Armadillo.NET

CSharp binding of Armadillo (C++ library for linear algebra & scientific computing)

• Armadillo is a high quality linear algebra library (matrix maths) for the C++ language, aiming towards a good balance between speed and ease of use

• Provides high-level syntax and functionality deliberately similar to Matlab

• Useful for algorithm development directly in C++, or quick conversion of research code into production environments (eg. software & hardware products)

• Provides efficient classes for vectors, matrices and cubes (1st, 2nd and 3rd order tensors); dense and sparse matrices are supported

• Integer, floating point and complex numbers are supported

• Various matrix decompositions are provided through integration with LAPACK, or one of its high performance drop-in replacements (eg. multi-threaded Intel MKL, or OpenBLAS)

• A sophisticated expression evaluator (based on template meta-programming) automatically combines several operations to increase speed and efficiency

• Can automatically use OpenMP multi-threading (parallelisation) to speed up computationally expensive operations

• Available under a permissive license, useful for both open-source and proprietary (closed-source) software

• Can be used for machine learning, pattern recognition, computer vision, signal processing, bioinformatics, statistics, finance, etc