Matlib is a Clojure library of convenience matrix functions based on Neanderthal.

Clojure's REPL-driven workflow is well suited to exploring and manipulating data. Like MATLAB, this approach should work well for matrix-based numerical computation.

Neanderthal fills a need for a performant matrix library in Clojure, but it is essentially a thin wrapper around LAPACK functions. This library aims to furnish Clojure with some higher-level functions and applications, including system identification, control theory and optimisation tools.

Why not core.matrix? It is of course subjective. The philosophy of core.matrix and Neanderthal is different and they serve different needs. I preferred being close to LAPACK -- the cockroach of numerical computing -- and Neanderthal's syntax made more sense to me.

TBD

Pull requests and bug reports are welcome.

The code is written in a style that is meant to read like the mathematics where possible. This leads to extensive use of let, which may not be pretty Clojure, but is easier to relate back to papers describing the methods.

• SVD-based linear algebra functions like pseudo-inverse, subspace projections etc.
• L-BFGS and gradient descent
• N4SID second algorithm (biased)
• N4SID, MOESP A, C matrices
• Basis state-space representation, discrete-time integration
• Some convenience functions

• There are currently no tests
• Kroneker product
• N4SID, MOESP B and D matrices
• Other system ID algorithms
• Continuous-time state space integration
• Control theory tools such as a Riccati equation solver, Lyapunov solver
• Saving and loading of matrices
• Complex matrices (lacking in Neanderthal)

Matlib uses only Neanderthal's native type. It shouldn't be that hard to use Neanderthal's GPU types, but I have not attempted the refactoring and testing necessary to successfully support it.

Copyright © 2020 A S Sharma

This program and the accompanying materials are made available under the terms of the Eclipse Public License 2.0 which is available at http://www.eclipse.org/legal/epl-2.0.

This Source Code may also be made available under the following Secondary Licenses when the conditions for such availability set forth in the Eclipse Public License, v. 2.0 are satisfied: GNU General Public License as published by the Free Software Foundation, either version 2 of the License, or (at your option) any later version, with the GNU Classpath Exception which is available at https://www.gnu.org/software/classpath/license.html.