Re: Matrix (linear algebra) operations and types in PG?

Webb Sprague wrote:
> Hi all,
>
>> Take a look at pl/r, http://www.joeconway.com/plr/. This is a interface
>> to R: http://www.r-project.org/
>> I'm not familiar with this, but i think, this may be helpful for you.
>
> Shoot -- I should have said that I knew about plr -- supposedly a
> great project (maybe the reason there is no matrix type/operator in
> PG), but not what I am interested in, for reasons more to do with
> curiousity and the joy of hacking than with any pragmatic need.
> (Thanks, though, Andreas)

I've found myself recently wanting a lighter weight way to do certain
advanced math operations along these lines. For example, I needed a
quick and simple way to do N-order polynomial least squares fits. But I
found LAPACK more complex than I really wanted.

Looking around a bit I found http://freshmeat.net/projects/ccmath which
unfortunately looks unmaintained and LGPL licensed, but has a nice
simple API for doing curve fits. It also has all the matrix operations
you're looking for.

I've already used it to write a polynomial least squares fit custom
aggregate for postgres, and was thinking to do something with the fft
and power spectrum functions next.

BTW, I tried to contact the author to see if he'd be willing to allow me
to pull out just the stuff I need and release it under a BSD license
along with my code, but he did not reply.

Joe