mathkit
1.5
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Mathkit is a lightweight C++ library for finance, statistics and linear algebra.
Finance features include compound rate present/future value, annuity, various present/future value coefficients ...
Statistics features include mean, median, variance, standard deviation, covariance, correlation, linear regression, probabilities and random variates of various distributions ...
Linear algebra features include matrix arithmetic, inverse, determinant, rank, linear system solution, lu/qr decomposition ...
And there are also some auxiliary features like random number generators, equation solution, numerical integration, permutation/combination and gcd/lcm etc.
It is written in standard C++ with STL and uses STL containers (especially vector) to hold data. So this project is not for you if you have millions and millions of complex data and need extremely high computing efficiency. It is aimed to be a lightweight, convenient and ready-made toolkit for you to check out your ideals.
Mathkit is written in standard C++ with STL. So you can use any standard C++ compiler to compile it.
There are also some scripts to help you build it. For linux and other unix-like systems with gnu compilers try Makefile. For windows systems above xp/2000 try build_vc.bat (visual c++ compiler) or build_bc.bat (borland c++ compiler). Then just copy the static library generated and the include directory to anywhere you want to use it later.