ANN: gsl-random 0.1 and monte-carlo-0.1
Hi everyone, I've started on bindings for the random number generators and random distributions provided by the gsl. The package is available here: http://hackage.haskell.org/cgi-bin/hackage-scripts/package/gsl-random I've also written a monad and transformer for doing monte carlo computations that uses gsl-random internally. Here is that package: http://hackage.haskell.org/cgi-bin/hackage-scripts/package/monte-carlo For a quick tutorial in the latter package, see my blog: http://quantile95.com/2008/08/27/a-monte-carlo-monad-for-haskell/ There is also a more complicated example in the "examples" directory. Currently, only normal, uniform, and poisson random variables are supported. I have no plans to add anything else unless I need it, but I will happily accept patches if someone else is willing to do the work. One thing you may need to watch out for is that gsl-random needs to link with cblas. If your cblas is not called "cblas", you may have to edit "gsl-random.cabal" to get things to work correctly. To use the cblas that comes with the gsl, change "cblas" to "gslcblas". To use ATLAS, change "cblas" to "cblas atlas". Patrick
patperry:
Hi everyone,
I've started on bindings for the random number generators and random distributions provided by the gsl. The package is available here: http://hackage.haskell.org/cgi-bin/hackage-scripts/package/gsl-random
I've also written a monad and transformer for doing monte carlo computations that uses gsl-random internally. Here is that package: http://hackage.haskell.org/cgi-bin/hackage-scripts/package/monte-carlo
For a quick tutorial in the latter package, see my blog: http://quantile95.com/2008/08/27/a-monte-carlo-monad-for-haskell/
There is also a more complicated example in the "examples" directory. Currently, only normal, uniform, and poisson random variables are supported. I have no plans to add anything else unless I need it, but I will happily accept patches if someone else is willing to do the work.
One thing you may need to watch out for is that gsl-random needs to link with cblas. If your cblas is not called "cblas", you may have to edit "gsl-random.cabal" to get things to work correctly. To use the cblas that comes with the gsl, change "cblas" to "gslcblas". To use ATLAS, change "cblas" to "cblas atlas".
Arch packages available here, http://aur.archlinux.org/packages.php?ID=19416 http://aur.archlinux.org/packages.php?ID=19417 Note I had to patch gsl-random's .cabal file to not explicitly look for extra libs in /opt/local/lib. The exact path (if any) should be cabal (or ./configure's) job, I think. -- Don
Thanks for the heads up, Don. I fixed the file in version 0.1.1. I also changed the default CBLAS to the one that comes with the GSL. Anyone who cares at all about performance will want to configure the package to use the best CBLAS on their system. If this is ATLAS, make sure you pass the "-fatlas" argument when you configure the package. Patrick On Aug 28, 2008, at 9:56 AM, Don Stewart wrote:
patperry:
Hi everyone,
I've started on bindings for the random number generators and random distributions provided by the gsl. The package is available here: http://hackage.haskell.org/cgi-bin/hackage-scripts/package/gsl-random
I've also written a monad and transformer for doing monte carlo computations that uses gsl-random internally. Here is that package: http://hackage.haskell.org/cgi-bin/hackage-scripts/package/monte- carlo
For a quick tutorial in the latter package, see my blog: http://quantile95.com/2008/08/27/a-monte-carlo-monad-for-haskell/
There is also a more complicated example in the "examples" directory. Currently, only normal, uniform, and poisson random variables are supported. I have no plans to add anything else unless I need it, but I will happily accept patches if someone else is willing to do the work.
One thing you may need to watch out for is that gsl-random needs to link with cblas. If your cblas is not called "cblas", you may have to edit "gsl-random.cabal" to get things to work correctly. To use the cblas that comes with the gsl, change "cblas" to "gslcblas". To use ATLAS, change "cblas" to "cblas atlas".
Arch packages available here,
http://aur.archlinux.org/packages.php?ID=19416 http://aur.archlinux.org/packages.php?ID=19417
Note I had to patch gsl-random's .cabal file to not explicitly look for extra libs in /opt/local/lib. The exact path (if any) should be cabal (or ./configure's) job, I think.
-- Don
* Patrick Perry
Hi everyone,
I've started on bindings for the random number generators and random distributions provided by the gsl. The package is available here: http://hackage.haskell.org/cgi-bin/hackage-scripts/package/gsl-random
I've also written a monad and transformer for doing monte carlo computations that uses gsl-random internally. Here is that package: http://hackage.haskell.org/cgi-bin/hackage-scripts/package/monte-carlo
For a quick tutorial in the latter package, see my blog: http://quantile95.com/2008/08/27/a-monte-carlo-monad-for-haskell/
Should be http://quantile95.com/2008/08/26/a-monte-carlo-monad-for-haskell/
There is also a more complicated example in the "examples" directory. Currently, only normal, uniform, and poisson random variables are supported. I have no plans to add anything else unless I need it, but I will happily accept patches if someone else is willing to do the work.
One thing you may need to watch out for is that gsl-random needs to link with cblas. If your cblas is not called "cblas", you may have to edit "gsl-random.cabal" to get things to work correctly. To use the cblas that comes with the gsl, change "cblas" to "gslcblas". To use ATLAS, change "cblas" to "cblas atlas".
Patrick
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-- Roman I. Cheplyaka :: http://ro-che.info/ kzm: My program contains a bug. How ungrateful, after all I've done for it.
participants (3)
-
Don Stewart -
Patrick Perry -
Roman Cheplyaka