A Haskell library for numerical computation

A purely functional interface to linear algebra and other numerical algorithms, internally implemented using LAPACK, BLAS, GSL and GLPK.

This package includes matrix decompositions (eigensystems, singular values, Cholesky, QR, etc.), linear solvers, numeric integration, root finding, etc.

• What's new in version 0.19 (April 2018). This is not intended to be a breaking change but a lot of modules have been modified to ensure that continuous integration is green.

• Code examples

• Source code and documentation (Hackage)

  • linear algebra: hmatrix
  • numeric algorithms: hmatrix-gsl
  • special functions: hmatrix-special
  • linear programming: hmatrix-glpk

• Tutorial (old version)

• Installation help

For numerical algorithms internally implemented using SUNDIALS, see package hmatrix-sundials and its separate respository.

Contributions, suggestions, and bug reports are welcome!