Q Math Library


qml is a library for statistics, linear algebra, and optimization in kdb+. It provides an interface between the q programming language and numerical libraries such as LAPACK.

The current version of the library is 0.7.3 (track updates).



The main function of the LAPACK wrappers in qml is to convert matrices between q format (list of row vectors) and Fortran format (column-major array). This conversion can be viewed as a combination of a memory copy and a matrix transpose, which is slower than just a linear memory copy and can be tricky to optimize. A typical optimization is to use a blocked algorithm (4 nested loops instead of 2), but the optimal block size depends on the system architecture and the algorithm introduces extra complexity and corner cases.

This conversion doesn't account for most of the runtime of qml functions – the actual LAPACK operation does. For example, in .qml.mm the transpose is O(n²) while the multiplication is O(n³). But it does add substantial overhead.

However, it turns out that in many cases the transpose is unnecessary. We still need to convert between q format (non-contiguous vectors) and Fortran format (contiguous array), but we can do just a memory copy without a transpose and fold the transpose into the actual LAPACK call:

  • in .qml.mdet transpose doesn't matter as |A|=|Aᵀ|

  • in .qml.minv the input and output transpose can be omitted together as A⁻¹=((Aᵀ)⁻¹)ᵀ

  • in .qml.mm we can omit the input and output transpose if we swap the arguments, as AB=(BᵀAᵀ)ᵀ

Here's a graph showing the effectiveness of this optimization (ratio of qml 0.7 run time to qml 0.6 run time) at different matrix sizes when linked against OpenBLAS:


Matrix multiplication is the fastest of these operations and involves the largest number of matrices (2 inputs and 1 output), and OpenBLAS is faster than Netlib BLAS, so reducing the overhead makes the most difference to .qml.mm using OpenBLAS: it's 10-60% faster in qml 0.7.

Earlier entries


qml is free software with a BSD-style license. It is provided in the hope that it will be useful, but with absolutely no warranty. See the file LICENSE.txt for details.

qml is linked against several other libraries. The copyrights and licenses for these libraries are also listed in LICENSE.txt.


Current version:

repository Source code on GitHub

repository Binaries on GitHub

archive qml-0.7.3.zip (173.11 KB; 2017-07-25; source code only)

archive qml-0.7.3-bin.zip (3.08 MB; 2017-07-26; binary for kdb+ 3 on w32)

Older versions:

archive qml-0.6.zip (143.77 KB; 2015-12-27; source code only)

archive qml-0.5.5.zip (137.99 KB; 2015-06-21; source code only)

archive qml-0.4.zip (99.65 KB; 2013-05-12; source code only)

Legacy versions:

repository Source code on GitHub

archive qml-0.3.10.zip (76.88 KB; 2011-07-13; source code only)

archive qml-0.3.8.zip (74.28 KB; 2011-07-08; source code only)

archive qml-0.2.1.zip (1.31 MB; 2010-02-17; includes binaries)

archive qml-0.1.8.zip (1.23 MB; 2009-10-25; includes binaries)


To compile and install from source code, run

make test
make install

To install a precompiled binary, copy qml.q into the same directory as q.k, and copy qml.dll or qml.so into the same directory as q.exe or q. Then run test.q.

Instructions for building on specific platforms are on the wiki.


Load with

q)\l qml.q

All functions are in the .qml namespace. Numerical arguments are automatically converted into floating-point. Matrixes are in the usual row-major layout (lists of row vectors). Complex numbers are represented as pairs of their real and imaginary parts.

q).qml.nicdf .25 .5 .975                  / normal distribution quantiles
-0.6744898 0 1.959964

q).qml.mchol (1 2 1;2 5 4;1 4 6)          / Cholesky decomposition
1 2 1
0 1 2
0 0 1

q).qml.poly 2 -9 16 -15                   / solve 2x^3-9x^2+16x-15=0
1 1.414214
1 -1.414214

q).qml.mlsq[(1 1;1 2;1 3;1 4);11 2 -3 -4] / fit line
14 -5f

q).qml.conmin[{x*y+1};{1-(x*x)+y*y};0 0]  / minimize x(y+1) s.t. x^2+y^2<=1
-0.8660254 0.5

There are more examples here and in my directory at code.kx.com.

Constants and functions


pi pi
e e
eps smallest representable step from 1.

Trigonometric functions

sin[x] sine
cos[x] cosine
tan[x] tangent
asin[x] arcsine
acos[x] arccosine
atan[x] arctangent
atan2[x;y] atan[x%y]
sinh[x] hyperbolic sine
cosh[x] hyperbolic cosine
tanh[x] hyperbolic tangent
asinh[x] hyperbolic arcsine
acosh[x] hyperbolic arccosine
atanh[x] hyperbolic arctangent

Other libm functions

exp[x] exponential
expm1[x] exp[x]-1
log[x] logarithm
log10[x] base-10 logarithm
logb[x] extract binary exponent
log1p[x] log[1+x]
pow[a;x] exponentiation
sqrt[x] square root
cbrt[x] cube root
hypot[x;y] sqrt[pow[x;2]+pow[y;2]]
floor[x] round downward
ceil[x] round upward
fabs[x] absolute value
fmod[x;y] remainder of x%y

