Best Math-Lib for C++
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Hey folks, I've got a simple question: What's your favorite Math-Library (besides Math.h :) I need a really good math-library which has FFT and SVD and a bunge of other stuff... *I tried JAMA, which is not too bad, but has too few functions for me *Matpack (surely a great Library but I only get errors when trying to compile) (www.matpack.de - maybe someone can help me get this running) *I even tried copying (well, more like typing from) "Numerical recipes in C" and even those ended in an endless loop when trying to do an svd. any suggestions?
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Hey folks, I've got a simple question: What's your favorite Math-Library (besides Math.h :) I need a really good math-library which has FFT and SVD and a bunge of other stuff... *I tried JAMA, which is not too bad, but has too few functions for me *Matpack (surely a great Library but I only get errors when trying to compile) (www.matpack.de - maybe someone can help me get this running) *I even tried copying (well, more like typing from) "Numerical recipes in C" and even those ended in an endless loop when trying to do an svd. any suggestions?
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Hey folks, I've got a simple question: What's your favorite Math-Library (besides Math.h :) I need a really good math-library which has FFT and SVD and a bunge of other stuff... *I tried JAMA, which is not too bad, but has too few functions for me *Matpack (surely a great Library but I only get errors when trying to compile) (www.matpack.de - maybe someone can help me get this running) *I even tried copying (well, more like typing from) "Numerical recipes in C" and even those ended in an endless loop when trying to do an svd. any suggestions?
I don't know what your detailed requirements are, there is no gold standard of which I am aware. Recently I have been using Intel MKL - this has impressive FFT performance, haven't used SVD yet. For freeware FFT, FFTW is probably the best. I have used IMSL but it is expensive, and I have a query in my mind over licensing for use in products. For free linear algebra you could consider getting a fortran compiler and compiling the NETLIB routines you want into a library.
Peter "Until the invention of the computer, the machine gun was the device that enabled humans to make the most mistakes in the smallest amount of time."
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Hey folks, I've got a simple question: What's your favorite Math-Library (besides Math.h :) I need a really good math-library which has FFT and SVD and a bunge of other stuff... *I tried JAMA, which is not too bad, but has too few functions for me *Matpack (surely a great Library but I only get errors when trying to compile) (www.matpack.de - maybe someone can help me get this running) *I even tried copying (well, more like typing from) "Numerical recipes in C" and even those ended in an endless loop when trying to do an svd. any suggestions?
how about Blitz its gives you matlab like capabilities for C++ here is the link: http://www.oonumerics.org/blitz/
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how about Blitz its gives you matlab like capabilities for C++ here is the link: http://www.oonumerics.org/blitz/
I'm on the same hunt for other reasons. Blitz looks good but even it seems to rely on the IEEE 754:1985 approx implementation built into the C Runtime:doh:. Do you know of any indepenent IEEE/libm implementation in C++?
Nothing is exactly what it seems but everything with seems can be unpicked.
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Hey folks, I've got a simple question: What's your favorite Math-Library (besides Math.h :) I need a really good math-library which has FFT and SVD and a bunge of other stuff... *I tried JAMA, which is not too bad, but has too few functions for me *Matpack (surely a great Library but I only get errors when trying to compile) (www.matpack.de - maybe someone can help me get this running) *I even tried copying (well, more like typing from) "Numerical recipes in C" and even those ended in an endless loop when trying to do an svd. any suggestions?
Hi Queezy, I can't speak for FFTs and SVD (what are you doing with decomposition, BTW? I recently read a paper which used SVDs as a text indexing algorithm such as Google), but I personally love Crypto++ for anything Cryptography related. This includes its Large Integer package, and Elliptical Curve implementation. Jeff