Hipparchus is an Apache-licensed open source Java mathematics and
statistics library including statistics, distributions, fitting,
linear algebra, filtering and several other packages useful in
statistical analysis and teaching.
Hipparchus 1.3 is now available for download from the Hipparchus
download page [1] or on Maven central and its mirrors under the
groupId org.hipparchus. Highlights in the 1.3 release are:
- Added complex eigen decomposition
- Added solver for continuous time algebraic Riccati equation
- Added Kalman module featuring both a filter for linear processes
and a filter for non-linear processes
- Capability for secondary equations to update the derivatives of
the primary equation in ODE
- Added a matrix decomposer to configure decomposition threshold
independently of the matrix
Feedback, bug reports, and patches welcome!
Phil Steitz
On behalf of the Hipparchus development team
[1] https://www.hipparchus.org/downloads.html