Linear algebra and numerical computation
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idontgetoutmuch Merge pull request #285 from maksbotan/add-geig
Add generalized eigenvalues via dggev and zggev
Latest commit 480c4db Nov 17, 2018

A Haskell library for numerical computation

A purely functional interface to linear algebra and other numerical algorithms, internally implemented using LAPACK, BLAS, GSL and SUNDIALS.

This package includes matrix decompositions (eigensystems, singular values, Cholesky, QR, etc.), linear solvers, numeric integration, root finding, etc.

  • What's new in version 0.19 (April 2018). This is not intended to be a breaking change but a lot of modules have been modified to ensure that continuous integration is green.

  • Support for SUNDIALS has been added. It should be possible to replace Numeric.GSL.ODE with Numeric.Sundials.ARKode.ODE and have your program work as before bearing in mind that the methods and error control might differ (even for those with the same names!).

  • Code examples

  • Source code and documentation (Hackage)

  • Tutorial (old version)

  • Installation help

Contributions, suggestions, and bug reports are welcome!