Hypergeometric functions

erf[x] error function
erfc[x] complementary error function
lgamma[x] log of absolute value of gamma function
gamma[x] gamma function
beta[x;y] beta function
pgamma[a;x] lower incomplete gamma function (a>0)
pgammac[a;x] upper incomplete gamma function (a>0)
pgammar[a;x] regularized lower incomplete gamma function (a>0)
pgammarc[a;x] regularized upper incomplete gamma function (a>0)
ipgammarc[a;p] inverse complementary regularized incomplete gamma function (a>0, p0.5)
pbeta[a;b;x] incomplete beta function (a,b>0)
pbetar[a;b;x] regularized incomplete beta function (a,b>0)
ipbetar[a;b;p] inverse regularized incomplete beta function (a,b>0)
j0[x] order 0 Bessel function
j1[x] order 1 Bessel function
y0[x] order 0 Bessel function of the second kind
y1[x] order 1 Bessel function of the second kind

Probability distributions

ncdf[x] CDF of normal distribution
nicdf[p] its inverse
c2cdf[k;x] CDF of chi-squared distribution (k1)
c2icdf[k;p] its inverse
stcdf[k;x] CDF of Student's t-distribution (natural k)
sticdf[k;p] its inverse
fcdf[d1;d2;x] CDF of F-distribution (d1,d21, x0)
ficdf[d1;d2;p] its inverse
gcdf[k;th;x] CDF of gamma distribution
gicdf[k;th;x] its inverse
bncdf[k;n;p] CDF of binomial distribution
bnicdf[k;n;x] its inverse for p parameter (k<n)
pscdf[k;lambda] CDF of Poisson distribution
psicdf[k;p] its inverse for lambda
smcdf[n;e] CDF for one-sided Kolmogorov-Smirnov test
smicdf[n;e;x] its inverse
kcdf[x] CDF for Kolmogorov distribution
kicdf[p] its inverse (p1e-8)

Matrix operations

diag[diag] make diagonal matrix
mdim[matrix] number of (rows; columns)
mdiag[matrix] extract main diagonal
mdet[matrix] determinant
mrank[matrix] rank
minv[matrix] inverse
mpinv[matrix] pseudoinverse
dot[a;b] dot product
mm[A;B] multiply
mmx[opt;A;B] mm[] with options
`lflip: flip A
`rflip: flip B
ms[A;B] solve B=A mm X, A is triangular
mev[matrix] (eigenvalues; eigenvectors) sorted by decreasing modulus
mchol[matrix] Cholesky factorization upper matrix
mqr[matrix] QR factorization: (Q; R)
mqrp[matrix] QR factorization with column pivoting: (Q; R; P), matrix@\:P=Q mm R
mlup[matrix] LUP factorization with row pivoting: (L; U; P), matrix[P]=L mm U
msvd[matrix] singular value decomposition: (U; Sigma; V)
mkron[A;B] Kronecker product

Polynomial roots

poly[coef] roots of a polynomial (highest-degree coefficient first)

Linear equation solving

mls[A;B] solve B=A mm X
mlsx[opt;A;B] mls[] with options
`equi: equilibrate the system (default: don't)
`flip: flip A, and flip B and X unless B is a vector
mlsq[A;B] solve min ||B-A mm X||
mlsqx[opt;A;B] mlsq[] with options
`svd: use SVD algorithm (default: QR or LQ)
`flip: flip A, and flip B and X unless B is a vector

Nonlinear equation solving and optimization

root[f;(x0;x1)] find root on interval (f(x0)f(x1)<0)
rootx[opt;f;(x0;x1)] root[] with options (as dictionary or mixed list)
`iter: max iterations (default: 100)
`tol: numerical tolerance (default: ~1e-8)
`full: full output (default: only x)
`quiet: return null on failure (default: signal)
solve[eqs;x0] solve nonlinear equations (given as functions)
solvex[opt;eqs;x0] solve[] with options
`iter: max iterations (default: 1000)
`tol: numerical tolerance (default: ~1e-8)
`full: full output (default: only x)
`quiet: return null on failure (default: signal)
`steps: RK steps per iteration (default: 1)
`rk: use RK steps only (default: RK, SLP)
`slp: use SLP steps only (default: RK, SLP)
line[f;base;x0] line search for minimum from base
linex[opt;f;base;x0] line[] with same options as rootx[]
min[f;x0] find unconstrained minimum
min[(f;df);x0] min[] with analytic gradient function
minx[opt;f;x0] min[] with same options as solvex[], plus
`nm: use Nelder-Mead method (default: CONMAX)
`sbplx: use Subplex method (default: CONMAX)
conmin[f;cons;x0] find constrained minimum (functions cons0)
conmin[(f;df);flip(cons;dcons);x0] conmin[] with analytic gradient functions
conminx[opt;f;cons;x0] conmin[] with same options as solvex[], plus
`lincon: assume linear cons (default: nonlinear)
`cobyla: use COBYLA method (default: CONMAX)