  We present constraints on the amplitude and shape of the matter power
spectrum and the density of dark matter within the framework of a standard
LambdaCDM model. We use a Markov Chain Monte Carlo approach to combine
independent measurements of the three dimensional weak gravitational lensing
shear field by the COSMOS survey, of low and high resolution Ly-alpha forest
flux power spectrum by SDSS and LUQAS, and of Cosmic Microwave Background
temperature and polarization anisotropies by WMAP. We note good agreement
between the amplitude of the matter power spectrum on intermediate and small
scales as inferred from Ly-alpha forest and lensing data. The Ly-alpha forest
data helps to break the sigma_8-Omega_m degeneracy characteristic of weak
lensing results, yielding sigma_8 = 0.876 +- 0.048 for COSMOS plus Ly-alpha
SDSS data. This is somewhat larger than the value preferred by the WMAP year
three CMB data. Combining all three data sets significantly tightens the
constraints on sigma_8, the spectral index of primordial density fluctuation
n_s, a possible running of the spectral index n_run and the matter density
Omega_m. Assuming no running, the joint constraints for COSMOS, SDSS and WMAP
are sigma_8 = 0.800 +- 0.023, n_s = 0.971 +- 0.011, Omega_m = 0.247 +- 0.016
(1-sigma error bars).
