May 26, 2018

C++ linear algebra library

Armadillo is a C++ linear algebra library matrix maths aiming towards a good balance between speed and ease of use. The syntax is deliberately similar to Matlab.

Integer, floating point and complex numbers are supported, as well as a subset of trigonometric and statistics functions. Various matrix decompositions are provided through optional integration with LAPACK, or one of its high performance drop-in replacements such as the multi-threaded MKL or ACML libraries.

A delayed evaluation approach is employed at compile-time to combine several operations into one and reduce or eliminate the need for temporaries. This is accomplished through recursive templates and template meta-programming.

Useful for conversion of research code into production environments, or if C++ has been decided as the language of choice, due to speed and/or integration capabilities.

WWW http//