0.5-772 (Jan 16, 2024) * Function to compute the Wilson-Hilferty transformation for chi-squared random variables has been renamed WH.normal * Wilson-Hilferty transformation now allows manipulation of Gamma distributed variates. * API with several Wilson-Hilferty transformations is provided (to support MVT and L1pack). 0.5-77 (Dec 7, 2023) * Issue related to an erroneous call to a C function for error handling has been fixed. * Function to compute the modified Cholesky factorization was added. 0.5-7 (Oct 12, 2023) * The robust Jarque-Bera test proposed by Gel and Gastwirth was added. * Added functions for random generation of vectors uniformly distributed on the unitary sphere and in the unitary ball. * Function to compute the scaled condition number has been included. 0.5 (Apr 18, 2023) * Added procedure of Doornik and Hansen, Jarque and Bera and Adjusted Lagrange multiplier statistics for testing univariate normality based on the standardized third and fourth moments. * Minor modifications of moments() function, definition of the kurtosis coefficient was corrected. 0.4-1245 (Oct 7, 2022) * Added function to random generation of multivariate normal deviates. * Issue related to casts from R_GetCCallable was fixed (pointed out by Prof. Brian Ripley). * Minor clean-ups in R_init_fastmatrix.c * Now summary function for ols objects using "cg" method does not show the standard error. 0.4-124 (Aug 10, 2022) * Added function to compute the krylov matrix. * Added function to form the Frank matrix. * Function matrix.polynomial has been removed from the package. * Issues in C/Fortran code of version 0.4-12 were corrected. 0.4-12 (Jul 5, 2022) * Added function to evaluate a real general matrix polynomial. * Added procedure for testing the variance homogeneity of correlated variables. * Function to compute AR(1) and compound symmetry correlation matrices were included. * Several C symbols callable by another packages were added. 0.4-1 (Apr 21, 2022) * Added function to form a symmetric circulant matrix. * Deprecated legacy S constants were fixed. 0.4 (Feb 13, 2022) * Added function for rank-1 update to Cholesky factorization. * Method "MSE" for optimal selection of ridge parameter was added. * Added procedure to equilibrate symmetric matrices. * Routine to computation of Bezier curve based on n+1 control points was included. * Symbols for BLAS level 1 for plane and givens rotations were included. 0.3-8196 (Oct 18, 2021) * Added function to build the Helmert matrix of order 'n'. * Function for calculation of the mediancenter was added. * Character strings in C wrappers to BLAS and LAPACK functions now are portable (according to guidelines described in 'Writing R Extensions' Section 6.6.2) 0.3-819 (May 07, 2021) * Added functions for solving linear systems using Jacobi, Gauss-Seidel and conjugate gradients iterative methods. * Function for calculation of central moments up to fourth order was included. * Minor issue in the computation of the geometric mean was corrected. * Now some BLAS level 1 functions provided by fastmatrix are slightly faster. * Routine for applying the whitening transformation on a data matrix. * Routine for computation of the Hadamard product now is slightly faster. * Routine for the LDL decomposition of symmetric real matrices was included. 0.3-81 (Feb 05, 2021) * ols function now has a method for conjugate gradients (cg) to fits a linear regression. * Now cov.weighted is slightly faster. 0.3-8 (Jan 21, 2021) * Added function to fit a linear model by ridge regression. This routine has options to choose the ridge parameter by minimizing the generalized cross-validation criterion as well as selecting an optimal value from a grid of specified values. * Added function to compute the geometric mean using a Fused-Multiply-and-Add (FMA) compensated scheme for accurate computation of floating-point product. * Added function to compute the Wilson-Hilferty transformation for chi-squared random variables. 0.3 (Nov 24, 2020) * Added routines is.lower.tri and is.upper.tri for checking if a matrix is lower or upper triangular. * Routine for computation of the Mahalanobis distances was added, this function checks if the covariance is a positive definite matrix. * Added routines to compute measures of multivariate skewness and kurtosis proposed by Mardia (Biometrika 57, 519-530). * Several C symbols callable by another packages were added. 0.2-3571 (Oct 10, 2020) * Added routines to support L1pack R package. * Added routines for ordinary least-squares (OLS) using several methods: Cholesky (chol), QR decomposition (qr), singular value decomposition (svd), and the Sweep operator (sweep). This provides an alternative to extend the procedures available in OLS. * Routine for estimation of the covariance matrix using the Mean Square Successive Method (MSSD) was included. * Added routine to estimation of the weighted mean and covariance matrix. * Wrapper to a C version of the Kronecker product. * Several new addtions to the Interface to C code callable by another packages. * Underlying code to estimation of the covariance matrix were slightly recrafted to avoid data movement. 0.2-357 (Sep 17, 2020) * Added routines to support SpatialPack R package. * Set of routines for LU factorization was added. * Matrix inversion inside 'sherman.morrison' now use 'lu2inv' function. * Added functions to do operations envolving the symmetrizer matrix. 0.2-35 (Sep 05, 2020) * src/minkowski.f: An error was fixed in Fortran function underlying to Lp-norm (minkowski) for vectors with increments not equal to one. * Clean-ups in C, R code and documentation. * Minor issue in R_init_fastmatrix.c file was corrected. * Interface to C code callable by another C code from other packages is provided. 0.2-3 (Aug 28, 2020) * Added functions for array multiplication and bracket product. * Added functions to do operations envolving the commutation matrix. * Functions for inner products and norms for matrices were included. * Added 'minkowski' function to Lp-norm computation on vectors. * Added function to do column-equilibration on rectangular matrices with the aim of reduce its condition number. * A routine for computation of the dominant eigenvalue and its associated eigenvector using the power method was included. * Added a function to carry out the sweep operator on symmetric matrices. * An implementation of Sherman-Morrison formula was added. 0.2 (Aug 14, 2020) * Initial release of the fastmatrix package on CRAN