Re: linear algebra libraries?

[Brian Rogoff <bpr@best.com>]

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