如何在f#中逆变矩阵?

I need to perform some basic OLS regression using F#. To do this I need some Linear Algebra functions, but I'm confused as to what's out there. I can't find any way to invert a matrix. There is some documentation for a library called Microsoft.FSharp.Math.LinearAlgebra, but I don't know if that exists anymore.

我需要使用f#执行一些基本的OLS回归。要做到这一点，我需要一些线性代数函数，但我搞不清楚外面是什么。我找不到任何方法来逆变矩阵。有一些关于一个名为Microsoft.FSharp.Math的库的文档。线性代数，但我不知道它是否存在。

4 个解决方案

#1

If you add the FSharp Powerpack to your project (in .NET references), you can use various functionality of the matrix library

如果将FSharp Powerpack添加到项目中(在.NET引用中)，可以使用矩阵库的各种功能

edit: you also need to add the experimental library Fsharp.Powerpack.MathProviders, then you can call as follows

编辑:您还需要添加实验库Fsharp.Powerpack。然后可以调用mathprovider，如下所示

open    Microsoft.FSharp.Math
let m = Matrix.create 10 10 1.2
let m2 = Experimental.LinearAlgebra.Inverse m

#2

FlyingFrog do a Numerics library which contains Matrix inversion amongst many other functions.

FlyingFrog是一个数字库，它包含许多其他函数之间的矩阵反演。

Not sure which is preferable, that or the (apparently deprecated) 'experimental' code from the PowerPack. I guess you could always keep the source code for the managed bit of the PowerPack version in a safe place, still available here:

不知道哪个更好，那个还是那个(显然不赞成)来自PowerPack的“实验”代码。我猜你总是可以将PowerPack版本的托管代码的源代码保存在一个安全的地方，这里仍然可以使用:

C:\Program Files\FSharp-1.9.6.2\source\fsharp\FSharp.PowerPack\math\lapack\linear_algebra_managed.fs.

#3

I don't know; in the 1.9.6 version of F# I don't see anything offhand, the docs are here

我不知道;在1.9.6版本的f#中，我看不出有什么问题，文档在这里

http://research.microsoft.com/en-us/um/cambridge/projects/fsharp/manual/namespaces.html

and there is Matrix stuff in the Microsoft.FSharp.Math namespace in the FSharp.Powerpack.dll, but I don't see 'invert' offhand, and I don't know about the 'LinearAlgebra' stuff (deprecated? web search suggests it disappeared a few releases back).

在微软。fsharp里面有基质材料。FSharp.Powerpack中的Math名称空间。dll，但是我没看到“反转”，我不知道“线性代数”的东西(弃用?网络搜索显示，它在之前的几个版本中消失了)。

#4

Have you checked out this. It might help.

你看过这个了吗?它可能会有所帮助。

#1