Numerical library for Scala

Question

I'm looking for a library to do numerical computing in Scala (or Java, although something that can use scala functions would be way nicer!) with at least the following capabilities:

L-BFGS
Minimizers (Powell, QuasiNewton, ...)
Numerical differentiation of multivariable functions
Numerical integration (not strictly necessary but highly preferred)

I'm also only looking for something that's actively maintained (last update during 2011 at the earliest), preferably but not necessarily free. Also, numerical stability is required, aka all operations should be implemented in a way that gives consistent results where precision is preserved as much as possible.

I'm already aware of IMSL, but would prefer something else.

Thanks in advance

[Commons math](http://commons.apache.org/math/apidocs/overview-summary.html)? — Owen, Feb 17 '12 at 17:50
Would work if it exposed a public API for numerical differentiation and had a Powell optimizer. Also, can't seem to find much information about numerical stability or performance... — em70, Feb 19 '12 at 13:43

score 3 · Accepted Answer · edited May 25 '20 at 17:47

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SuanShu is a Java math library of numerical methods for numerical analysis.

edited May 25 '20 at 17:47

H Li

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answered Feb 27 '12 at 18:27

Santosh Gokak

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seems just what I was looking for. thanks! bounty well deserved – em70 Feb 28 '12 at 07:43

score 2 · Answer 2 · answered Aug 08 '15 at 01:00

Late to this...

Try ND4S -- it supports n-dimensional arrays for Scala and other JVM-based languages.

It's linked to an open-source framework called Deeplearning4j, which implements algorithms such as LBFGS.

http://deeplearning4j.org

score 1 · Answer 3 · edited May 23 '17 at 12:30

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There is Scalala for Scala, but I am not sure it covers your need.

There are also the ones listed in this SO question: Java Scientific Packages similar to SciPy?.

edited May 23 '17 at 12:30

Community

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answered Feb 21 '12 at 23:16

pedrofurla

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Scalala is definitely good but it falls short on several of my needs... The link to the other question is good indeed, but not resolutive :( – em70 Feb 23 '12 at 07:43

score 0 · Answer 4 · answered Mar 25 '20 at 11:59

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What about breeze, which is used in scalanlp? I see Spark is using it in the implementation of its LBFGS method too.

answered Mar 25 '20 at 11:59

linello

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score 0 · Answer 5 · answered Feb 17 '12 at 21:18

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Take a look at ScalaLab and its dependencies

answered Feb 17 '12 at 21:18

oluies

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From a quick look, seems to fall short at least on numerical differentiation and integration. Am I missing something? – em70 Feb 18 '12 at 12:24

score 0 · Answer 6 · answered Feb 27 '12 at 18:18

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You can try http://code.google.com/p/scalalab/ and http://commons.apache.org/math/ I am not sure if they matches you needs but they are updated and have a lots of functions

answered Feb 27 '12 at 18:18

Mattias

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Numerical library for Scala

6 Answers6