Spire Matrix

An add-on to spire for Matrices, with a default BLAS-backed implemenation.

This repo is a prototype / in pre-alpha stage - at this point, expect regular API-breaking changes

Features

Algebra

An add-on to Spire that provides various Matrix data types (up to two dimensions) such as:

Finite Matrix - A matrix with known dimemnsions m x n
Square Matrix - A specialization of finite matrix, with dims m x m.
Upper/LowerTriangularMatrix - A matrix with zeros in the diagonals below/above the leading diagonal.
Transpose - Symbolic representation of a transposed matrix ?

These have accompanying type-classes, such as MatrixMultiplication.

Data Type	Metric Space
FiniteMatrix	✓
SquareMatrix
UpperTriangualMatrix
BandedMatrix

Design Goals

Referential transparency and immutability. The idea is that this will help us to write safer code, and to make code as close as possible to mathematical expressions. The challenge is not to make a performance trade-off. In this sense this library is not trying to be another matlab/numpy/R.
Type-safety through singleton types as dimensional parameters, with various benefits e.g.
- Catches dimension-mismatch in multiplication at compile-time (How often have you had a "dimension mismatch" runtime exception? )
- IDE code-completion restricts only allowed operations, so you can't for example calculate the inverse of a rectangular matrix.
- Support for infinite matrices and matrices with unknown dimensions, for example, to allow streaming calculations.
Provide a default implementation with operations backed by calls to BLAS.
Expressions are interpreted at runtime using lazy evaluation, allowing the most specialised subroutine to be picked dynamically. (It remains to be seen if this provides performance benefits). E.g. $ax + y$ matches the signature of xAXPY but $x + ay$ doesn't. The interpreter matches patterns like these to cover the widest possible use-cases, and should provide consistent performance regardless of how you write an expression.
Minimal dependencies. With the exception of BLAS, this should be an extension of Spire.

QuickStart

val A : Matrix[Double,2,2] = ???
val B : Matrix[Double,2,3] = ???

val C = A * B //doesn't compile

Dependencies

Typelevel 2.12.3 scala compiler. type-literal support is required for specifying matrix dimensions.
netlib-java bindings.
native BLAS/LAPACK (optional) libraries for performance.

Modules

spire-matrix-all pulls in all the dependencies. Include it in your SBT project like so: (TODO : currently there is no artifact - you must build from source)

libraryDependencies ++= ( "org.typelevel" %% "spire-matrix-all" % 0.1 )

Or pick and chose individual modules:

spire-matrix-all
- spire-matrix-core imports live under spire.std. Note currently there are no default JVM implementations so this is just a set of traits.
  - spire-matrix-blas import live under spire.std.matrix.blas
- spire-pageant Natural mathematical input (i.e. syntax) through UTF-16 operators and output via MathML, for use with notebook systems. TBC: probably move to it's own repo. This allows writing expressions such as $ val f = α X + x′ Y $.

pierangeloc/spire-matrix