Apriori algorithm.
      • Itemsets
        • Describes the sets of items discovered by the Apriori algorithm.
      • AssociationRule
        • Describes the association rules generated by the Apriori algorithm.
    • Kohonen Self Organizing Map
      • KohonenSOM
        • Describes a Kohonen map.
      • KohonenSOMTrainer
        • Abstract class for training a Kohonen network
    • Predictive Models
      • PredictiveModel
        • Abstract class for predictive models
      • BootstrapAggregation
        • Performs bootstrap aggregation for predictive models.
      • CrossValidation
        • Performs cross validation for predictive models.
  • com.imsl.datamining.decisionTree
    • Decision Tree
      • Decision Tree Chapter Introduction
        • Details decision tree analysis.
      • ALACART
        • Implements the ALACART method for generating a decision tree.
      • C45
        • Implements the C45 method for generating a decision tree.
      • CHAID
        • Implements the CHAID method for generating a decision tree.
      • QUEST
        • Implements the QUEST method for generating a decision tree.
      • DecisionTree
        • Abstract class for generating decision trees
      • DecisionTreeInfoGain
        • Extends DecisionTree for methods which use an information gain criteria.
      • Tree
        • The decision tree structure
      • TreeNode
        • A DecisionTree node which may be used as a child node of Tree
• Improvements
  • General
    • Made various grammatical and typographical corrections to the documentation.
    • The product is no longer license-managed for users who have purchased the product.
  • com.imsl.math
    • Linear Systems
      • ComplexMatrix
        • Added new exception handling for parallel processing.
      • Matrix
        • Added new exception handling for parallel processing.
      • SuperLU
        • Resolved missing warning message in message resource file.
    • Eigensystem Analysis
      • SymEigen
        • Adjustments were made to the calculation of the scaling factor.
      • SymEigen
        • Corrected eigenvalue and eigenvector calculation.
    • Optimization
      • MinUnconMultiVar
        • Class has been parallelized.
      • NonlinLeastSquares
        • Class has been parallelized.
      • NonlinLeastSquares
        • Changed exception to a warning and added a test to break out of a while loop to prevent a possible infinite loop.
      • MinConGenLin
        • Class has been parallelized.
      • MinConNLP
        • Class has been parallelized.
      • BoundedLeastSquares
        • Class has been parallelized.
      • BoundedLeastSquares
        • Changed exception to a warning and added a test to break out of a while loop to prevent a possible infinite loop.
      • BoundedLeastSquares.getJacobian
        • Now returns the Jacobian whether specified by the user or not.
    • Special Functions
      • Sfun.logGammaCorrection
        • Deprecated.
  • com.imsl.finance - Bond.price - Updated the price calculation when the number of coupons n=1. - Bond.yield - Improved the zero root finder in the yield calculation. - Bond.yield - Relaxed the lower bound of 0 from the yield calculation.
  • com.imsl.stat
    • Basic Statistics
      • Summary.maximum
        • Corrected bug which causes incorrect values to be returned when input has NaNs.
      • Summary.minimum
        • Corrected bug which causes incorrect values to be returned when input has NaNs.
      • NormOneSample.setConfidenceMean
        • Updated the documentation.
      • NormTwoSample
        • Updated the documentation.
      • NormTwoSample
        • Enhanced the treatment of missing values.
      • NormTwoSample
        • Corrected bug which causes incorrect values to be returned when update methods are used.
      • NormTwoSample.getTTestDF
        • Corrected bug which calculates the degrees of freedom incorrectly when a sample has only one observation.
      • Covariances
        • Corrected bug producing incorrect results for constant variables.
      • Sort
        • Updated the documentation.
      • TableMultiWay
        • Updated the documentation.
      • TableMultiWay
        • Corrected bug in applying user defined frequencies in unbalanced tables.
    • Regression
      • NonlinearRegression
        • Changed exception to a warning and added a test to break out of a while loop to prevent a possible infinite loop.
    • Nonparametric Statistics
      • WilcoxonRankSum
        • Enhanced the treatment of missing values.
      • WilcoxonRankSum
        • Added the exact p-values calculation.
      • WilcoxonRankSum
        • Modified the use of a correction term so that negative p-values do not occur.
      • WilcoxonRankSum
        • Switched to using tabulated p-values for small sample sizes to avoid a state where an access violation could occur.
    • Time Series and Forecasting
      • AutoCorrelation
        • Class has been parallelized.
      • ARAutoUnivariate
        • Improved memory usage.
      • ARMA
        • Corrected under allocation of space for unconstrained nonlinear least squares solver.
      • ARMA
        • Added check to confirm the number of parameters is less than or equal to the number of squared residuals for the unconstrained nonlinear least squares
      • ARMA
        • Changed exception to a warning and added a test to break out of a while loop to prevent a possible infinite loop.
      • GARCH.getAR
        • Deprecated.
      • GARCH.getMA
        • Deprecated.
      • GARCH.getGARCH
        • Returns the estimated values of the GARCH coefficients.
      • GARCH.getARCH
        • Returns the estimated values of the ARCH coefficients.
      • GARCH.getX
        • Updated the documentation.
      • LackOfFit
        • Corrected bug in calculating p-value.
  • com.imsl.io
    • Input/Output
      • AbstractFlatFile
        • Created empty methods to implement new interface methods in ResultSet for JDK 1.6 and 1.7.
      • FlatFile
        • Created empty methods to implement new interface methods in ResultSet for JDK 1.6 and 1.7.