v0.8.0

BasisMatrices v0.8.0

Diff since v0.7.0

Breaking changes

• The minimum supported Julia version has been raised from 1.6 to 1.10 (the current LTS).

Merged pull requests:

• Fix unused type parameter warning in mul! function generation using AST (#67) (@Copilot)
• Add comprehensive GitHub Copilot instructions for BasisMatrices.jl (#69) (@Copilot)
• CI: Update CI workflows to modern GitHub Actions and Julia versions (#71) (@Copilot)
• CI: Update TagBot workflow to recommended pattern (#73) (@Copilot)
• CI: Update CompatHelper workflow to v3 template (#75) (@Copilot)
• Fix deprecated Vararg usage in type parameters and update documentation (#77) (@Copilot)
• CompatHelper: add new compat entry for Statistics at version 1, (keep existing compat) (#78) (@github-actions[bot])
• CompatHelper: bump compat for QuantEcon to 0.17, (keep existing compat) (#79) (@github-actions[bot])
• Resolve merge conflict: update QuantEcon compat to include 0.17 (#80) (@Copilot)
• v0.8.0 (#81) (@oyamad)

Closed issues:

• PERF: Vectorized vs. non-vectorized interpolation (#61)
• Error with row_kron on sparse matrices (#62)
• TagBot trigger issue (#63)
• meaning of the parameter (#64)
• FIX: Fix warning on unused type parameter in mul! (#66)
• ✨ Set up Copilot instructions (#68)
• CI: Update CI workflows (#70)
• CI: Update TagBot workflow (#72)
• CI: Update CompatHelper workflow (#74)
• Fix deprecated Vararg usage in type parameters (#76)

v0.7.0

BasisMatrices v0.7.0

Diff since v0.6.0

Closed issues:

• 0.7 compat (#52)
• reference (#56)

Merged pull requests:

• Install TagBot as a GitHub Action (#54) (@JuliaTagBot)
• Add Project.toml, switch to structs (immutable), update demos for Julia 1+ (#57) (@magerton)
• CompatHelper: add new compat entry for "QuantEcon" at version "0.16" (#58) (@github-actions[bot])
• CompatHelper: add new compat entry for "Combinatorics" at version "1.0" (#59) (@github-actions[bot])

Julia 1.0 compatible version

v0.6.0

ENH: drop compat

Drop Julia 0.5 and maintenance

Bug fixes

• Fix evalbase ChebParams with scalar argument (#36 and #37)

Enhancements

• Added routines for type stable calls to complete_polynomial (see #33)
• Allow complete_polynomial to be called with any AbstractArray (47a15a1)
• Make sure node(::Basis) always returns (Array, NTuple{N,<:Array})` (ref #38 and 75f93a5)
• Run femtocleaner to clean up pre-0.6 deprecations (#39)
• Better eltype prediction, allowing for use in ForwardDiff.jl (#40 and #41)
• nodes always returns Vector instead of a Range-like thing (9fd30c6)
• Use less memory when evaluating integrals or derivatives of ChebParams (a03a788)

Documentation

• Update readme so struct definitions match actual code (#35 and 7cc768a, 192cc38)

Replace dependency Iterators with IterTools

Fixes

• Replace the now-deprecated Iterators with IterTools -- thanks @benhemingway (ref: #34 )

More complete API for complete polynomials

Added methods for

complete_polynomial!?{N,D}((out)?, ::Union{Type{Degree{N}},Degree{N}}, ::Union{Type{Derivative{D}},Derivative{D}})

perf

performance fixes to complete

automatically drop third dimension when calling evalbase with a single order.

bugfix

Fix a method ambiguity error.

Performance and stability

New features

• Introduction of a custom sparse matrix type SplineSparse. Allows for compact representation of a Spline BasisMatrix as well as efficient computation of row_kron and funeval
• Smolyak interpolation (See b29fb7b. Also 65ee30b, 469cf63, a5ff91d)
• Updates to complete polynomials (thanks @cc7768 -- see #26)
  • 1st order derivatives
  • Specialized methods for evaluation at one point (a vector)
• Julia 0.6 compatibility
• New demo and example (thanks @vgregory757 ) (bd92d9f, adf9e7e)
• Consistent API for all subtypes of BasisParams
• Can now pass the types Expanded, Direct, or Tensor when constructing a BasisMatrix instead of only being able to pass instances (e.g. Expanded now works where before you needed Expanded())
• New method for ::Basis \ ::AbstractArray to do fitting.
• LinParams and SplineParams now have a type parameter for the type of abstract vector representing breakpoints. Helps with memory efficiency inside that type, in the nodes function, and leaves room for performance enhancements in routines like lookup and evalbase (although these improvements haven't been implemented yet).
• a BasisMatrix can now be constructed with element type that is not Float64. The element type of the underlying arrays will be determined from the fields of the XParams instance (breaks for LinParams and SplineParams, and a/b for ChebParams) and the points x at which the basis matrix is to be constructed
• You can now construct a BasisMatrix without specifying the underlying storage type (e.g. Tensor, Direct, or Expanded) -- one will be chosen for you based on the type of evaluation x points.

Breaking changes

• Rename BasisStructure --> BasisMatrix
• Only field of Basis is a tuple of BasisParams objects. Constructors and methods are backwards compatible, so it shouldn't impact standard usage
• evaluate(::Interpoland, ...) has been renamed to call. So if you had an Interpoland object itp you evaluate at a point x by calling itp(x) instead of evaluate(itp, x)

Improvements

• >100x performance improvement in calling funeval with a basis containing only SplineParams or LinParams
• Chebyshev evalbase now faster.
• Type stability throughout the library -- especially in the funeval family of methods
• No longer squeeze trailing dimensions of returns from funeval. Instead we have many more specialized methods that do the trimming in a type stable way. Things just "just work" how you'd expect them to work.
• The interpolated type now uses the Tensor form internally for (re-)fitting
• Spline evaluation now more efficient as row and column indices can be reused for all requested derivative orders
• Add @inferred to many tests to ensure we don't get type instability regressions.