Lightweight header-only matrix library (C++) for numerical optimization and machine learning. Contact me if there is an exciting opportunity.
!!! 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:
Detailed examples are listed in main.cpp.
Please star this project if it is usable for your project.