arma.sourceforge.netArmadillo: C++ library for linear algebra & scientific computing

Armadillo: C++ library for linear algebra & scientific computing Armadillo C++ library for linear algebra & scientific computing About Documentation Questions Speed Contact Download Armadillo is a high quality linear algebra library (matrix maths) for the C++ language, aiming towards a good balance between speed and ease of use Provides high-level syntax and functionality deliberately similar to Matlab Useful for algorithm development directly in C++, or quick conversion of research code into production environments Provides efficient classes for vectors, matrices and cubes; dense and sparse matrices are supported Integer, floating point and complex numbers are supported A sophisticated expression evaluator (based on template meta-programming) automatically combines several operations to increase speed and efficiency Dynamic evaluation automatically chooses optimal code paths based on detected matrix structures Various matrix decompositions (eigen, SVD, QR, etc) are provided through integration with LAPACK , or one of its high performance drop-in replacements (eg. MKL or OpenBLAS ) Can automatically use OpenMP multi-threading (parallelisation) to speed up computationally expensive operations Distributed under the permissive Apache 2.0 license , useful for both open-source and proprietary (closed-source) software Can be used for machine learning, pattern recognition, computer vision, signal processing, bioinformatics, statistics, finance, etc download latest version | git repo | browse documentationSupported...