mathtoolbox

A library of mathematical tools (regression, interpolation, dimensionality reduction, clustering, etc.) written in C++11. Eigen http://eigen.tuxfamily.org/ is used for the interface and internal vector/matrix representation.

Algorithms

Scattered Data Interpolation and Function Approximation

rbf-interpolation: Radial basis function (RBF) network

Dimensionality Reduction and Low-Dimensional Embedding

classical-mds: Classical multi-dimensional scaling (MDS)

Dependency

Eigen http://eigen.tuxfamily.org/

Build and Installation

mathtoolbox uses CMake https://cmake.org/ for building source codes. This library can be built, for example, by

git clone https://github.com/yuki-koyama/mathtoolbox.git
cd mathtoolbox
mkdir build
cd build
cmake ../
make

and optionally it can be installed to the system by

make install

When the CMake parameter MATHTOOLBOX_BUILD_EXAMPLES is set ON, the example applications are also built. (The default setting is OFF.) This is done by, for example,

cmake ../ -DMATHTOOLBOX_BUILD_EXAMPLES=ON
make

Projects Using mathtoolbox

SelPh https://github.com/yuki-koyama/selph (for classical-mds)

Licensing

The MIT License.

lavrovd/mathtoolbox