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chocolatemoney
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Posts: 322
Joined: October 8th, 2008, 6:50 am

F# linear algebra libs

November 22nd, 2013, 8:29 am

Any experience with F# for Numerics (http://www.ffconsultancy.com/products/f ... index.html) or Statfactory Fcore(http://www.statfactory.co.uk/).I am porting my stuff from MATLAB to F# but I am quite unhappy with math.net and its design - first of, the choice to have a vector class with its weird left and right multiplication.My requirements:- quick (MKL?)- I run lots of ops on relatively small matrices. I need the overheads to convert F# seq to the matrix type to be small.- I'd like to have a native F# API, so I can benefit from F# sugar- Syntax as close to MATLAB as possible, with proper operators for linear algebra and conditional slicing- I don't need a big range of functionalities, primarily linear algebra (chol, lu, ..), element-wise functions and statistical functions (the usual stuff)- oh, right, and an optimized matrix inversion, if possible, that checks the matrix type and decides for the proper decomposition Thanks
Last edited by chocolatemoney on November 21st, 2013, 11:00 pm, edited 1 time in total.
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