Mathematical Libraries¶

Mathematical libraries used in development and those usages with CMake.

boost Math Toolkit
Netlib Repository at UTK and ORNL
CodeCogs: Open Source Scientific Library (C/C++, .NET, Excel)
GSL (GNU Scientific Library): a numerical library for C and C++ programmers
- GSL Shell offers an interactive command-line interface that gives access to GSL collection of mathematical functions
C++11 Fixed Point Arithmetic Library

Basic Linear Algebra¶

Boosting numpy: Why BLAS Matters

BLAS¶

The BLAS (Basic Linear Algebra Subprograms) are routines that provide standard building blocks for performing basic vector and matrix operations. The Level 1 BLAS perform scalar, vector and vector-vector operations, the Level 2 BLAS perform matrix-vector operations, and the Level 3 BLAS perform matrix-matrix operations. Because the BLAS are efficient, portable, and widely available, they are commonly used in the development of high quality linear algebra software, LAPACK for example.

LAPACK¶

LAPACK is written in Fortran 90 and provides routines for solving systems of simultaneous linear equations, least-squares solutions of linear systems of equations, eigenvalue problems, and singular value problems.

Bash

find_package(LAPACK REQUIRED)
if(LAPACK_FOUND)
    message(STATUS "LAPACK Libraries: ")
    foreach (lib ${LAPACK_LIBRARIES})
        message(STATUS "  " ${lib})
    endforeach()
    link_libraries( ${LAPACK_LIBRARIES} )
endif()

ATLAS¶

The ATLAS (Automatically Tuned Linear Algebra Software) project is an ongoing research effort focusing on applying empirical techniques in order to provide portable performance. At present, it provides C and Fortran77 interfaces to a portably efficient BLAS implementation, as well as a few routines from LAPACK.

OpenBLAS¶

OpenBLAS is an optimized BLAS library based on GotoBLAS2 1.13 BSD version.

SuiteSparse¶

SuiteSparse: A Suite of Sparse Matrix Software.

Eigen¶

Eigen is a C++ template library for linear algebra: matrices, vectors, numerical solvers, and related algorithms.

Bash

find_package(Eigen3 REQUIRED)
if(EIGEN3_FOUND)
    include_directories( ${EIGEN3_INCLUDE_DIR} )
endif()

Eigen Library Tutorial

Matrix Template Library (MTL2/MTL4)¶

The Matrix Template Library 4 (MTL4) is a development library for scientific computing that combines high productivity with high performance in the execution.

Blitz++¶

Blitz++ is a C++ class library for scientific computing which provides performance on par with Fortran 77/90. It uses template techniques to achieve high performance. Blitz++ provides dense arrays and vectors, random number generators, and small vectors (useful for representing multicomponent or vector fields).

CLBlast¶

CLBlast is a modern, lightweight, performant and tunable OpenCL BLAS library written in C++11.

GMP¶

GMP is a free library for arbitrary precision arithmetic, operating on signed integers, rational numbers, and floating-point numbers.

Lie theory¶

TooN¶

TooN: Tom's Object-oriented numerics library.
The TooN library is a set of C++ header files which provide basic linear algebra facilities.

Bash

# TooN
# Require linking the LAPACK library

Sophus¶

C++ implementation of Lie Groups using Eigen commonly used for 2d and 3d geometric problems (i.e. for Computer Vision or Robotics applications).

Bash

find_package( Sophus REQUIRED )
if(Sophus_FOUND)
    include_directories( ${Sophus_INCLUDE_DIRS} )
    link_libraries( ${Sophus_LIBRARIES} )
endif()

manif¶

manif is a header-only c++11 Lie theory library for state-estimation targeted at robotics applications

DFT¶

FFTW¶

FFTW is a C subroutine library for computing the discrete Fourier transform (DFT) in one or more dimensions, of arbitrary input size, and of both real and complex data (as well as of even/odd data, i.e. the discrete cosine/sine transforms or DCT/DST).

Optimization¶

Ceres Solver¶

Ceres Solver is an open source C++ library for modeling and solving large, complicated optimization problems. It can be used to solve Non-linear Least Squares problems with bounds constraints and general unconstrained optimization problems.

Bash

find_package( Ceres REQUIRED )
if(Ceres_FOUND)
    include_directories( ${CERES_INCLUDE_DIRS} )
    link_libraries( ${CERES_LIBRARIES} )
endif()

G2O¶

g2o: A General Framework for Graph Optimization

Bash

find_package( G2O REQUIRED )
if(G2O_FOUND)
    include_directories( ${G2O_INCLUDE_DIRS} )
    link_libraries( g2o_core g2o_stuff g2o_types_sba )
endif()

ensmallen¶

ensmallen: flexible C++ library for efficient mathematical optimization

Search¶

ANN¶

ANN: A Library for Approximate Nearest Neighbor Searching

FLANN¶

FLANN is a library for performing fast approximate nearest neighbor searches in high dimensional spaces.

Annoy¶

Annoy (Approximate Nearest Neighbors Oh Yeah) is a C++ library with Python bindings to search for points in space that are close to a given query point.