hmatrix: Linear algebra and numerical computations

-----------------------------------------
 A simple scientific library for Haskell
-----------------------------------------

INSTALLATION

See the INSTALL file.

TESTS ---------------------------------------------

$ ghci
Prelude> Numeric.LinearAlgebra.Tests.runTests 20

EXAMPLES ------------------------------------------------------

$ ghci
Prelude> :m + Numeric.GSL
Prelude Numeric.GSL> let quad = integrateQNG 1E-10
Prelude Numeric.GSL> quad (^2) 0 1
(0.3333333333333333,3.700743415417188e-15)

Prelude Numeric.GSL> :m + Numeric.LinearAlgebra
Prelude Numeric.LinearAlgebra> let m = (2><3)[1,2,3,4,5,6::Double]
Prelude Numeric.LinearAlgebra> let (u,d,v) = full svd m
Prelude Numeric.LinearAlgebra> d
(2><3)
 [ 9.508032000695724,                0.0, 0.0
 ,               0.0, 0.7728696356734838, 0.0 ]
Prelude Numeric.LinearAlgebra> u <> d <> trans v
(2><3)
 [ 1.0000000000000004,               2.0, 3.0
 , 3.9999999999999996, 5.000000000000001, 6.0 ]
Prelude Numeric.GSL> :q
Leaving GHCi.

A number of illustrative programs are included in the examples folder.

KNOWN PROBLEMS / BUGS -------------------------------

- On 64-bit machines the example "minimize.hs", when run from ghci,
  produces a segmentation fault. It happens in the call to
  gsl_multimin_fdfminimizer_alloc, inside the C wrapper.
  If the program is called by runhaskell, it just terminates
  prematurely, producing no results. Curiously, in compiled mode the
  program seems to work perfectly well.

- On Ubuntu 6.06 LTS (Dapper) atlas3-sse2-dev (3.6.0-20)
  produced segmentation faults when working with big matrices
  on compiled programs.

ACKNOWLEDGEMENTS -----------------------------------------------------

I thank Don Stewart, Henning Thielemann, Bulat Ziganshin and all the people
in the Haskell mailing lists for their help.

- Nico Mahlo discovered a bug in the eigendecomposition wrapper.

- Frederik Eaton discovered a bug in the design of the wrappers.

- Eric Kidd has created a wiki page explaining the installation on MacOS X:
  http://www.haskell.org/haskellwiki/GSLHaskell_on_MacOS_X

- Fawzi Mohamed discovered a portability bug in the lapack wrappers.

- Pedro E. López de Teruel fixed the interface to lapack.

- Antti Siira discovered a bug in the plotting functions.

- Paulo Tanimoto helped to fix the configuration of the required libraries.
  He also discovered the segfault of minimize.hs in ghci.

- Xiao-Yong Jin reported a bug on x86_64 caused by the assumptions in f2c.h,
  which are wrong for this architecture.

- Jason Schroeder reported an error in the documentation.

- Bulat Ziganshin gave invaluable help for the ST monad interface to
  in-place modifications.

- Don Stewart fixed the implementation of the internal data structures
  to achieve excellent, C-like performance in Haskell functions which
  explicitly work with the elements of vectors and matrices.

- Dylan Alex Simon improved the numeric instances to allow optimized
  implementations of signum and abs on Vectors.

- Pedro E. López de Teruel discovered the need of asm("finit") to
  avoid the wrong NaNs produced by foreign functions.

- Reiner Pope added support for luSolve, based on (d|z)getrs.

- Simon Beaumont reported the need of QuickCheck<2 and the invalid
  asm("finit") on ppc. He also contributed the configuration options
  for the accelerate framework on OS X.

- Daniel Schüssler added compatibility with QuickCheck 2 as well
  as QuickCheck 1 using the C preprocessor. He also added some
  implementations for the new "shrink" method of class Arbitrary.

- Tracy Wadleigh improved the definitions of (|>) and (><), which now
  apply an appropriate 'take' to the given lists so that they may be
  safely used on lists that are too long (or infinite).

- Chris Waterson improved the configure.hs program for OS/X.

- Erik de Castro Lopo added buildVector and buildMatrix, which take a
  size parameter(s) and a function that maps vector/matrix indices
  to the values at that position.