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Dec 18

Newmat C++ matrix library

Posted by abiao at 21:16 | Code » C++ | Comments(1) | Reads(11468)
This C++ library is intended for scientists and engineers who need to manipulate a variety of types of matrices using standard matrix operations. Emphasis is on the kind of operations needed in statistical calculations such as least squares, linear equation solve and eigenvalues.

It supports matrix types: Matrix (rectangular matrix); UpperTriangularMatrix; LowerTriangularMatrix; DiagonalMatrix; SymmetricMatrix; BandMatrix; UpperBandMatrix; LowerBandMatrix; SymmetricBandMatrix; IdentityMatrix; RowVector; ColumnVector.

Only one element type (float or double) is supported.

The library includes the operations *, +, -, *=, +=, -=, Kronecker product, Schur product, concatenation, inverse, transpose, conversion between types, submatrix, determinant, Cholesky decomposition, QR triangularisation, singular value decomposition, eigenvalues of a symmetric matrix, sorting, fast Fourier and trig. transforms, printing and an interface with Numerical Recipes in C.

Introduction and package downloading: http://www.robertnz.net/nm_intro.htm

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You may also want to have a look at the Armadillo C++ library:
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