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BIDMat Matrix Library Documentation

Overview

BIDMat is a matrix/machine learning toolkit designed to be the fastest and most scalable solution for large-scale behavioral data analysis on single machines or clusters. In more detail its designed to:

1. Provide an interactive data analysis environment, similar to R or Matlab, for exploratory modeling and analysis, but with a fast deployment path to distributed implementation.

2. Leverage CPU performance through native libraries (Intel MKL, HDF5, string/XML processing).

3. Leverage GPU hardware and GPU-based data as first-class citizens.

4. Provide high-speed, low-latency communication primitives on clusters (butterfly mixing) for the fast model-mixing needed by stochastic gradient and monte-carlo optimization methods.

5. Leverage recently-developed block linear-systems and eigenvalue solvers. These solvers use blocks of vectors or multi-vectors to reduce the number of passes over large datasets when solving linear equations or computing eigenvalues.

Installation Quickstart Matrix Algebra Complex Matrices Loading and Saving Matrices Disk-Proxy Matrices Sparse Matrices String Matrices GPU Matrices Matrix Functions Scientific Functions Linear Solvers and Eigenvalues Random Number Generators Plotting