clatrix's Introduction

Clatrix matrix

A stupid name for a smart matrix library, because who doesn't love smart matrices? Being implemented as a data type around the native BLAS hooks of jblas gives it speed. Being implemented as a Clojure sequence makes it clever.

Usage

For now, you can read the Marginalia documentation or take a look at a few examples below. (Note: To be updated!)

(in-ns 'clatrix.core)

(matrix (repeat 5 (range 10)))

; A 5x10 matrix
; -------------
; 0.00e+00  1.00e+00  2.00e+00  .  7.00e+00  8.00e+00  9.00e+00
; 0.00e+00  1.00e+00  2.00e+00  .  7.00e+00  8.00e+00  9.00e+00
; 0.00e+00  1.00e+00  2.00e+00  .  7.00e+00  8.00e+00  9.00e+00
; 0.00e+00  1.00e+00  2.00e+00  .  7.00e+00  8.00e+00  9.00e+00
; 0.00e+00  1.00e+00  2.00e+00  .  7.00e+00  8.00e+00  9.00e+00


(from-indices 5 5 *)

; A 5x5 matrix
; ------------
; 0.00e+00  0.00e+00  0.00e+00  0.00e+00  0.00e+00
; 0.00e+00  1.00e+00  2.00e+00  3.00e+00  4.00e+00
; 0.00e+00  2.00e+00  4.00e+00  6.00e+00  8.00e+00
; 0.00e+00  3.00e+00  6.00e+00  9.00e+00  1.20e+01
; 0.00e+00  4.00e+00  8.00e+00  1.20e+01  1.60e+01

(time (solve (rand 1000 1000) (rand 1000)))

; "Elapsed time: 158.216 msecs"
; ....

(time (rank (rand 1000 1000)))

; "Elapsed time: 13469.51 msecs"
; 1000

(let [A (rand 10 14)
      B (* A (t A))     ; B is symmetric
      lu (lu B)
      P (rspectral 10)  ; `respectral` makes positive definite matrices
      G (cholesky P)]   ; so we can get their square root
  (and (= A (c/t (c/t A)))
       (= B (* (:p lu) (:l lu) (:u lu)))
       (= P (* (t G) G))))

; true