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- Dodoni.BasicMathLibrary: (stable, release candidate)
- add interface structure for special functions (erf(x), 1F1(x) etc.) similar to BLAS, LAPACK etc., i.e. a external library can be used
- improve interface for probability distribution functions (including estimators)
- NormalDistribution and LogNormalDistribution moved to Dodoni.MathLibrary, instead a StandardNormalDistribution has been established, where the commulative distribution function etc. is taken from the special functions API
- add interface structure for (one-dimensional) root finder
- add cache for integration of curve interpolation

- Dodoni.ExternalMathLibrary.Yeppp:
- this new assembly serves a wrapper for the Yeppp! library

- Dodoni.CommonMathLibrary: (
*Dodoni.MathLibrary*has been renamed to*Dodoni.CommonMathLibrary*)- start to implement some special functions (erf(x), erfc(x), 1F1(x), W(x) etc.) which are needed for the improved implementation of (Log)NormalDistribution etc.
- add further probability distributions

- Dodoni.BasicMathLibrary:
- improve LAPACK interface structure, add further LAPACK routines (further on demand)
- improve/bugfixing DenseMatrix, GeneralBandMatrix etc.
- improve interface structure for correlation matrix factory (Pseudo-Sqrt matrix)
- improve interface structure for optimizer
- further bugfixing and unit tests

- Dodoni.FinanceBasics:
- add further Implied Black/Bachelier volatility algorithms

- Dodoni.MathLibrary:
- add the following optimizer:
- 1-dimensional: Brent, Golden Search, Simulated Annealing
- Multi-dimensional: Nelder-Mead, Powell, PRAXIS

- further bugfixing and unit tests

- add the following optimizer:
- Dodoni.ExternalMathLibrary.NLopt:
- bugfixing

- Dodoni.XLBasicComponents:
- upgrade to ExcelDNA 0.32

- Dodoni.BasicComponents: (stable, release candiate)
- some bugfixing

- Dodoni.BasicLowLevelMathLibrary:
- has been removed (reorganized, see BasicMathLibrary)

- Dodoni.BasicMathLibrary: (stable, some features are missing)
- contains the
*infastructure*for BLAS, LAPACK, FFT but as well for numerical integration, interpolation, optimizer etc.

- contains the
- Dodoni.MathLibrary.Native.ACML: (stable, release candidate)
- Dodoni.MathLibrary.Native.BLAS: (stable, release candidate)
- Dodoni.MathLibrary.Native.CBLAS: (stable, release candidate)
- Dodoni.MathLibrary.Native.FFTW: (stable, release candidate)
- Dodoni.MathLibrary.Native.MKL: (stable, release candidate)
- Dodoni.MathLibrary.Native.NLopt: (stable, release candidate)
- Dodoni.MathLibrary: (alpha)
- contains some numerical integration routines etc.

- Dodoni.FinanceBasics: (beta)
- Dodoni.FinanceCommonMarketUsages: (alpha, contains a few holiday calendar etc. only)
- Dodoni.XLBasicComponents: (stable, release candidate)
- Dodoni.XLIntegrationGnuplot: (beta - it is a simple example for the use of Dodoni.XlBasicComponents only)

- Dodoni.BasicComponents:
- bugfixing configuration file(s)

- Dodoni.BasicLowLevelMathLibrary:
- managed implementation of BLAS established, unit test for level 1, 2, 3 and bugfixing of the native BLAS wrapper
- start to establish a new LAPACK interface (not yet ready)

Mainly improvements on the Dodoni.BasicLowLevelMathLibrary project:

- Dodoni.BasicLowLevelMathLibrary (beta):
- use System.Numerics.Complex instead of an individual implementation
- add vector unit operations (support of MKL only)
- Fast Fourier Transformation ready (including Fractional FFT); except the real FFT using AMD's ACML
- BLAS level 1 includes a managed implementation BLAS level 2, level 3 are untested, the LAPACK interfaces will be changed
- add unit tests

- minor bugfixes on the other projects, upgrade to ExcelDNA 0.30 for the Excel interface, now more than 3.000 unit tests in total

This pre-release represents the first release that contains some financial functionality. Establish further projects, add unit tests and do some bug fixing:

- Dodoni.BasicComponents (stable, release candidate)
- Dodoni.BasicLowLevelMathLibrary (alpha)
- Dodoni.FinanceBasics (beta)
- Dodoni.FinanceCommonMarketUsages (alpha, contains a few holiday calendar etc. only)
- Dodoni.XLBasicComponents (stable, release candidate)
- Dodoni.XLIntegrationGnuplot (alpha - but it is a simple example for the use of Dodoni.XlBasicComponents only)

Publish the project on codeplex.com, more precisely the generic Excel Add-In of the Dodoni.net project only, i.e. the following assemblies:

- Dodoni.BasicComponents,
- Dodoni.XLBasicComponents,
- Dodoni.XLGuidedTour (a simple example).

First public release (binaries only) on www.dodoni-project.net.

Last edited Jul 5, 2015 at 8:32 PM by dodoni, version 12