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Newmat

This C++ library is intended for scientists and engineers who need to manipulate a variety of types of matrices using standard matrix operations. Emphasis is on the kind of operations needed in statistical calculations such as least squares, linear equation solve and eigenvalues.
It supports matrix types: Matrix (rectangular matrix); UpperTriangularMatrix; LowerTriangularMatrix; DiagonalMatrix; SymmetricMatrix; BandMatrix; UpperBandMatrix; LowerBandMatrix; SymmetricBandMatrix; RowVector; ColumnVector.
The library includes the operations *, +, -, concatenation, inverse, transpose, conversion between types, submatrix, determinant, Cholesky decomposition, QR triangularisation, singular value decomposition, eigenvalues of a symmetric matrix, sorting, fast Fourier and trig. transforms, printing and an interface with Numerical Recipes in C.

Current Version:   newmat10

License Type:   No restrictions on use; cannot be sold except as part of a low cost program collection such as Walnut Creek's collections; Author takes no responsibility for any problems that might arise from the use of the package.

Home Site:
http://webnz.com/robert/

Source Code Availability:

Yes

Available Binary Packages:

  • Debian Package:   No
  • RedHat RPM Package:   No
  • Other Packages:   No

Targeted Platforms:

See below. For Linux, newmat works fine with Red Hat 4.2 (at least).

Software/Hardware Requirements:

Tested on following compilers: Borland (3.1, 4.5 & 5), Microsoft (VC++ 1.5, 2, 5) and Watcom (10) C++ on a PC and AT&T C++ (3) and Gnu G++ (2.6.0, 2.7.2) on a Unix computer.

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