Matrix/Linear Algebra Library?

[Bill Baxter]

You need something like ARPACK to do SVD on large sparse matrices.
I have implemented a wrapper for Python before.  And I could use one
for D right now too, but I haven't done it yet.
I have a bunch of other linear algebra wrappers in my MultiArray
project on dsource, including LAPACK which can do SVD on dense
matrices.

There's also GSL wrappers someone contributed in the bindings project.
 I don't know much about it, but supposedly it at least contains BLAS
wrappers.  I don't know if it has anything much beyond that though.

If I needed something like this today, I'd put an Arpack wrapper into
multiarray, following the pattern used by the Blas, Lapack, SuperLU,
Umfpack, and Taucs wrappers I've already written.  Arpack isn't
exactly easy to call directly, so then I'd follow up by looking into
what SciPy has got for Arpack wrappers these days and try porting that
to D.

--bb

On Fri, Oct 3, 2008 at 6:50 AM, Benji Smith <dlanguage at benjismith.net> wrote:
> Does anyone have a recommendation for a linear algebra library in D?
>
> I need to do a singular value decomposition on large sparse matrices (approx
> 100,000 x 100,000).
>
> I've glanced at the Blade library, on DSource, but my linear algebra is a
> bit rusty, and I can't tell whether the library simply lacks the ability to
> do an SVD or whether it can be done, but only by composing other operations.
>
> Thanks!
>
> --benji
>