A purely functional interface to linear algebra and other numerical algorithms, internally implemented using LAPACK, BLAS, and GSL.
This package includes matrix decompositions (eigensystems, singular values, Cholesky, QR, etc.), linear solvers, numeric integration, root finding, etc.
Version 0.16 (june 2014) has new features.
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Source code and documentation (Hackage)
- linear algebra: hmatrix
- numeric algorithms: hmatrix-gsl
- special functions: hmatrix-special
- linear programming: hmatrix-glpk
Contributions, suggestions, and bug reports are welcome!