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Lightweight header-only matrix library (C++) for numerical optimization and machine learning. Contact me if there is an exciting opportunity.

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MatrixLib

!!! NEW2019.1.12 add QR decomposition, Cholesckey decomposition Gram-Schmit orthog, matrix stack, matrix repeat

!!! NEW2019.1.11 add LU, LDU, matmul for many matrices, col(from,cnt), row(from,cnt)

Lightweight header-only matrix library (C++) for numerical optimization and machine learning.
Ease of using is the emphasis of this library. Supported features are as following:

  • lightweight
  • dependency-free
  • templated type
  • copy-free matrix-view
  • flexiable matrix element access/selection
  • variety of operators, including matrix-matrix operators and matrix-number operators
  • broadcasting
  • type casting
  • linear algebra functions

Detailed examples are listed in main.cpp.

Please star this project if it is usable for your project.