IT++

IT++ is a C++ library of classes and functions for linear algebra, numerical optimization, signal processing, communications, and statistics.^[1] It is being developed by researchers in these areas and is widely used by researchers, both in the communications industry and universities.^[2][3] The IT++ library originates from the former department of Information Theory at the Chalmers University of Technology, Gothenburg, Sweden.

The kernel of the IT++ library are templated vector and matrix classes, and a set of accompanying functions. Such a kernel makes IT++ library similar to Matlab/Octave. For increased functionality, speed and accuracy, IT++ can make extensive use of existing free and open source libraries, especially BLAS, CBLAS, LAPACK and FFTW libraries. Instead of BLAS and LAPACK, some optimized platform-specific libraries can be used as well, i.e.:

• ATLAS (Automatically Tuned Linear Algebra Software) - includes optimised BLAS, CBLAS and a limited set of LAPACK routines;
• MKL (Intel Math Kernel Library) - includes all required BLAS, CBLAS, LAPACK and FFT routines (FFTW not required);
• ACML (AMD Core Math Library) - includes BLAS, LAPACK and FFT routines (FFTW not required).

It is possible to compile and use IT++ without any of the above listed libraries, but the functionality will be reduced. IT++ works on Linux, Solaris, Windows (with Cygwin, MinGW/MSYS, or Microsoft Visual C++) and OS X operating systems.

Example

Here is a trivial example demonstrating the IT++ functionality similar to Matlab/Octave,

#include <iostream>
#include <itpp/itbase.h>
using namespace std;
using namespace itpp;

int main()
{
  vec a = linspace(0.0, 2.0, 2);
  vec b = "1.0 2.0";
  vec c = 2*a + 3*b;
  cout << "c =\n" << c << endl;

  mat A = "1.0 2.0; 3.0 4.0";
  mat B = "0.0 1.0; 1.0 0.0";
  mat C = A*B + 2*A;
  cout << "C =\n" << C << endl;
  cout << "inverse of B =\n" << inv(B) << endl;

  return 0;
}

See also

• Blitz++
• Armadillo (C++ library)
• Numerical linear algebra
• List of numerical libraries
• List of numerical analysis software
• Scientific computing

References

External links

• Official website