Advise with choosing a linear algebra library for C++ [closed] - c++

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Closed 10 years ago.
Please, help me with choosing a library for C++ that can provide with high performance calculations in linear algebra.
Can you please share your experience with Armadillo library (http://arma.sourceforge.net/)
Thanks in advance!

I'd choose between Eigen or Sonys vectormath library ( google for vectormath aos , can't seem to find a direct download but it's a part of bullet ). Sonys library has less bells & whistles, a tad more inconvenient syntax, but it's fast, especially for their own platforms. Sonys library is limited to the subset of linear algebra used for games however, matrices doesn't go beyond 4x4 for example.

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C/C++ Wavelet library, non-GPL [closed]

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Closed 9 years ago.
Ideally what I'd like to find is something with a simple, straightforward interface to multiple wavelet categories, like the GSL, but which has a license that lets me use it in proprietary software. The top answer here lists 10 Wavelet libraries, however all but one are licensed under the GPL, and the one that isn't seemed a little heavyweight, with the wavelet calculation wrapped up within larger image-processing functionality (which I'm not doing). In any case I would like to have more options.
I also found this, which looks cool, but it presumes a cuda-capable GPU and I can't assume that.
Found one! It offers the Apache 2.0 license along with the GPL. Unfortunately, it only calculates one specific transform ('Lazy transform with lifting') so I would still like to know about more options if there are any.

Comparison of Random Decision Forest implementation in C++ [closed]

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Closed 9 years ago.
I am currently converting some R code into C++ code, and I need a “good” C++ Random Decision Forest implementation.
So far I found three big implementation (tmva, alglib and openCv), some “small/outdated” ones (like librf), and I need to choose one of them:
Do you guys have some good/bad experiences and/or some recommendations about those libraries (or maybe some other ones)? For example, the simplicity of use, the portability, the memory use, the speed, the readability of the error messages, the bugs(?), the comments about choices in the implementation, etc.
If you want to know, I am working with Visual Studio but my code is (and should stay) compatible with Linux. The speed and memory usage are very important for me since I will compute and keep in memory a large amount of random Forests. The code that I am developing is a machine learning algorithm for symbolic time sequences.
Thank you in advance,

Are there any current C/C++ libraries filled with well-known compression algorithms? [closed]

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Closed 10 years ago.
I am looking for a C or C++ library that includes several well-known compression algorithms (particularly lossless ones), for the purpose of developing a custom compression scheme and comparing it to generic solutions. I have found one, called Basic Compression Library, but it does not seem to have been updated since 2006. I found a paper about another, called ExCom, that was published in 2010, but the website doesn't have a download link.
Are there other similar libraries that have been updated more recently and/or include more algorithms? Or is there a reason why they don't exist?
I know zlib and bzip
And you could take a Debian Linux distribution, and find all the compression utilities there.
You can try LibArchive, which has an expanding list of compression codecs supported :
http://code.google.com/p/libarchive/wiki/LibarchiveFormats

Best books/sites/blogs to learn DataStructures and Algorithms as a starting level? [closed]

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Closed 10 years ago.
Could you please, can any one tell me the best books/sites/blogs to learn DataStructures and Algorithms as a starting level?
in c++ language.
Thanks in advance.
For learning data structures and algorithms in general I'd recommend The Algorithm Design Manual by Steven Skiena (Google books link).
The definitive book would be Introduction to Algorithms. Try and get a used copy, it's not cheap.
As for sites, the SO tag data-structures has some great stuff in it too. You might want to look at the top questions there.

What library do you use for matrix calculations on CUDA? [closed]

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Closed 10 years ago.
What library do you use for matrix calculations on CUDA? Or are there any? It seems as if everybody writes this by himself.
For usual processors, I use Eigen. What about GPUs?
For dense matrix operations, you could consider CUBLAS (provided with the CUDA Toolkit), Magma and CULAtools.
For sparse matrix operations consider CUSPARSE (provided with the CUDA Toolkit) and CUSP.
What are the problems you're dealing with?
For sparse matrix calculations CUSP is quite a good library.
For dense problems Magma might be a better fit.