Alberto Ruiz has developed a linear algebra library which could be seen as an alternative to Matlab/Octave, using the GSL, ATLAS, LAPACK, etc. IIRC. http://dis.um.es/~alberto/GSLHaskell/ I've optimized it in some places, and added an interface which guarantees operand conformability through the type system at compile time. http://ofb.net/~frederik/stla/ It is almost twice as fast as Octave on an example program, and probably comparable to Matlab. However, it is currently very difficult to debug some of the type errors which are emitted by GHC when using it, and there are some outstanding heap-related bugs. Also, we don't have as wide a variety of built-in functions as Matlab and Octave do. Frederik On Thu, Jul 06, 2006 at 11:03:11PM +0100, Joel Reymont wrote:
Is anyone using Haskell for heavy numerical computations? Could you share your experience?
My app will be mostly about running computations over huge amounts of stock data (time series) so I'm thinking I might be better of with OCaml.
Thanks, Joel