package eigen
Install
Dune Dependency
Authors
Maintainers
Sources
sha256=a93184e2829196dc30afb125e68b5ef6ccf51c3d2300e77e72961505de053ece
sha512=7c5773b27fbe6d68585b11e6d0c0097091f83694bcf5d2345405088f6ee5a884d86ff64f1bbd721933ffcac3a952af21b5ea90ed25941861499a1779b182a361
Description
Eigen is a thin OCaml interface to Eigen3 C++ template library used in Owl to provide basic numerical support for both sparse and dense matrix operations.
Published: 02 Jun 2022
README
Eigen  A Thin OCaml Interface to Eigen3 C++ Library
Simply put, Eigen is a very thin OCaml interface to Eigen3 C++ template library. This library is used by another OCaml numerical library  Owl to provide basic support for both dense and sparse matrix operations.
Even though Eigen3 itself provides a rich set of matrix operations. This OCaml library only interfaces to the most necessary functions needed by Owl library. Therefore, you should only use Owl (which is much more powerful) to perform numerical operations.
To install the library from the source code, execute the following bash
command.
make && make install
If you have questions or suggestions, please contact me via Email, LinkedIn, or Twitter.
Optional configuration
You can customise the optimization flags used to compile the C++ libeigen by setting EIGENCPP_OPTFLAGS
, the default value is
EIGENCPP_OPTFLAGS = Ofast march=native funrollloops ffastmath
Similarly you can customise the optimization flags used to compile the eigen library by setting EIGEN_FLAGS
, the default value is
EIGEN_FLAGS = O3 Ofast march=native funrollloops ffastmath
These can be useful if the set of flags is not supported by your system or if you want to use more experimental features
Module Structure
This section is not meant for a tutorial but to help you understand how Eigen's OCaml modules are organised. In case you want to contribute in extending either Eigen or Owl, this would be helpful.
Eigen.Dense.S (* module of float32 dense matrix *)
Eigen.Dense.D (* module of float64 dense matrix *)
Eigen.Dense.C (* module of complex32 dense matrix *)
Eigen.Dense.Z (* module of complex64 dense matrix *)
The following code snippet creates a complex32
dense identity matrix then prints it out on the standard output.
let x = Eigen.Dense.C.eye 5 in Eigen.Dense.C.print x;;
Polymorphic Functions
The matrix created by each specific module has its own types. For example, Eigen.Sparse.C.create 3 3;;
returns Eigen_types.SPMAT_C.c_spmat_c Ctypes.structure Ctypes_static.ptr
. Hence a matrix needs to be passed to the functions in the corresponding module to process it.
However, if you want to implement polymorphic function atop of Eigen (e.g., in Owl), Eigen_types
module provides some useful constructors to wrap these matrices into generic data types. Here are some examples.
Eigen_types.SPMAT_S (Eigen.Sparse.S.create 3 3);;
Eigen_types.SPMAT_D (Eigen.Sparse.D.create 3 3);;
Eigen_types.SPMAT_C (Eigen.Sparse.C.create 3 3);;
Eigen_types.SPMAT_Z (Eigen.Sparse.Z.create 3 3);;
...
Eigen_types.DSMAT_S (Eigen.Dense.S.create 3 3);;
Eigen_types.DSMAT_D (Eigen.Dense.D.create 3 3);;
Eigen_types.DSMAT_C (Eigen.Dense.C.create 3 3);;
Eigen_types.DSMAT_Z (Eigen.Dense.Z.create 3 3);;
...
Interfacing to C++
Interfacing between C
and OCaml
is relatively straightforward with Ctypes. However, Eigen3 is developed in C++
and heavily utilises template programming, I first expose the native C++
class methods as individual functions then use Ctypes to generate C
stubs and interface to these functions.
The C++
functions are compiled into a static library libeigen.a
which is linked using lstdc++
.
Other Information
Some functions in NeuralNetwork
folder use the code from Google's Tensorflow hence they are subject to Apache License.
Dependencies (4)
 duneconfigurator

dune
>= "2.0.0"

ctypes
>= "0.14.0"

ocaml
>= "4.04"
Dev Dependencies
None
Used by (1)

owl
>= "0.5.0" & < "1.1"
Conflicts
None