@hackage hmatrix0.8.0.0

Linear algebra and numerical computations


A simple scientific library for Haskell

INSTALLATION

See the INSTALL file.

TESTS ---------------------------------------------

$ ghci Prelude> Numeric.LinearAlgebra.Tests.runTests 20

EXAMPLES ------------------------------------------------------

$ ghci Prelude> :m + Numeric.GSL Prelude Numeric.GSL> let quad = integrateQNG 1E-10 Prelude Numeric.GSL> quad (^2) 0 1 (0.3333333333333333,3.700743415417188e-15)

Prelude Numeric.GSL> :m + Numeric.LinearAlgebra Prelude Numeric.LinearAlgebra> let m = (2><3)[1,2,3,4,5,6::Double] Prelude Numeric.LinearAlgebra> let (u,d,v) = full svd m Prelude Numeric.LinearAlgebra> d (2><3) [ 9.508032000695724, 0.0, 0.0 , 0.0, 0.7728696356734838, 0.0 ] Prelude Numeric.LinearAlgebra> u <> d <> trans v (2><3) [ 1.0000000000000004, 2.0, 3.0 , 3.9999999999999996, 5.000000000000001, 6.0 ] Prelude Numeric.GSL> :q Leaving GHCi.

A number of illustrative programs are included in the examples folder.

KNOWN PROBLEMS / BUGS -------------------------------

  • On 64-bit machines the example "minimize.hs", when run from ghci, produces a segmentation fault. It happens in the call to gsl_multimin_fdfminimizer_alloc, inside the C wrapper. If the program is called by runhaskell, it just terminates prematurely, producing no results. Curiously, in compiled mode the program seems to work perfectly well.

  • On Ubuntu 6.06 LTS (Dapper) atlas3-sse2-dev (3.6.0-20) produced segmentation faults when working with big matrices on compiled programs.

ACKNOWLEDGEMENTS -----------------------------------------------------

I thank Don Stewart, Henning Thielemann, Bulat Ziganshin and all the people in the Haskell mailing lists for their help.

  • Nico Mahlo discovered a bug in the eigendecomposition wrapper.

  • Frederik Eaton discovered a bug in the design of the wrappers.

  • Eric Kidd has created a wiki page explaining the installation on MacOS X: http://www.haskell.org/haskellwiki/GSLHaskell_on_MacOS_X

  • Fawzi Mohamed discovered a portability bug in the lapack wrappers.

  • Pedro E. López de Teruel fixed the interface to lapack.

  • Antti Siira discovered a bug in the plotting functions.

  • Paulo Tanimoto helped to fix the configuration of the required libraries. He also discovered the segfault of minimize.hs in ghci.

  • Xiao-Yong Jin reported a bug on x86_64 caused by the assumptions in f2c.h, which are wrong for this architecture.

  • Jason Schroeder reported an error in the documentation.

  • Bulat Ziganshin gave invaluable help for the ST monad interface to in-place modifications.

  • Don Stewart fixed the implementation of the internal data structures to achieve excellent, C-like performance in Haskell functions which explicitly work with the elements of vectors and matrices.

  • Dylan Alex Simon improved the numeric instances to allow optimized implementations of signum and abs on Vectors.

  • Pedro E. López de Teruel discovered the need of asm("finit") to avoid the wrong NaNs produced by foreign functions.

  • Reiner Pope added support for luSolve, based on (d|z)getrs.

  • Simon Beaumont reported the need of QuickCheck<2 and the invalid asm("finit") on ppc. He also contributed the configuration options for the accelerate framework on OS X.

  • Daniel Schüssler added compatibility with QuickCheck 2 as well as QuickCheck 1 using the C preprocessor. He also added some implementations for the new "shrink" method of class Arbitrary.

  • Tracy Wadleigh improved the definitions of (|>) and (><), which now apply an appropriate 'take' to the given lists so that they may be safely used on lists that are too long (or infinite).

  • Chris Waterson improved the configure.hs program for OS/X.

  • Erik de Castro Lopo added buildVector and buildMatrix, which take a size parameter(s) and a function that maps vector/matrix indices to the values at that position.