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Oh hello friend, you've piqued my interest as someone interested in D, numerical optimization, and linear algebra. I have some questions though. How do you do

Oh hello friend, you've piqued my interest as someone interested in D, numerical optimization, and linear algebra. I have some questions though. How do you do numerical optimization in D? Do you somehow wrap Coin-OR's CBC C++ library or lp_solve? What does it mean to call the R functions directly? Do you have an example? I'm going to guess that won't be able to handle the massive and time critical models I use, but am still curious. How do you do linear algebra? Are you binding to BLAS, LAPACK, Armadillo? Or did you write some routines from scratch?

teleforce 7y ago
Not the guy you're asking, but you can check D based Mir GLAS library as an alternative to the usual suspects, and it performed best of them all [1] [1] http://blog.mir.dlang.io/glas/benchmark/openblas/2016/09/23/glas-gemm-benchmark.html http://blog.mir.dlang.io/glas/benchmark/openblas/2016/09/23/...
bachmeier 7y ago
A couple of points to make before I give my answer. You want to check out the Mir project linked in the other comment. It's a well-designed library (though maybe lacking documentation). The other thing is that you can #include C headers directly in a D file using https://github.com/atilaneves/dpp https://github.com/atilaneves/dpp so you can always costlessly add a C library to your project. For optimization, I was referring to calling into the R API, which exposes the optimization routines in base R (Nelder-Mead, BFGS, Conjugate Gradient, and simple bounds constrainted BFGS). In terms of what it can handle, I guess that's entirely up to what R can handle. Here's the project page, but it looks like I haven't committed to that repo in three years: https://bitbucket.org/bachmeil/dmdoptim/src/master/ https://bitbucket.org/bachmeil/dmdoptim/src/master/ If you do try it and have problems with anything, please create an issue so I can fix it or add proper documentation. I've also used this binding of the nlopt library: http://code.dlang.org/packages/libnlopt http://code.dlang.org/packages/libnlopt For linear algebra, I built a wrapper on top of the Gretl library http://gretl.sourceforge.net/ http://gretl.sourceforge.net/ There were two reasons for that. First, it offered a really simple LAPACK interface when I was starting out with D, and second, it offers a lot more than just linear algebra. Is this something I'd recommend to others? I don't know. I built my infrastructure over a period of several years while waiting for my son at his many practices and activities. I also optimize for programmer convenience rather than performance at all costs. The time it takes to write correct, performant code is far more valuable than having code that runs 15% faster. This has a lot of potential, but ultimately I'm paid to do other things, meaning those things become the priority...
- 7thaccount 7y ago
  Thanks for the replies. I'll take a look at ur stuff.

teleforce 7y ago

Not the guy you're asking, but you can check D based Mir GLAS library as an alternative to the usual suspects, and it performed best of them all [1] [1] http://blog.mir.dlang.io/glas/benchmark/openblas/2016/09/23/glas-gemm-benchmark.html http://blog.mir.dlang.io/glas/benchmark/openblas/2016/09/23/...

bachmeier 7y ago

A couple of points to make before I give my answer. You want to check out the Mir project linked in the other comment. It's a well-designed library (though maybe lacking documentation). The other thing is that you can #include C headers directly in a D file using https://github.com/atilaneves/dpp https://github.com/atilaneves/dpp so you can always costlessly add a C library to your project. For optimization, I was referring to calling into the R API, which exposes the optimization routines in base R (Nelder-Mead, BFGS, Conjugate Gradient, and simple bounds constrainted BFGS). In terms of what it can handle, I guess that's entirely up to what R can handle. Here's the project page, but it looks like I haven't committed to that repo in three years: https://bitbucket.org/bachmeil/dmdoptim/src/master/ https://bitbucket.org/bachmeil/dmdoptim/src/master/ If you do try it and have problems with anything, please create an issue so I can fix it or add proper documentation. I've also used this binding of the nlopt library: http://code.dlang.org/packages/libnlopt http://code.dlang.org/packages/libnlopt For linear algebra, I built a wrapper on top of the Gretl library http://gretl.sourceforge.net/ http://gretl.sourceforge.net/ There were two reasons for that. First, it offered a really simple LAPACK interface when I was starting out with D, and second, it offers a lot more than just linear algebra. Is this something I'd recommend to others? I don't know. I built my infrastructure over a period of several years while waiting for my son at his many practices and activities. I also optimize for programmer convenience rather than performance at all costs. The time it takes to write correct, performant code is far more valuable than having code that runs 15% faster. This has a lot of potential, but ultimately I'm paid to do other things, meaning those things become the priority...

7thaccount 7y ago
Thanks for the replies. I'll take a look at ur stuff.