Re: Library for matrix operations? (eigenvalues, pseudoinverse)

[CEL]

True, Eigen is pretty popular for people needing to do Matrix
operations – I wasn't aware they even have Matrix decompositions[1]!
(in hindsight... considering the library name...)
I like Eigen, but there's two caveats, I find:

1. indexing is done with () instead of [] (I guess it's made for people
who come from Matlab)
2. It's very much mathematician's software – I found (but that's about
a decade in the past, at the very least, so older compilers, older
processors, older Eigen) that things like Matrix·Matrix products were
relatively slow

I do recommend it to students that simply need some Matrix
functionality, as performance usually is of secondary concern and can
be optimized as soon as the software works.

Best regards,
Marcus

[1]
http://eigen.tuxfamily.org/dox/group__TopicLinearAlgebraDecompositions.html
On Fri, 2020-01-17 at 11:16 +1300, Jeremy Reeve wrote:
> Hi Laura,
> 
> Just to add to the suggestions, I've seen Eigen [1] used in the past.
> It's a template library (headers only) and has no external
> dependencies other than the standard library and that might be
> something to consider given your use-case.
> 
> [1] http://eigen.tuxfamily.org/index.php?title=Main_Page
> 
> Jeremy
> 
> On Fri, 17 Jan 2020 at 10:02, Laura Arjona <address@hidden> wrote:
> > Hi all,
> > 
> > Is there any library to use in gnuradio for algebra operations, such as 
> > matrix eigenvalues, and pseudoinverse? Or I'd need to code them myself in 
> > C++?
> > 
> > I need to integrate those operations into my OOT C++ blocks.
> > 
> > Thanks for your time
> > 
> > Best
> > 
> > --
> > Laura Arjona
> > Washington Research Foundation Innovation Postdoctoral Fellow in 
> > Neuroengineering
> > 
> > Paul G. Allen School of Computer Science & Engineering
> > 185 E Stevens Way NE
> > University of Washington
> > Seattle, WA 98195-2350

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