lubeck 1.3.0
High level linear algebra library for Dlang
To use this package, run the following command in your project's root directory:
Lubeck
High level linear algebra library for Dlang
Required system libraries
See wiki: Link with CBLAS & LAPACK.
API
mtimes
 General matrixmatrix, rowmatrix, matrixcolumn, and rowcolumn multiplications.mldivide
 Solve systems of linear equations AX = B for X. Computes minimumnorm 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
 MoorePenrose pseudoinverse of matrix.det
/detSymmetric
 General/symmetric matrix determinant.eigSymmetric
 Eigenvalues and eigenvectors of symmetric matrix. Qr decomposition:
qrDecomp
withsolve
method  Cholesky:
choleskyDecomp
withsolve
method  LU decomposition:
luDecomp
withsolve
method  LDL decomposition:
ldlDecomp
withsolve
method
Example
/+dub.sdl:
dependency "lubeck" version="~>0.1"
libs "lapack" "blas"
+/
// or libs "openblas"
import std.stdio;
import mir.ndslice: magic, repeat, as, slice;
import lubeck: mtimes;
void main()
{
auto n = 5;
// Magic Square
auto matrix = n.magic.as!double.slice;
// [1 1 1 1 1]
auto vec = 1.repeat(n).as!double.slice;
// Uses CBLAS for multiplication
matrix.mtimes(vec).writeln;
matrix.mtimes(matrix).writeln;
}
Related packages
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/aboutus/
 Registered by Ilya Yaroshenko
 1.3.0 released 3 months ago
 kaleidicassociates/lubeck
 BSL1.0
 Copyright © 20172020, Symmetry Investments & Kaleidic Associates; Copyright (c) 2009, Lars T. Kyllingstad (SciD)
 Authors:
 Dependencies:
 mirlapack
 Versions:

1.3.0 2020Apr24 1.2.1 2020Apr24 1.2.0 2020Apr22 1.1.8 2020Apr16 1.1.7 2019Sep06  Download Stats:


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