Add an ALGLIB adapter library

Add an external library that allows easy integration with AlgLib.

Id #1365 | Release: None | Updated: Nov 23, 2011 at 8:04 PM by alexshtf | Created: Nov 23, 2011 at 8:04 PM by alexshtf

Add API that updates an array of the gradient.

We have API that returns an array with the gradient. We need to add an API that updates an array, in case we want to avoid repeated allocation of arrays and for better integration with external lib...

Id #1364 | Release: 1.1 | Updated: May 21 at 7:53 AM by alexshtf | Created: Nov 23, 2011 at 8:03 PM by alexshtf

Hessian

Not sure whether I will really need this at some point, but was just wondering whether this is something that might be added in the future to the library? I am mainly opening this issue so that peo...

Id #1264 | Release: 1.1 | Updated: May 21 at 7:56 AM by alexshtf | Created: Sep 29, 2011 at 6:58 PM by davidacoder

Experiment with parallel computation of value + gradient

Try using Parallel extensions for .NET to allow developers to compute gradients and function values faster on multi-code machines.

Id #683 | Release: None | Updated: May 7, 2012 at 12:54 PM by alexshtf | Created: Feb 27, 2011 at 10:43 AM by alexshtf

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