Walking Randomly

Welcome to the October edition of A Month of Math Software where I take a look at everything that is new and updated in the ever evolving world of mathematical software and programming.  If you’d like something included in the next edition please contact me via whatever method suits you best.

GPU accelerated mathematics

In the old days Graphics Processing Units (GPUs) were only used to make computer games look pretty.  These days they can do mathematics very quickly.

• A new, free linear algebra library for OpenCL has been released, RaijinCL.  Brought to you by @codedevine (author of RGBench for android among other things) what makes this library different is that it is an auto-tuning library that works on lots of different hardware.  Instead of providing a single optimized implementation of kernels, it generates many different kernels, tests it on the user’s machine and records the best performing kernel.  It currently only has matrix-matrix multiplication but Rahul has lots of plans for the future.
• The OpenCL version of MAGMA has seen a major update.  Version 1.0 of clMAGMA contains lots of new linear algebra routines.
• After many release candidates, the production release of version 5 of NVIDIA’s CUDA Toolkit was made available this month.  The toolkit is the fundamental piece of software you need if you intend to devlop GPU accelerated applications on NVIDIA hardware. Mathematical updates include a couple of new basic statistical functions (normcdf and normcdfinv) in the CUDA math library, incomplete factorization preconditioners (ilu0 and ic0) in the CUDA Sparse Matrix library and the ability to generate Poisson distributed random numbers in the CUDA random number generation library.
• Jacket from Accelereyes is a GPU accelerated toolbox for MATLAB and has been updated to verion 2.3.  See the release notes for more details.  I played with an older version of Jacket earlier this year.
• CULA Dense is a GPU accelerated linear algebra library for NVIDIA CPUs.  Version 16 was released in October and the release notes are available at http://www.culatools.com/files/docs/R16/release_notes_R16.txt.  The CULA sparse library has also been updated (to version 4) but the only new stuff appears to be support for new hardware and CUDA version 5.

Plotting

• Origin and OriginPro have both been upgraded to version 9.  These commercial plotting packages for Windows are very popular and easy to use (My university has a site license for them and they are used a lot) and this major new release includes lots of new functionality.
• DISLIN, a scientific plotting library for multiple languages, is now at version 10.2.5 with the new stuff discussed at http://www.mps.mpg.de/dislin/news.html
• A new release candidate of matplotlib is now available at https://github.com/matplotlib/matplotlib/downloads.  New features include PGF/TikZ backend for easier LaTeX integration and picklable figures.  The plots below were created using the new release candidate and come to you courtesy of @dmcdougall_

Free Statistics

• A new maintenance release of R is now available.  See what’s new in version 2.15.2 at https://stat.ethz.ch/pipermail/r-announce/2012/000557.html
• The fantastic GUI/IDE for R, R Studio, has been updated to version 0.97.  See the RStudio blog for the new goodness.
• RKWard is another GUI/IDE for R that’s been around for over a decade.  I’ve never used it but it must have a lot going for it because there is a large community of users.  It was updated to version 0.6 in October and you can see what’s new here.

Misc

• Stefan Kottwitz’s TeXblog has a round-up of recent news in the TeX and LaTeX typesetting community.
• Version 2.18-11 of Magma has been released. Magama is a commercial computer algebra system designed for computations in algebra, number theory, algebraic geometry and algebraic combinatorics.
• The free Euler math toolbox is now at version 19.2–the changelog has the details.