SCILAB - Looking for feedback from users

MAESTRO · Nov 27, 2011

Quote from comintel:

You might also consider R, which is widely used in Financial modeling.

For some good examples, see
http://blog.fosstrading.com/

I think you are far better off with R than with a clone of Matlab, and in fact probably better off than with Matlab itself.
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Excellent suggestion! Thank you so much!

MAESTRO · Nov 27, 2011

Quote from dsss27:

Matlab (core) will go up to $2.2k US in January. MathWorks gets you with the core and all the linked toolboxes. For the computational finance case, that adds up to an additional $7.6k US plus about 18% of the total price for the annual software maintenance service. It is too bad MathWorks does not have a personal use program similar to Mathematica ($250 this holiday season)

SCILAB (and it's forked competitor Scicoslab) is great for me since it includes something I really want that is similar to Matlab's SIMULINK (another $3.15k) called xCOS. And it is Open Source and essentially GPL, more appropriately Free Libre Open Source Software (FLOSS).

Some m-files are compatible, and I think Scilab has a series of tools that can read/convert the m-files. Unfortunately, if your m-files uses the MathWorks toolboxes, I doubt it is fully compatible.

Since I use Matlab/Simulink at work, I can say that Scilab is just not fully compatible. There are some things in Scilab that are done better than in Matlab, I recall an m-body celestial orbital model for interplanetary travel that is more efficient in Scilab that was developed by the French. I also demonstrated in Rev2011a a non-vectorized routine using for-next loops that was faster than the vectorized version in Matlab, but vectorized version in Scilab was faster. Again, that may just be a simple quirk or a luddite programmer error that I stumbled on, and it may be fixed in Rev2011b (Matlab released this last September as part of the sotware maintenance service).

If you can read French or German, there are plenty of references to get you up to speed. Alas, I am not in that crowd so that is the major drawback for me. There is only one book that barely covers Scilab for beginners in English (Modeling and Simulation in Scilab/Scicos with ScicosLab 4.4).

I think if Scilab matures and gain critical mass in areas that primarily speak English, it will give Matlab a run for their money, in my humble opinion. I've heard the Asian continent is starting to be aware of Scilab.

However in the interim for English only readers, I've attached an 8+ MB pdf that summarizes in detail Scilab that is in English for your perusal.

Update: Looks like EliteTrader does not like 8+ Meg files, so here is the PowerPoint link to the file:

http://www.heikell.fi/downloads/scilab.ppt

Hope this helps,

dsss27
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That is exactly what I was looking for! Some of my students are fluent in German and French (I used to be, not anymore ). Perfect. Thank you so much!!!!

Cheers,
MAESTRO

MAESTRO · Nov 27, 2011

Quote from henrik_freebsd:

I would also vote for R. Rserve (TCP/IP server) provides an interface to R and there are clients for C/C++, PHP and Java. I use the Java client and think it works fine.

I imagine the Java client can be used in a seamless fashion with Scala, Jython et al.

Henrik
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That is also very interesting! I love SCALA! I definitely need to look into R!

Cheers,
MAESTRO

MAESTRO · Nov 27, 2011

Quote from drm7:

What about Octave? Isn't it an open-source equivalent of Matlab? Sort of like GIMP is to Photoshop?
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I have to confess, I have never heard of it Need to do some research, obviously.

Thank you,
MAESTRO

Rodney King · Nov 27, 2011

Quote from dsss27: http://www.heikell.fi/downloads/scilab.ppt

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Wow, this is great. Thanks for sharing it.

MAESTRO · Nov 27, 2011

Quote from dsss27:

Update: Looks like EliteTrader does not like 8+ Meg files, so here is the PowerPoint link to the file:

http://www.heikell.fi/downloads/scilab.ppt

Hope this helps,

dsss27
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Wow indeed! Thank you so much! it is exactly the material I was hoping to find. I have read it in one breath! Perfect!

Cheers,
MAESTRO

MAESTRO · Nov 28, 2011

I have done a few not very complex matrix calculations and plotted a few functions. So far so good! I have not seen yet any major problems with SCILAB so far. It installs and runs nicely on 64 bit W7. I had to change the folder permissions though to enable writing, but it is mostly W7 problem, not a Scilab drawback.

I will keep you posted with my progress. So far I am pleasantly surprised.

Cheers,
MAESTRO

henrik_freebsd · Nov 29, 2011

Quote from MAESTRO:

Quote from henrik_freebsd:

I would also vote for R. Rserve (TCP/IP server) provides an interface to R and there are clients for C/C++, PHP and Java. I use the Java client and think it works fine.

I imagine the Java client can be used in a seamless fashion with Scala, Jython et al.

Henrik
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That is also very interesting! I love SCALA! I definitely need to look into R!

Cheers,
MAESTRO
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Hi.

If you decide to look into R and Rserve you might also like to take a peek at Rsession http://code.google.com/p/rsession/ which is a higher level API/wrapper around the Rserve java client. It makes for easy coding.

A nice thing about R is that you can substitute the default BLAS (low level linear algebra stuff) with a (multithreaded) BLAS that is more performant. The Intel MKL BLAS, OpenBLAS and GotoBLAS are some alternatives. They can really boost the matrix multiplications.

Regards,
Henrik

rosy2 · Nov 29, 2011

www.pythonxy.com

MAESTRO · Nov 29, 2011

I wrote a couple of Random Walk experiments. SCILAB worked great so far! However, what the hell "execution until the caret, with echo" means? A weird term that I cannot understand. The SCILAB documentation definitely sucks and without that .ppt document I would be in trouble, thanks again, dsss27! But, overall it's doing its job for me so far!

Cheers,
MAESTRO