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Numeric libraries for the Lua programming language

branch: master
Octocat-spinner-32 docs Major commit for release candidate! August 18, 2011
Octocat-spinner-32 examples Major commit for release candidate! August 18, 2011
Octocat-spinner-32 lhp Major commit for release candidate! August 18, 2011
Octocat-spinner-32 amos.c Major commit for release candidate! August 18, 2011
Octocat-spinner-32 amos.h Major commit for release candidate! August 18, 2011
Octocat-spinner-32 blas.h Major commit for release candidate! August 18, 2011
Octocat-spinner-32 cdflib.h Initial commit March 23, 2010
Octocat-spinner-32 complex.c Added check in complex __call August 21, 2011
Octocat-spinner-32 dcdflib.c Initial commit March 23, 2010
Octocat-spinner-32 fft.c Major commit for release candidate! August 18, 2011
Octocat-spinner-32 ipmpar.c Initial commit March 23, 2010
Octocat-spinner-32 lapack.h Major commit for release candidate! August 18, 2011
Octocat-spinner-32 lmatrix.c Major commit for release candidate! August 18, 2011
Octocat-spinner-32 mathx.c Major commit for release candidate! August 18, 2011
Octocat-spinner-32 matrix.lua Improved `pretty`, refined install instructions in readme. August 19, 2011
Octocat-spinner-32 msort.c Major commit for release candidate! August 18, 2011
Octocat-spinner-32 mt.c Major commit for release candidate! August 18, 2011
Octocat-spinner-32 numlua-0.3-1.rockspec Improved `pretty`, refined install instructions in readme. August 19, 2011
Octocat-spinner-32 numlua.c Major commit for release candidate! August 18, 2011
Octocat-spinner-32 numlua.h Major commit for release candidate! August 18, 2011
Octocat-spinner-32 ranlib.c Major commit for release candidate! August 18, 2011
Octocat-spinner-32 readme.md Improved `pretty`, refined install instructions in readme. August 19, 2011
Octocat-spinner-32 rng.c Major commit for release candidate! August 18, 2011
Octocat-spinner-32 rng.h Major commit for release candidate! August 18, 2011
Octocat-spinner-32 seeall.lua Set matrix.__tostring August 19, 2011
Octocat-spinner-32 stat.c Major commit for release candidate! August 18, 2011
readme.md

Numeric Lua

Numeric Lua is a numerical package for the Lua programming language. It includes support for complex numbers, multidimensional matrices, random number generation, fast Fourier transforms, and special functions. Most of the routines are simple wrappers for well known numerical libraries: complex numbers and part of the extended math modules come from C99; other special functions, including statistical functions, are adapted from Netlib's SLATEC and DCDFLIB; random number generation is based on Takuji Nishimura and Makoto Matsumoto's Mersenne Twister generator as the "engine" (uniform deviates) and Netlib's RANLIB for the remaining deviates; fast Fourier transforms are implemented from FFTW; and the matrix package draws most of its numeric intensive routines from Netlib's ubiquitous BLAS and LAPACK packages.

Numeric Lua tries to maintain Lua's minimalist approach by providing bare-bone wrappers to the numerical routines. The user can use the outputs for further computations and is then fully responsible for the results. Other Lua features are also available, such as OO simulation through metamethods and functional facilities. A basic API is provided in order to promote extensibility. Also, check numlua.seeall for a quick way to start using Numeric Lua.

Numeric Lua is licensed under the same license as Lua -- the MIT license -- and so can be freely used for academic and commercial purposes.

Documentation

The documentation for Numeric Lua can be found in the distribution in two formats: html in docs and "Lua help pages" (lhp). Lua help pages are viewed in the interpreter and are thus more suitable for quick on-line reference checks --- similar to man pages --- but they require luahelp.

Installation

Numeric Lua depends on BLAS/LAPACK, FFTW, and HDF5. These external dependencies are more easily and conveniently handled by package managers in Linux (apt and yum, for example) or Mac OS X (fink, macports); in Windows there is more work to be done, especially if tailored, optimized versions of these libraries are desired. In any case, Numeric Lua can be installed or built with luarocks.

Building Numeric Lua in luarocks should be straightforward and mostly requires specifying include and lib dirs for the dependencies. In Debian/Ubuntu systems, for example, you would typically just need to issue

  $ sudo apt-get install libblas-dev liblapack-dev libfftw3-dev libhdf5-serial-dev
  $ luarocks make numlua-0.3-1.rockspec

since the dirs happen to be system defaults. Similarly, on Mac OS X using fink,

    $ fink install atlas fftw3 hdf5
    $ luarocks HDF5_DIR=/sw FFTW3_DIR=/sw LAPACK=/sw make numlua-0.3-1.rockspec

Note that ATLAS optimized libraries are being used here, instead of the vanilla BLAS/LAPACK (a similar package exists in apt.) In this case, you need to change the rockspec to match your libraries.

Building on Windows

Building on Windows is trickier, so we provide more details. We will be using MinGW in the following steps:

  1. Install MinGW and utils with mingw-get install mingw-utils

  2. Install the luarocks binaries for Windows:

    • Download and install with: install.bat /MW (use MinGW)
    • Change add_flags(extras, "%s.lib", libraries) to add_flags(extras, "-l%s", libraries) in compile_library at c:\LuaRocks\2.0\lua\luarocks\build\builtin.lua
  3. Download BLAS/LAPACK (note: unoptimized!) from Netlib and build:

    • Copy make.inc.example to make.inc, set PLAT=, and remove the -g flags and add -O2 in OPTS
    • Now build: cd install && make, cd blas\src && make, cd src && make (for LAPACK)
    • Rename blas.a and lapack.a to libblas.a and liblapack.a
  4. Download fftw3 and compile it (check instructions in FFTW documentation.)

  5. Download the binary distribution of HDF5.

    • Patch include/H5public.h by adding:

      #undef H5_SIZEOF_SSIZE_T #define H5_SIZEOF_SSIZE_T H5_SIZEOF_LONG

    • Wrap the dll for MinGW:

      pexports hdf5dll.dll > hdf5dll.def dlltool -d hdf5dll.def -l libhdf5.a

    • Put hdf5dll.dll, zlib1.dll, and szip.dll in your PATH

  1. Finally, run luarocks make:

    luarocks HDF5_INCDIR=\path\to\hdf5\include HDF5_LIBDIR=\path\tohdf5\dll
    FFTW3_INCDIR=\path\to\fftw3\include FFTW3_LIBDIR=\path\to\fftw3\lib
    LAPACK_LIBDIR=\path\to\lapack\lib make numlua-0.3-1.rockspec
    

    For example, \path\to\fftw3 is usually c:\MinGW\msys\1.0\local.

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