See the github wiki for Documentation.

BIDMat is a matrix library intended to support large-scale exploratory data analysis and to accelerate production deployment on single machines or clusters. While there are many excellent tools exist to support data analysis at small scale, there is a dearth of tools that support large-scale analysis or scale-up. Specifically, some goals of BIDMat are:

1. To provide an interactive data analysis environment, similar to R or Matlab. However, since we use the Scala language we have the advantage of a high-end programming language including good general-purpose data sructures. And also of Scala's compiler-based REPL (Read-Eval-Print Loop).

2. To leverage native machine performance through native libraries (Intel MKL, HDF5, CUDA and string/XML processing). Java/Scala are excellent high-level languages, but are one or two orders of magnitude away from native performance in some key areas: especially matrix algebra and string processing, and below the bar to a lesser degree in File-IO.

3. To leverage GPU hardware and GPU-based data as a first-class object. GPUs now offer large improvements (again one or more orders of magnitude) over CPU performance in many areas that are relevant to data mining: matrix algebra, transcendental functions, random number generation. These advantages in low-level operations carry over to network and graph algorithms and even natural language parsing. Our own work suggests that the list is going to continue to grow, and that GPU acceleration will fairly soon be a requirement for competitive performance in most algorithms.