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SVD算法的实现

2010-03-31 167 views

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1

ILNumerics.net似乎有其他事情的SVD。

Feature list:

框架

.NET 1.1，.NET 2.0， 很快面市：单1.2.3

语言

所有CLI符合：C＃（推荐）， 托管C++，Visual Basic ...

对象Array

* Full OO class design 
* Generic typed container classes 
* single object for arbitrary array dimensions: scalar, vector, matrices, n-dim arrays 
* full support for flexible array modification: subarray-/ creation, concatenation, dimension removal, serialization 
* automated reference management: copy memory only if really needed 
* support for cells and logical arrays

Numerics的

* Supports all numeric types as array elements: double, float, complex, fcomplex, int16, int32,

的int64，UINT16，UINT32，UINT64，炭，字节，布尔 *运算符重载（A + B，...） *静态操作功能（ FE添加（A，B）） *特殊数字状态（NaN的支持，+/- Inf文件）

处理器特定的优化

* BLAS, LAPACK 
* AMD: ACML, Intel: MKL, general: netlib 
* Automated detection

代数函数

* abs 
* acos 
* add 
* all 
* any 
* asin 
* (more...)

线性代数

* matrix multiply, -inverse, -pseudo inverse 
* linear equation solver 
* decompositions: LU,QR,SVD,Cholesky 
* eigenvalues, eigenvectors

傅立叶变换

* 1,2,3...n dimensional 
* transforms forward & backwards 
* supported libraries: Intel MKL, AMD ACML, FFTW3 
* 100% octave/Matlab/Scilab compatible interface

排序

* Sorting of strings (lexicographical, bucket sort) 
* Sorting of numeric data (quick sort) 
* generic sorting of arbitrary user defined types 
    by definable keymapper (bucket sort)

错误处理

* typed exceptions

算法基类

* synchronous/asynchronous 
* easily extendable for user defined derived algorithms 
* full Windows.Forms.Control compatible multiple thread eventing

支撑

可视化

* Plot panels, derived from Windows.Forms.Control 
* Plot dialog forms 
* 1D, 2D, 3D data plots 
* Based on OpenGL. (DirectX: deprecated) 
* Highly configurable graphs/figure properties 
* Automatic user interaction: rotation, zoom, auto axis scaling

其他

* Visual Studio 2005(R) AddIn: extends watch tool window 
* import from/export to Matlab(R) *.mat files 
* syntax vastly compatible to Matlab(R) (function naming, parameter) 
* determination of extended machine properties, numerical constants 
* Memory pool: automated recycling of large objects

来源

2010-03-31 15:55:07 Jacob

0

我们已经与 “大” 矩阵（4000x4000）所使用的NAG library相当成功。

这不是托管代码，但使用P/Invoke我们没有问题。

有32位和64位Windows（也是几个UNIX变体）的版本。还有特别的MKL（英特尔数学核心库）和AMCL（AMD数学核心库）版本，这些版本应该更好地在x64系统上使用多个处理器。

它也不是免费的，如果这是一个问题。

来源

2010-04-01 17:26:14

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