I'm looking for a library to do numerical computing in Scala (or Java, although something that can use scala functions would be way nicer!) with at least the following capabilities: L-BFGS Minimizers (Powell, QuasiNewton, ...) Numerical differentiation of multivariable functions Numerical integration (not strictly necessary but highly preferred) I'm also only looking for something that's actively maintained (last update during 2011 at the earliest), preferably but not necessarily free. Also, numerical stability is required, aka all operations should be implemented in a way that gives consistent results where precision is preserved as much as possible. I'm already aware of IMSL, but would prefer something else. Thanks in advance

javascalamathoptimizationnumerical-methods

Reputation: 6081

Numerical library for Scala

I'm looking for a library to do numerical computing in Scala (or Java, although something that can use scala functions would be way nicer!) with at least the following capabilities:

L-BFGS
Minimizers (Powell, QuasiNewton, ...)
Numerical differentiation of multivariable functions
Numerical integration (not strictly necessary but highly preferred)

I'm also only looking for something that's actively maintained (last update during 2011 at the earliest), preferably but not necessarily free. Also, numerical stability is required, aka all operations should be implemented in a way that gives consistent results where precision is preserved as much as possible.

I'm already aware of IMSL, but would prefer something else.

Thanks in advance

Upvotes: 13

Answers (6)

Santosh Gokak

Reputation: 3411

SuanShu is a Java math library of numerical methods for numerical analysis.

Upvotes: 3

linello

Reputation: 8704

What about breeze, which is used in scalanlp? I see Spark is using it in the implementation of its LBFGS method too.

Upvotes: 0

racknuf

Reputation: 444

Late to this...

Try ND4S -- it supports n-dimensional arrays for Scala and other JVM-based languages.

It's linked to an open-source framework called Deeplearning4j, which implements algorithms such as LBFGS.

http://deeplearning4j.org

Upvotes: 2

Mattias

Reputation: 9481

You can try http://code.google.com/p/scalalab/ and http://commons.apache.org/math/ I am not sure if they matches you needs but they are updated and have a lots of functions

Upvotes: 0

pedrofurla

Reputation: 12783

There is Scalala for Scala, but I am not sure it covers your need.

There are also the ones listed in this SO question: Java Scientific Packages similar to SciPy?.

Upvotes: 1

oluies

Reputation: 17831

Take a look at ScalaLab and its dependencies

Upvotes: 0

Numerical library for Scala

Answers (6)

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