Tuesday, 25 March 2008

F# for Numerics update

The F# for Numerics library for Microsoft's F# programming language has just been updated. New features include:

  • FFTs now 2× faster.
  • 1D FFTs over both arrays and vectors.
  • 2D FFTs over F# matrices with parallelism to exploit multicores.
  • Linear, cubic spline and Lagrange polynomial interpolation.
  • More special functions including sinc, the error function and the probit function.
  • Faster Mersenne Twister random number generation, particularly over the Normal distribution.
  • Physical constants.
  • More worked examples.
  • The binomial function for combinatorics.
This library emphasizes easy of use from the F# programming language but the implemented algorithms rival the performance of any managed-code competitor. The next major release of F# for Numerics is due to include a complete BLAS and LAPACK implementation written entirely in F#.

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