Octave improvement proposal

[Сергей Бочканов]

Hello!

I want to help with improvement of the Octave.

I am author of the ALGLIB - open source project. ALGLIB is a numerical
analysis  library,  which  use  automatic  translation  from specially
designed  language to represent each algorithm in multiple programming
languages.   C++,   C#,  Pascal,  VBA  are  supported,  and  one  more
translation   mode  -  C++  with  multiple  precision  floating  point
arithmetics (GNU MP/MPFR).

I could help with integration of ALGLIB functionality in Octave.

In my opinion, you could use:
*  improved  hybrid  Levenberg-Marquardt algorithm (several times less
Hessian calculations due to quadratic model reuse)
*  interpolation  algorithms  -  barycentric  polynomial  (better than
standard  Neville  algorithm),  barycentric rational without poles and
with O(N) complexity
*  classification and regression algorithms - linear and logit models,
neural networks, neural network ensembles, random decision forests
* data analysis algorithms - LDA, PCA, k-means clustering
*  upcoming  release (algorithms are ready, I am working on docs) will
contain    improved    Gauss/Gauss-Kronrod    quadrature    generation
subroutines, FFT, fast convolution/correlation

These   are  the  most important algorithms. ALGLIB contains ever more
algorithms   (special   functions,   linear  algebra,  ...)  but  this
functionality is already implemented in Octave.

One  more  interesting  improvement is implementing multiple precision
calculations  in  Octave  using  GNU  MP  / MPFR libraries. Almost all
ALGLIB   algorithms   support   multiple   precision  arithmetics.  In
particular  -  linear  algebra algorithms; I've ported part of LAPACK,
small  part, but it is enough for daily work. As far as I know, MATLAB
does  not  support multiple precision arithmetics nor it have multiple
precision   linear  algebra/interpolation/integration/... Octave could
leave MATLAB far behind :)

I want to find someone interested in creating ALGLIB/Octave interface.
I   don't   know  Octave  internals, so I can't do it alone, but I can
help to someone who knows what to do.

Anyone interested?

With best regards,
Sergey Bochkanov.