PatXi-2 is a library for doing numerical computations in Common Lisp. It's released under the BSD
It's composed by the things I need usually: non linear equations solving, linear algebra on matrices, minimal squares methods, montecarlo method ...
I've programmed this to my own use and for fun. Please, feel free to suggest me new methods to implement. You can mail me at email@example.com.
CLDOC documentation: https://common-lisp.net/project/nixies/docpatxi/
(use-package :ph_random )
(setq matrix (make-array '(3 3 )))
(matrix_asign_values matrix (list 1. 2. 3. 4. 5. 6. 7. 8. 9.))
(inverse matrix )
(solve_linear_equations matrix #2A( (2. ) (3. ) ( 6.) ) )
(use-package :ph_montecarlo )
(montecarlo (lambda (x) (expt (sin x) 2)) (list 0. pi) :points 10000 )
Note: underscores are bad Common Lisp style