Yet another c++ library for vector algebra, optimization, regression and more.

I created this library years ago and I have not worked on it for a some years. However I have found it useful and realtively easy to work with. I need to do some cosmetical changes to the source before uploading all of it. If I can keep my motivation up and/or there is any interest the following parts will be added in the coming months:

• Core - available

Inlucdes the matrix/vector class. The function class. Basic functions. All functions support function composition and analytical derivatives.

• Solvers - available

A n-dimensional Newton–Raphson solver.

• Optimization - not ready

Includes an unconstrained n-dimensional maximizer, a n-dimsnsional maximizer for problems with equality constraints, and a n-dimensional maximizer for problems with inequality constraints.

• Plot - available - beta

General plot utility that plots using gnuplot.

• Fit - OLS available, more to come

The code id made public as is and to build the libraries run make && make install in the src directory. The built libraries are placed in the libs dir.

• and more ...

General fit utilities. So far I have only added the OLS estimator but I have already written a general Cureve Fiting function and Logit and Probit estimators.

See the src/tests dir for how to use the classes. The general convention for typdefs are:

_ prefix denotes a templated class:

typedef matrix _m;

$ prefix denotes a shared_ptr class:

typdef shared_ptr<_m> $_m;

$$ prefix denotes a unique_ptr class:

typdef unique_ptr<_m> $$_m;

All tests are placed in the src/test folder. Read the source code to see examples of how to use the classes.

The following dependencies are mandatory:

• f2c

• slatec (downloaded and compiled in the make process)

• and more