什么是R语言的快速自由矩阵/线性代数库? [英] What is a fast free matrix/linear algebra library for the R language?

问题描述

我一直在处理数学密集型代码，并且需要一个好的矩阵库.我可以使用二维数组，但是完整的矩阵库(带有乘法，加法等)将更加方便.我显然已经在Google上搜索了，但这给了我很多选择.我希望一些经验丰富的程序员的意见可以帮助缩小范围.

I've been dealing with math-intensive code and require a good matrix library. I could use a two dimensional array, but a complete matrix library (with multiplication, addition etc.) would be much more convenient. I obviously already googled it, but this gave me a plethora of choices. I was hoping that the opinions of a few experienced programmers would help narrow it down.

什么是C ++的一些好的免费矩阵/线性代数库?

推荐答案

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功能

uBLAS为密集，单位和稀疏向量，稠密，恒等，三角形，带状，对称，厄米和稀疏矩阵提供模板化的C ++类.向量和矩阵的视图可以通过范围，切片，适配器类和间接数组构造.该库涵盖了对向量和矩阵的常规基本线性代数运算:诸如不同范数的归约，向量和矩阵的加减法以及与标量，向量的内外乘积，矩阵向量和矩阵矩阵乘积以及三角形求解器的相乘.容器，视图和表达式模板化操作之间的粘合是一个主要符合STL的迭代器接口.

uBLAS provides templated C++ classes for dense, unit and sparse vectors, dense, identity, triangular, banded, symmetric, hermitian and sparse matrices. Views into vectors and matrices can be constructed via ranges, slices, adaptor classes and indirect arrays. The library covers the usual basic linear algebra operations on vectors and matrices: reductions like different norms, addition and subtraction of vectors and matrices and multiplication with a scalar, inner and outer products of vectors, matrix vector and matrix matrix products and triangular solver. The glue between containers, views and expression templated operations is a mostly STL conforming iterator interface.

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