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Changes in the Linear Algera System

Substantial internal changes have been mad in the linear algebra system. These should result in improved performance in fitting large regression and generalized linear models.

The overall plan is to eliminate allocation of data structures at the internal C level. Instead, data structures for efficient linear algebra computations are allocated at the Lisp level as typed arrays. These are operated on by low level functions, which in many cases are simple front ends to LINPACK or BLAS routines. Standard functions, such as qr-decomp  are built as Lisp-level wrappers around these lower level routines. Once the lower level is cleaned up it will be documented so that users have the option of managing their own allocation and directly using the low level routines.



Luke Tierney
Wed Feb 26 05:25:18 CST 1997