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Disciplined Convex Programming in Haskell

HVX

Disciplined Convex Programming and Symbolic Subdifferentiation in Haskell

This is the preferred version of HVX. An older version (compatible with GHC >=7.6.3) is available at https://github.com/chrisnc/hvx-ghc-763, as well as a version compatible with GHC >7.8.2 in the git history of https://github.com/chrisnc/hvx.

This version of HVX requires GHC >=8.2.1 because it uses a recent version of hmatrix.

To install HVX:

  • Install GHC 8.2.1 and cabal
  • Install your operating system's LAPACK and GSL packages.
  • cabal sandbox init
  • cabal configure --enable-tests
  • cabal install

See the examples directory for ways to use this package.

Run the demos with:

cabal run demo

or:

cabal run subgrad