Goal: Geometric OptimizAtion Libraries

A collection of Haskell libraries for scientific computing and numerical optimization. To import each package entirely, import Goal.Core, Goal.Geometry, Goal.Probability, or Goal.Simulation.

Core

goal-core provides a basic set of imports which which are generally useful for scientific computing, as well as plotting functionality.

Geometry

goal-geometry provides the basic types and classes which drive the manifold/geometry based approach of this library. Function spaces and Multilinear algebra tools are also defined here.

Probability

goal-probability provides the tools to work with probability distributions and random number generation. A key component of the approach taken here is the focus on exponential family distributions; harmoniums (e.g. restricted Boltzmann machines) and multi-layer perceptions are provided by this library as they are implemented in terms of exponential families.

Simulation

goal-simulation provides numerous tools and types for dealing with iterative and dynamical systems. This package exports definitions of random processes, Hamiltonian and Lagrangian mechanical systems, and tools for numerical integration.

Cognition

goal-cognition provides algorithms for simulating and solving filtering and control problems.