Projects

Apache Commons Math

claimed by Apache Software Foundation

Commons Math is a library of lightweight, self-contained mathematics and statistics components addressing the most common problems not available in the Java programming language or Commons Lang. It provides implementations of major mathematical algorithms concerning statistics, linear algebra ... [More] , differential equations, optimization, root finding ... [Less]

LAPACK

LAPACK provides routines for solving systems of simultaneous linear equations, least-squares solutions of linear systems of equations, eigenvalue problems, and singular value problems. The associated matrix factorizations (LU, Cholesky, QR, SVD, Schur, generalized Schur) are also provided, as are ... [More] related computations such as reordering of the Schur factorizations and estimating condition numbers. Dense and banded matrices are handled, but not general sparse matrices. In all areas, similar functionality is provided for real and complex matrices, in both single and double precision. Note: Ohloh's statistics are not accurate. LAPACK has dozens of major contributors, but most do not use any form of source control. Contributions are merged by only a few people, and then only in bursts. [Less]

hmatrix

A purely functional interface to basic linear algebra computations and other numerical routines, internally implemented using GSL, BLAS and LAPACK.

Trilinos

The Trilinos Project is an effort to develop algorithms and enabling technologies within an object-oriented software framework for the solution of large-scale, complex multi-physics engineering and scientific problems. A unique design feature of Trilinos is its focus on packages. Trilinos ... [More] provides capabilities in meshing, load balancing, discretizations, mathematical optimization and uncertainty quantification, and transient, nonlinear, and linear solvers. Trilinos software is designed for scalability on the largest computer systems available and represents the state-of-the-art in scalable unstructured linear algebra, scalable unstructured preconditioning, block iterative methods, embedded optimization, stochastic methods, compatible discretizations and parallel partitioning algorithms. [Less]

jblas

jblas is a fast linear algebra library for Java. jblas is based on BLAS and LAPACK, the de-facto industry standard for matrix computations, and uses state-of-the-art implementations like ATLAS for all its computational routines, making jBLAS very fast. jblas can is essentially a light-wight ... [More] wrapper around the BLAS and LAPACK routines. These packages have originated in the Fortran community which explains their often archaic API. On the other hand modern implementations are hard to beat performance wise. jblas aims to make this functionality available to Java programmers such that they do not have to worry about writing JNI interfaces and calling conventions of Fortran code. [Less]

kinetic-base

Kinetic base package. Linear Math, Timing and Generic objects in Java.

cudaztec

GMRES, and other solvers utilizing the GPU. Participation is welcome, just send me an email or add to the discussion group. Your expertise is needed!! Feb 06, 2009Now creates a dll on trunk. Feb 9, 2009Will attempt to incorporate cuBlas and spmv to get some speed. Right now the code runs ... [More] more slowly than the cpu version :( Feb 15, 2009Ported whole library to use spmv and cublas. Still very slow on the GPU. I actually think my original method was faster; cublas is slow, possibly because every call requires copying results back to the CPU (I didn't do this in my original). Ah well, maybe on a large enough problem it will be faster. Or maybe with doubles, since things may be computationally bound rather than bandwidth? Feb 17, 2009Added classical gram-schmidt 2 option, which the GPU seems to like. [Less]

Math::MatrixReal

Manipulate real matrices in pure Perl.

la4j

Open Soruce and 100% Java sparse/dense matrix library.

NLinear - Generic Linear Algebra .NET

A generic linear algebra toolkit in C# Compatible with Silverlight. This library provides basic linear algebra routines for the .NET platform. It is a generic library designed to work with any numeric type (float, double, ...)