MADlib is an open source library for in-database analytics. It is integrated with Greenplum database and is known for highly efficient analytics. It was first reported at VLDB 2009 in which MAD Skills: New Analysis Practices for Big Data was presented. Read about it at http://db.cs.berkeley.edu/papers/vldb09-madskills.pdf.
Click on the MADlib Wiki link and follow the installation guide for PostgreSQL or Greenplum.
Listed are the in-database analytic functions available natively in Greenplum and as Madlib functions (MADlib functions in bold). This list keeps expanding with every update and as the user community contributes to the MADlib.