BIDMat is a very fast matric algebra library. Check the latest benchmarks

The github distribution contains source code only. To build the system, you need a Java JDK 8, an installation of CUDA 8.0 (if you want to use NVIDIA GPUs), and a copy of apache maven 3.x. On windows, you also need a unix command package like cygwin. With those prerequisites, you can do:

mvn clean install

to build and install and then

./bidmat

To start bidmat. More detailed installation and building instructions are available here.

The main project page is here.

Documentation is here in the wiki

BIDMat is a sister project of BIDMach, a machine learning library, which is also on github

Take a look at BIDMach_RL, a new project on reinforcement learning which has state-of-the-art implementations of several RL algorithms: on github