Re: Library for matrix operations? (eigenvalues, pseudoinverse)

[Laura Arjona]

Thank you all so much for the detailed responses, really appreciate it.

To give some background, my application is to build a CCA  (canonical correlation analysis)  filter as an OOT C++ block. And the inputs are two digital signals (represented as matrices) - one of them I receive and decode real time with my SDR (using usrp n210 with ubuntu).

I am going to try Eigen and Armadillo to start with.

Cheers

Laura.

On Thu, Jan 16, 2020 at 2:33 PM Müller, Marcus (CEL) <address@hidden> wrote:

True, Eigen is pretty popular for people needing to do Matrix
operations – I wasn't aware they even have Matrix decompositions[1]!
(in hindsight... considering the library name...)
I like Eigen, but there's two caveats, I find:

1. indexing is done with () instead of [] (I guess it's made for people
who come from Matlab)
2. It's very much mathematician's software – I found (but that's about
a decade in the past, at the very least, so older compilers, older
processors, older Eigen) that things like Matrix·Matrix products were
relatively slow

I do recommend it to students that simply need some Matrix
functionality, as performance usually is of secondary concern and can
be optimized as soon as the software works.

Best regards,
Marcus

[1]
http://eigen.tuxfamily.org/dox/group__TopicLinearAlgebraDecompositions.html
On Fri, 2020-01-17 at 11:16 +1300, Jeremy Reeve wrote:
> Hi Laura,
>
> Just to add to the suggestions, I've seen Eigen [1] used in the past.
> It's a template library (headers only) and has no external
> dependencies other than the standard library and that might be
> something to consider given your use-case.
>
> [1] http://eigen.tuxfamily.org/index.php?title=Main_Page
>
> Jeremy
>
> On Fri, 17 Jan 2020 at 10:02, Laura Arjona <address@hidden> wrote:
> > Hi all,
> >
> > Is there any library to use in gnuradio for algebra operations, such as matrix eigenvalues, and pseudoinverse? Or I'd need to code them myself in C++?
> >
> > I need to integrate those operations into my OOT C++ blocks.
> >
> > Thanks for your time
> >
> > Best
> >
> > --
> > Laura Arjona
> > Washington Research Foundation Innovation Postdoctoral Fellow in Neuroengineering
> >
> > Paul G. Allen School of Computer Science & Engineering
> > 185 E Stevens Way NE
> > University of Washington
> > Seattle, WA 98195-2350

--

Laura Arjona 

Washington Research Foundation Innovation Postdoctoral Fellow in Neuroengineering

Paul G. Allen School of Computer Science & Engineering

185 E Stevens Way NE

University of Washington

Seattle, WA 98195-2350