6.3
7 Matrices and Linear Algebra
Performance Warning: Matrix values are arrays, as exported by math/array. The same performance warning applies: operations are currently 25-50 times slower in untyped Racket than in Typed Racket, due to the overhead of checking higher-order contracts. We are working on it.
For now, if you need speed, use the typed/racket language.
| (require math/matrix) | package: math-lib | 
Like all of math, math/matrix is a work in progress.
Most of the basic algorithms are implemented, but some are still in planning.
Possibly the most useful unimplemented algorithms are
- LUP decomposition (currently, LU decomposition is implemented, in matrix-lu) 
- matrix-solve for triangular matrices 
- Singular value decomposition (SVD) 
- Eigendecomposition 
- Decomposition-based solvers 
- Pseudoinverse and least-squares solving 
All of these are planned for the next Racket release, as well as fast flonum-specific matrix
operations and LAPACK integration.