A Haskell library for numerical computation

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

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

• What's new in version 0.17 (July 2015)

• 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

Contributions, suggestions, and bug reports are welcome!