SuanShu numerical library

SuanShu is a Java math library. It is open-source under Apache License 2.0 available in GitHub. SuanShu is a large collection of Java classes for basic numerical analysis, statistics, and optimization.^[1] It implements a parallel version of the adaptive strassen's algorithm for fast matrix multiplication.^[2] SuanShu has been quoted and used in a number of academic works.^[3][4][5][6]

SuanShu

Stable release	20120606 / 2012-06-06
Written in	Java
Type	Math
License	Apache License 2.0
Website	github.com/nmltd/SuanShu

Features

• linear algebra
• root finding
• curve fitting and interpolation
• unconstrained and constrained optimization
• statistical analysis
• linear regression
• probability distributions and random number generation
• ordinary and partial differential equation solvers

License terms

SuanShu is released under the terms of the Apache License 2.0

Examples of usage

The following code shows the object-oriented design of the library (in contrast to the traditional procedural design of many other FORTRAN and C numerical libraries) by a simple example of minimization.

LogGamma logGamma = new LogGamma(); // the log-gamma function
BracketSearchMinimizer solver = new BrentMinimizer(1e-8, 10); // precision, max number of iterations
UnivariateMinimizer.Solution soln = solver.solve(logGamma); // optimization
double x_min = soln.search(0, 5); // bracket = [0, 5]
System.out.println(String.format("f(%f) = %f", x_min, logGamma.evaluate(x_min)));

See also

• SOCP - Explanation of Second Order Conic Programming
• SDP - Explanation of Semidefinite Programming
• SQP - Explanation of Sequential quadratic programming
• Interior Point Method
• Adaptive strassen's algorithm – fast matrix multiplication
• Apache License 2.0 - Version 2 of the Apache Software License