Linear system solver in D?

[Bill Baxter]

Guillaume B. wrote:
> 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...

Hmm, I was assuming he was after D code.  If not, for instance if you 
just have some equations you want to solve, then I'd just write a short 
python/numpy script:
---
from numpy import *
A = asarray([[a_11, a_12 ...],
              [a_21, a_22 ...],
              ...
              [a_m1, a_m2 ...]])
y = asarray([y_1, y_2...])
x = lstsq(A,y)[0]
---

Voila