lubeck 0.0.3

High level linear algebra library for Dlang


To use this package, put the following dependency into your project's dependencies section:

dub.json
dub.sdl

lubeck

High level linear algebra library for Dlang

Required static libraries

  • blas/cblas - CBLAS API
  • lapack - FORTRAN 77 LAPACK API

API

  • mtimes - General matrix-matrix, row-matrix, matrix-column, and row-column multiplications.
  • mldivide - Solve systems of linear equations AX = B for X. Computes minimum-norm solution to a linear least squares problem if A is not a square matrix.
  • inv - Inverse of matrix.
  • svd - Singular value decomposition.
  • pca - Principal component analysis of raw data.
  • pinv - Moore-Penrose pseudoinverse of matrix.
  • det/detSymmetric - General/symmetric matrix determinant.
  • eigSymmetric - Eigenvalues and eigenvectors of symmetric matrix.

This work has been sponsored by Symmetry Investments and Kaleidic Associates.

About Kaleidic Associates

We are a boutique consultancy that advises a small number of hedge fund clients. We are not accepting new clients currently, but if you are interested in working either remotely or locally in London or Hong Kong, and if you are a talented hacker with a moral compass who aspires to excellence then feel free to drop me a line: laeeth at kaleidic.io

We work with our partner Symmetry Investments, and some background on the firm can be found here:

http://symmetryinvestments.com/about-us/

Authors:
Ilya Yaroshenko, Lars Tandle Kyllingstad (SciD author)
Dependencies:
mir-lapack, mir-blas
Versions:
0.0.3 2017-Jun-05
0.0.2 2017-Jun-05
0.0.1 2017-May-27
~master 2017-Jun-11
Show all 4 versions
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