In this talk I would like to present an open source F# numerical library which tries to address all those issues. We will see how F# overloaded operators and functions, strong and static typing and lazy expression evaluation can give us the perfect mix of intuitive API and high performance, all in your favourite language!
.NET numerical libraries tend to be designed in a heavily object oriented style. For someone used to the expressiveness of numpy or Matlab this might be a bit of a problem. Also, even if some functionality is delegated to high performance libraries like Math Kernel Library, the design does not allow us to evaluate vector/matrix expressions in the most efficient way or use all available memory.
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