Clatrix matrix

A stupid name for a smart matrix library, because who doesn't love smart matrices? Being implemented as a thin wrapper around the native BLAS hooks of jblas gives it speed. Being implemented in Clojure makes it clever.

Usage

For now, you can read the Marginalia documentation or take a look at a few examples below.

(in-ns 'clatrix.core)

(let [A (matrix (repeat 5 (range 10)))] (pp A))

; A 5x10 matrix
; -------------
; 0.00e+00  1.00e+00  2.00e+00  .  7.00e+00  8.00e+00  9.00e+00 
; 0.00e+00  1.00e+00  2.00e+00  .  7.00e+00  8.00e+00  9.00e+00 
; 0.00e+00  1.00e+00  2.00e+00  .  7.00e+00  8.00e+00  9.00e+00 
; 0.00e+00  1.00e+00  2.00e+00  .  7.00e+00  8.00e+00  9.00e+00 
; 0.00e+00  1.00e+00  2.00e+00  .  7.00e+00  8.00e+00  9.00e+00 


(pp (from-indices 5 5 *))

; A 5x5 matrix
; ------------
; 0.00e+00  0.00e+00  0.00e+00  0.00e+00  0.00e+00 
; 0.00e+00  1.00e+00  2.00e+00  3.00e+00  4.00e+00 
; 0.00e+00  2.00e+00  4.00e+00  6.00e+00  8.00e+00 
; 0.00e+00  3.00e+00  6.00e+00  9.00e+00  1.20e+01 
; 0.00e+00  4.00e+00  8.00e+00  1.20e+01  1.60e+01 

(time (solve (rand 1000 1000) (rand 1000)))

; "Elapsed time: 158.216 msecs"
; #<Matrix [1000 1]>

(time (rank (rand 1000 1000)))

; "Elapsed time: 13469.51 msecs"
; 1000

(let [A (rand 10 14)
      B (* A (t A))     ; B is symmetric
      lu (lu B)
      P (rspectral 10)  ; `respectral` makes positive definite matrices
      G (cholesky P)]   ; so we can get their square root
  (and (= A (c/t (c/t A)))
       (= A (hstack (cols A)))
       (= B (* (:p lu) (:l lu) (:u lu)))
       (= P (* (t G) G))))

; true

License

Copyright © 2012 Joseph Abrahamson

Permission is hereby granted, free of charge, to any person obtaining a copy of this software and associated documentation files (the "Software"), to deal in the Software without restriction, including without limitation the rights to use, copy, modify, merge, publish, distribute, sublicense, and/or sell copies of the Software, and to permit persons to whom the Software is furnished to do so, subject to the following conditions:

The above copyright notice and this permission notice shall be included in all copies or substantial portions of the Software.

THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE.