On Mon, Jun 8, 2015 at 1:57 AM, Andrea Mauri <andrea.mauri...@gmail.com> wrote:
> Dear all, > > I am looking for units/packages to deal with numerical matrix manipulation > (typical double type numerical matrices). > I need code able to perform typical matrix operations (e.g. matrix > multiplication, inversion, determinant and so on) as fast as possible since > I deal with big matrices (thousands of rows and columns). I need it for > both windows and linux (32/64). > > I found some libraries doing it (e.g. dmath and mrmath). > > dmath units (http://sourceforge.net/projects/dmath/) can be used both on > windows and linux but operations are slow on big matrices. calculation of > correlation matrix on a matrix with 3500 rows and 2000 columns get minutes. > > mrmath units (https://github.com/mikerabat/mrmath) is the fastest I found > (just few seconds to calculate correlation matrix on the same data matrix > as before) but is available only for windows and mac os. > > any other suggestions? anyone interested in evaluating the possibility to > make mrmath usable under linux too? > > thanks, > Andrea > > -- > _______________________________________________ > Here most important problem is not Pascal or any other programming language but numerical accuracy of the computations . For large matrices without using multiple precision arithmetic , if matrices are not special types as suitable for good numerical accuracy during computations , i.e. , they are ill-conditioned , the results will be meaningless even if they can be obtained . Matrix inversion is an n-cube order of operations means , for 1000 rows , computations will be more than ( 1 000 000 000 ) operations . Accumulation of round off errors will be enormous . Please see http://www.wolfgang-ehrhardt.de/ ( Pascal ) http://code.google.com/p/mpmath/ ( Python ) or search in Internet arbitrary precision arithmetic multiple precision arithmetic Julia language has multiple precision arithmetic capability . Thank you very much . Mehmet Erol Sanliturk
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