Linear system solver in D?

Guillaume B. guillaume.b.spam at sympatico.ca
Tue Feb 19 16:59:19 PST 2008


BCS wrote:

> Bill Baxter wrote:
>> Christopher Wright wrote:
>> 
>>> BCS wrote:
>>>
>>>> I am going to have a system of equations like this
>>>>
>>>> a_11*x_1 + a_12*x2 + ... a_1n*x_n = y_1
>>>> a_21*x_1 + a_22*x2 + ... a_2n*x_n = y_2
>>>> ..
>>>> ..
>>>> ..
>>>> a_m1*x_1 + a_m2*x2 + ... a_mn*x_n = y_m
>>>>
>>>> y_* and a_* known, I need to find x_*
>>>>
>>>> What is the best available solver for such a system that works under D?
>>>>
>>>> C bindings would work, D code would be better and I'd rather stay
>>>> away from non portable (uses __ asm and has no port to other system).
>>>>
>>>> If no one knows of a good lib that is ready to use, what is a good C
>>>> lib to do bindings for?
>>>>
>>>>
>>>> p.s. I'm going to be putting this in a non-linear root finder, has
>>>> someone already written on of those for D.
>>>
>>>
>>> You definitely want bindings rather than native D. D just hasn't been
>>> around long enough for people to make decent math libraries for it;
>>> most of the people with the required skills are still transitioning
>>> from Fortran.
>>>
>>> You could use GLPK -- it's a linear solver that accepts a superset of
>>> AMPL. If you're doing serious work on large data sets, go with CPLEX.
>>> If you manage to write something that does any better than GLPK, start
>>> a company. CPLEX is significantly better, but you might be able to
>>> make some money if you marketed it toward smaller research projects
>>> for $500 or so.
>> 
>> 
>> Multiarray has bindings to LAPACK.
>> 
>> http://www.dsource.org/projects/multiarray
>> 
>> There are bindings for GSL which I think uses LAPACK also somewhere on
>> dsource (either its own project or maybe it was in the 'bindings'
>> project).
>> 
>> I'm working on a new d library that will wrap LAPACK and some sparse lib
>> like SuperLU and/or TAUCS.  The new lib is based loosely on FLENS.
>> 
>> --bb
> 
> thanks, both or you, I'll look at those. Performance isn't that big an
> issue as I'm only looking at about 15-30 equations and a few minutes run
> time would be ok, but I'm going to have to run ~1500 passes through it.


 lp_solve is nice too: http://lpsolve.sourceforge.net/5.5/ ... and it can
read many file formats...

 Guillaume



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