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From: Robert Dodier on 21 May 2010 18:15
On May 21, 9:18 am, S6Carlo <carlo.savore...(a)gmail.com> wrote:

> Probably we are going to use SVD, but I will do some test in Matlab
> before using LISP.
> I will look GSLL, but is there a complete implementation of PCA or I
> have to write it?

There is a Lisp translation of LAPACK included in Maxima.
You could call SVD through the Maxima user-level function
which takes a Maxima matrix as an argument or call it
directly and supply a Lisp array as an argument.

There are probably other Lisp translations of LAPACK;
I haven't looked.

FWIW

Robert Dodier

From: Raymond Toy on 21 May 2010 21:41
On 5/21/10 6:15 PM, Robert Dodier wrote:
> On May 21, 9:18 am, S6Carlo <carlo.savore...(a)gmail.com> wrote:
>
>> Probably we are going to use SVD, but I will do some test in Matlab
>> before using LISP.
>> I will look GSLL, but is there a complete implementation of PCA or I
>> have to write it?
>
> There is a Lisp translation of LAPACK included in Maxima.
> You could call SVD through the Maxima user-level function
> which takes a Maxima matrix as an argument or call it
> directly and supply a Lisp array as an argument.
>
> There are probably other Lisp translations of LAPACK;
> I haven't looked.

All of the double precision code of LAPACK is there. But only a handful
have maxima interfaces. No one has asked for others, and no one has
been motivated to provide such interfaces.

Ray
From: Nicolas Neuss on 22 May 2010 16:24
Robert Dodier <robert.dodier(a)gmail.com> writes:

> There are probably other Lisp translations of LAPACK;
> I haven't looked.

There is also an SVD in Matlisp which might be useful if the OP uses
Allegro, CMUCL, or SBCL.

Nicolas
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