https://github.com/kaleidicassociates/lubeck
High level linear algebra library for Dlang
https://github.com/kaleidicassociates/lubeck
big-data blas dlang hedgefund high-performance linear-algebra matlab native-code ndslice numerical-methods numpy octave quantitative-finance symmetry-investments
Last synced: 9 days ago
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High level linear algebra library for Dlang
- Host: GitHub
- URL: https://github.com/kaleidicassociates/lubeck
- Owner: kaleidicassociates
- License: bsl-1.0
- Created: 2017-05-25T08:54:00.000Z (almost 8 years ago)
- Default Branch: master
- Last Pushed: 2024-05-11T13:59:58.000Z (12 months ago)
- Last Synced: 2024-08-01T21:55:09.599Z (9 months ago)
- Topics: big-data, blas, dlang, hedgefund, high-performance, linear-algebra, matlab, native-code, ndslice, numerical-methods, numpy, octave, quantitative-finance, symmetry-investments
- Language: D
- Homepage: http://lubeck.libmir.org/
- Size: 157 KB
- Stars: 66
- Watchers: 10
- Forks: 14
- Open Issues: 7
-
Metadata Files:
- Readme: README.md
- License: LICENSE
Awesome Lists containing this project
README
[](https://gitter.im/libmir/public)
[](https://www.travis-ci.org/kaleidicassociates/lubeck)
[](http://code.dlang.org/packages/lubeck)
[](http://code.dlang.org/packages/lubeck)
[](http://code.dlang.org/packages/lubeck)
[](http://code.dlang.org/packages/lubeck)
# Lubeck
High level linear algebra library for Dlang
## Required system libraries
See [wiki: Link with CBLAS & LAPACK](https://github.com/libmir/mir-lapack/wiki/Link-with-CBLAS-&-LAPACK).
## 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
```d
/+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;
}
```
[](https://run.dlang.io/is/RQRMoo)
### Related packages
- [mir-algorithm](https://github.com/libmir/mir-algorithm)
- [mir-lapack](https://github.com/libmir/mir-lapack)
- [mir-blas](https://github.com/libmir/mir-blas)
- [lapack](https://github.com/libmir/lapack)
- [cblas](https://github.com/DlangScience/cblas)
---------------
This work has been sponsored by [Symmetry Investments](http://symmetryinvestments.com) and [Kaleidic Associates](https://github.com/kaleidicassociates).
About 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:
http://symmetryinvestments.com/about-us/