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High level linear algebra library for Dlang

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# kaleidicassociates/lubeck

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# Lubeck

High level linear algebra library for Dlang

## API

• `mtimes` - General matrix-matrix, row-matrix, matrix-column, and row-column multiplications.
• `mldivide` - Solve systems of linear equations AX = B for X. Computes minimum-norm solution to a linear least squares problem if A is not a square matrix.
• `inv` - Inverse of matrix.
• `svd` - Singular value decomposition.
• `pca` - Principal component analysis of raw data.
• `pinv` - Moore-Penrose pseudoinverse of matrix.
• `det`/`detSymmetric` - General/symmetric matrix determinant.
• `eigSymmetric` - Eigenvalues and eigenvectors of symmetric matrix.
• Qr decomposition: `qrDecomp` with `solve` method
• Cholesky: `choleskyDecomp` with `solve` method
• LU decomposition: `luDecomp` with `solve` method
• LDL decomposition: `ldlDecomp` with `solve` method

## Example

```/+dub.sdl:
dependency "lubeck" version="~>0.1"
libs "lapack" "blas"
+/
// or libs "openblas"
import std.stdio;
import mir.ndslice: magic, repeat, as, slice;
import kaleidic.lubeck: mtimes;

void main()
{
auto n = 5;
// Magic Square
auto matrix = n.magic.as!double.slice;
// [1 1 1 1 1]
auto vec = 1.repeat(n).as!double.slice;
// Uses CBLAS for multiplication
matrix.mtimes(vec).writeln;
matrix.mtimes(matrix).writeln;
}```

### Related packages

This work has been sponsored by Symmetry Investments and Kaleidic Associates.

We are a boutique consultancy that advises a small number of hedge fund clients. We are not accepting new clients currently, but if you are interested in working either remotely or locally in London or Hong Kong, and if you are a talented hacker with a moral compass who aspires to excellence then feel free to drop me a line: laeeth at kaleidic.io

We work with our partner Symmetry Investments, and some background on the firm can be found here:

High level linear algebra library for Dlang

## Releases 9

Complex QR decomposition Latest
Feb 24, 2022

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