linear algebra libraries?

linear algebra libraries?

[Markus Mottl]

Hello,

I wonder whether there are already any well-designed linear algebra
libraries for OCaml (i.e. with good support for vector and matrix
computations): I'd need one for implementing linear regression
methods. The library needs not be terribly fast (though I wouldn't mind
if it is ;), but should be well-behaved even when fed weird data (like
ill-conditioned matrices).

If I can't find any suitable library, I wouldn't mind interfacing a fast
C-library - but which? Library recommendations welcome!

Best regards,
Markus Mottl

-- 
Markus Mottl, mottl@miss.wu-wien.ac.at, http://miss.wu-wien.ac.at/~mottl

Re: linear algebra libraries?

[Xavier Urbain]

On Thu January 11, 2001, Markus Mottl wrote: 
> Hello,
> 
> 
> If I can't find any suitable library, I wouldn't mind interfacing a fast
> C-library - but which? Library recommendations welcome!
> 
> Best regards,
> Markus Mottl
> 

You should try BLAS.

 http://netlib2.cs.utk.edu/blas/faq.html

 Best regards, 
 Xavier

-- 

Xavier Urbain		
---------------------------------------------------------------
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Université de Paris-Sud            phoneto:  (33) 1 69 15 42 32
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http://www.lri.fr/Francais/Recherche/demons/membres/urbain.html
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Re: linear algebra libraries?

[Markus Mottl]

On Fri, 12 Jan 2001, Xavier Urbain wrote:
> You should try BLAS.
> 
>  http://netlib2.cs.utk.edu/blas/faq.html

I also thought that this might be the best choice if I really have
to interface to C (or here: Fortran) libraries. The availability of
bigarrays, which support Fortran-layout, shouldn't make this task too
difficult, I hope.

Given the problem I want to solve, I'll only need a handful of functions,
but I'll try to get the basic design right so that other people can
continue extending the interface.

I am not terriby educated in numerical computation so if anybody wants to
contribute right from the start (both with design hints or (even better)
code), I could put the project on SourceForge.

Best regards,
Markus Mottl

-- 
Markus Mottl, mottl@miss.wu-wien.ac.at, http://miss.wu-wien.ac.at/~mottl

Re: linear algebra libraries?

[Brian Rogoff]

On Thu, 11 Jan 2001, Markus Mottl wrote:
> Hello,
> 
> I wonder whether there are already any well-designed linear algebra
> libraries for OCaml (i.e. with good support for vector and matrix
> computations): I'd need one for implementing linear regression
> methods. The library needs not be terribly fast (though I wouldn't mind
> if it is ;), but should be well-behaved even when fed weird data (like
> ill-conditioned matrices).
> 
> If I can't find any suitable library, I wouldn't mind interfacing a fast
> C-library - but which? Library recommendations welcome!

I remember using Meschach many years ago in a different life, and it was
pretty good for "non-huge" matrices. You can find it at 

ftp://ftpmaths.anu.edu.au/pub/meschach/meschach.html

It's C, not Fortran. Should be easy enough to hook to OCaml.

I think it would be more interesting to write a native OCaml library. Christophe 
Rafalli has already started something in numerical linear algebra but its
just a start, at 

http://www.lama.univ-savoie.fr/sitelama/Membres/pages_web//RAFFALLI/formel.html

I don't work in this field any more but if you want to specify the interfaces
and need someone to implement some of the algorithms I can find some time
to hack.  

-- Brian

Re: linear algebra libraries?

[Markus Mottl]

On Fri, 12 Jan 2001, Brian Rogoff wrote:
> I remember using Meschach many years ago in a different life, and it was
> pretty good for "non-huge" matrices. You can find it at 
> 
> ftp://ftpmaths.anu.edu.au/pub/meschach/meschach.html

Thanks for the hint - unfortunately, it seems that Meschach is not
actively maintained anymore. The last update was more than 5 years ago. I
wouldn't want to interface to a library which gets out of use...

> It's C, not Fortran. Should be easy enough to hook to OCaml.

I haven't tried it yet (will do now), but it is probably easy enough
to interface to Fortran, too (thanks to the Bigarray module). I'll give
LAPACK and BLAS a go...

> I think it would be more interesting to write a native OCaml library. Christophe 
> Rafalli has already started something in numerical linear algebra but its
> just a start, at 
> 
> http://www.lama.univ-savoie.fr/sitelama/Membres/pages_web//RAFFALLI/formel.html

I have already seen it before - it is really nice, especially, because
it specifies algebraic structures on a very high level. I could imagine
that one can easily integrate efficient libraries into this framework.

> I don't work in this field any more but if you want to specify the interfaces
> and need someone to implement some of the algorithms I can find some time
> to hack.  

Thanks for the offer! If you (and potential other contributors) think it
is a good idea (maybe there are still better options), we could register
a project on SourceForge to interface the BLAS and LAPACK libraries to
OCaml. Since I am usually not too much into this topic, I'll probably
only implement the functionality I need (these libraries are *huge*),
but this should be enough to give the project a start.

If nobody has any counter-arguments, I'll register the project at
SourceForge on Monday...

Best regards,
Markus Mottl

-- 
Markus Mottl, mottl@miss.wu-wien.ac.at, http://miss.wu-wien.ac.at/~mottl

Re: linear algebra libraries?

[David McClain]

Marcus, et al

>Given the problem I want to solve, I'll only need a handful of functions,
>but I'll try to get the basic design right so that other people can
>continue extending the interface.
>

Here is the stuff I use daily to do just what you are asking for. The
sources are included and will probably be of most use to you, as you
probably won't want to learn NML. c.f., especially the tools directory and
the corresponding gluelib directory.

www.azstarnet.com/~dmcclain/nmlpromo.htm

- DM