Library for Linear Algebra?

[Fawzi Mohamed]

On 2009-03-22 09:45:32 +0100, Don <nospam at nospam.com> said:

> Trass3r wrote:
>> Don schrieb:
>>> I abandoned it largely because array operations got into the language; 
>>> since then I've been working on getting the low-level math language 
>>> stuff working.
>>> Don't worry, I haven't gone away!
>> 
>> I see.
>> 
>>>> 
>>>>> http://www.dsource.org/projects/lyla
>> 
>> Though array operations still only give us SIMD and no multithreading (?!).
> 
> There's absolutely no way you'd want multithreading on a BLAS1 
> operation. It's not until BLAS3 that you become computation-limited.

not true, if your vector is large you could still use several threads.
but you are right that using multiple thread at low level is a 
dangerous thing, because it might be better to use just one thread, and 
parallelize another operation at a higher level.
Thus you need sort of know how many threads are really available for 
that operation.
I am trying to tackle that problem in blip, by having a global 
scheduler, that I am rewriting.

>> I think the best approach is lyla's, taking an existing, optimized C 
>> BLAS library and writing some kind of wrapper using operator 
>> overloading etc. to make programming easier and more intuitive.

blyp.narray.NArray does that if compiled with -version=blas, but I 
think that for large vector/matrixes you can do better (exactly using 
multithreading).

> In my opinion, we actually need matrices in the standard library, with 
> a very small number of primitive operations built-in (much like Fortran 
> does). Outside those, I agree, wrappers to an existing library should 
> be used.