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Armadillo C++ matrix library

Posted on by Robin Ding Leave a comment Algorithms, Machine Learning, Mathematics
5.0

Fast C++ matrix library with easy to use functions and syntax, deliberately similar to Matlab. Uses template meta-programming techniques.

Also provides efficient wrappers for LAPACK, BLAS and ATLAS libraries, including high-performance versions such as OpenBLAS and Intel MKL.

Useful for machine learning, pattern recognition, signal processing, bioinformatics, statistics, finance, etc.

For more details, see http://arma.sourceforge.net

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Website http://arma.sourceforge.net
Tags
License Apache License V2.0
Platform BSD Linux Mac Windows
Features
  • Easy to use - has many MATLAB like functions
  • Useful for prototyping directly in C++
  • Useful for conversion of research code into production environments
  • Permissively licensed - can be used in proprietary software and products
  • Used for machine learning, pattern recognition, computer vision, signal processing, bioinformatics, statistics, finance, etc
  • Efficient classes for vectors, matrices, cubes (1st, 2nd, 3rd order tensors)
  • Fast singular value decomposition (SVD), eigen decomposition, QR, LU, Cholesky, FFT
  • Clustering using k-means and Gaussian Mixture Models (GMM)
  • Automatic vectorisation of expressions (SIMD)
  • Contiguous and non-contiguous submatrices
  • Automatically combines several operations into one to increase speed and efficiency
  • Automatically uses OpenMP for speedups