fslaborg / fslaborg/FSharp.Stats

[Feature Request] Refactor Linear algebra service

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#39 1 comment 0 reactions 2 assignees Claimed by @bvenn View on GitHub
enhancement project-Core
Dominant language
F#
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227
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58
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Merged PRs (30d)
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Description

**Is your feature request related to a problem? Please describe.**
The LinearAlgebra module is a big mess. Many not implemented functions, naming has to be unified, unmanaged access to LAPACK functions are sparse.

**Describe the solution you'd like**
Subproject FSharp.Stats.LAPACK (already existing as placeholder project) should contain the Lapack stubs and function access. LinearAlgebra.fs naming has to follow a convention. Drop MKL support and embrace netlib lapack as it is open source. Unify output types of managed and unmanaged versions of linear algebra functions

**Describe alternatives you've considered**
Support MKL alongside Netlib LAPACK

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