Gosl - Go scientific library

Gosl is a set of tools for developing scientific simulations using the Go language. We mainly consider the development of numerical methods and solvers for differential equations. We also present some functions for fast Fourier transforms, the generation of random numbers, probability distributions, and computational geometry.

This library contains essential functions for linear algebra computations (operations between all combinations of vectors and matrices, eigenvalues and eigenvectors, linear solvers) and the development of numerical methods (e.g., numerical quadrature).

We link Gosl with existing libraries written in C and Fortran, such as OpenBLAS, LAPACK, UMFPACK, MUMPS, QUADPACK, and FFTW3. These libraries have been fundamental for the development of high-performant simulations over many years. We believe that it is nearly impossible to rewrite these libraries in native Go and achieve the same speed delivered by them. For reference, a naive implementation of matrix-matrix multiplication in Go is more than 100 times slower than OpenBLAS.

Installation

Because of the other libraries, Docker is the easiest way to work with Gosl. Having Docker and VS Code installed, you can start developing powerful numerical simulations using Gosl in a matter of minutes. Furthermore, it works out of the box on Windows, Linux, and MacOS.

Containerized

Install Docker
Install Visual Studio Code
Install the Remote Development extension for VS Code
Clone https://github.com/cpmech/hello-gosl
Create your application within a container (see gif below)

Done. And your system will "remain clean."

Debian/Ubuntu GNU Linux

First, install Go as explained in https://golang.org/doc/install

Second, install some libraries:

sudo apt-get install \
  gcc \
  gfortran \
  libfftw3-dev \
  liblapacke-dev \
  libmetis-dev \
  libmumps-seq-dev \
  libopenblas-dev \
  libsuitesparse-dev

Finally, download and compile Gosl:

git clone https://github.com/cpmech/gosl.git
cd gosl
./all.bash

Done. Installation completed.

Documentation

Gosl includes the following essential packages:

chk. To check numerical results and for unit testing
io. Input/output, including printing to the terminal and handling files
utl. To generate series (e.g., linspace) and other functions as in pylab/matlab/octave
la. Linear Algebra: vector, matrix, efficient sparse solvers, eigenvalues, decompositions

Gosl includes the following main packages:

fun. Special functions, DFT, FFT, Bessel, elliptical integrals, orthogonal polynomials, interpolators
gm. Geometry algorithms and structures
hb. Pseudo hierarchical binary (hb) data file format
num. Fundamental numerical methods such as root solvers, non-linear solvers, numerical derivatives, and quadrature
ode. Solvers for ordinary differential equations
opt. Numerical optimization: Interior Point, Conjugate Gradients, Powell, Grad Descent
pde. Solvers for partial differential equations (FDM, Spectral, FEM)
rnd. Random numbers and probability distributions

(see each subdirectory for more information)

We have removed the previous mpi sub-package for maintenance (see next section). However, if you plan to use MPI, we recommend the external library gompi.

Previous version

The previous version, including more packages, is available here and can be used with the Docker image 1.1.3 as in this hello gosl example.

These other packages, such as machine learning, plotting, etc., have been removed because they do not depend on CGO and may be developed independently. We can now more efficiently maintain the core of Gosl, which focuses on the foundation for other scientific codes.

cpmech / gosl