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Questions tagged [alglib]

ALGLIB is a portable library for numerical analysis and data processing. It is available for a number of popular programming languages (including C++, C#, Delphi) and on various operating systems (including Windows and some POSIX-based systems such as Linux).

ALGLIB is a cross-platform numerical analysis and data processing library. It supports several programming languages (C++, C#, Pascal, VBA) and several operating systems (Windows, Linux, Solaris).

Quoting Wikipedia, ALGLIB's features include:

  • Linear algebra (direct algorithms, EVD/SVD)
  • Solvers (linear and nonlinear)
  • Interpolation
  • Optimization
  • Fast Fourier transforms
  • Numerical integration
  • Linear and nonlinear least-squares fitting
  • Ordinary differential equations
  • Special functions
  • Statistics (descriptive statistics, hypothesis testing)
  • Data analysis (classification/regression, including neural networks)
  • Multiple precision versions of linear algebra, interpolation optimization and others algorithms (using MPFR for floating point computations)

ALGLIB is licensed under GPL 2+, with commercial licensing available.

Wikipedia page.

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Efficient conversion from Java arrays through JNI to/from ALGLIB real arrays

I need to convert one-dimensional and two-dimensional Java arrays of double elements through JNI to/from the ALGLIB real_1d_array and real_2d_array in C/C++, respectively. Right now, the process is as follows: Use the JNI GetDoubleArrayElements()…
user1408140
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Converting an array/vector of double to alglib complex

I'm creating a project to filter signals. At present, it only takes real input values, however, to do the filtering using the alglib library it needs to take alglib::complex types. Therefore the double[] input needs to be converted In the reference…
davidhood2
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how to connect the library alglib in QT C++

I want to run the example from the official site link. When I am trying to compile mlptrainer trn; multilayerperceptron network; mlpreport rep; real_1d_array x = "[0]"; real_1d_array y = "[0,0]"; real_2d_array xy =…
Pegos
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Setting a seed for alglib decision forest implementation

I am using alglib to train a random forest. I would like to actually train a number of forests using the same input data and the same set of input variables. To do this I need to control the seed of the random number generator but I can not find a…
pegazik
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OpenCV and Alglib Random Forest classifiers Comparison

Previously I used Opencv random forest classifier for my data. But problem with Opencv is posterior probabilities. It is just for binary classification and does not support more than two classes probabilities (CvRTrees::predict_prob opencv…
kkdirvi
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OpenCV Mat to alglib real 2d Array conversion

How to convert Opencv Mat to Alglib real 2D array? Here is an example where I am stucked Mat Col(28539,97,CV_32F); I want to convert this Mat to alglib real_2d_array for training a classifier.
kkdirvi
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List to double[,] for ALGLIB

I'm pretty new in C# and I would like to use it to write a software for the calibration of an AFM cantilever. Therefor, I would need to fit a pretty ugly function to the first peak of some none linear data. I thought the ALGLIB package might come in…
matjes
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Function for Boundary Constrained Least Square Optimisation in C++?

I'm fairly new to using Visual C++ 2010 Express but I'm not new to the basics and I'm trying to figure out how to use an external library to perform boundary constrained least squares optimisation. To put the problem simply, I want to use linear…
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alglib BLEIC optimizer

I currently use BLEIC for minimization solution. I implement a case from MSDN example in the following link http://msdn.microsoft.com/en-us/library/ff628587%28v=vs.93%29.aspx The following is my source code. void function1_grad(const real_1d_array…
user1146820
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how can I create a matrix of double with alglib?

I need to create a matrix with alglib because I need to use a function contained in the library, but I need my matrix to contain element of type double (or something similar to double implemented in alglib) how can I do it? if it is not possible…
andrea
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How to constraint variables as integers in ALGLIB Linear Programming? (C#)

I am trying to solve the following equation: A+2B+3C+E+2D+3F >=16 A, B, C, D, E, F >=1 While A, B, C, D, E, F belongs to integer. My code in C# works, just the problem is the answers are in double. Is there a way to constraint the variables as…
Henry Yu
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alglib for quadratic optimisation of least squares

I am trying to use the alglib library in C# to minimise a least squares equation using quadratic programming. I can't find any useful help in the docs or online. Has anybody done this before and could please provide a code snippet or steps?
Harry Stuart
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How to compile a cpp file with the alglib library?

I'm working on a C++ code on linux that needs some special functions which can be provided by alglib: https://www.alglib.net/download.php. The thing is, i'm new to Ubuntu so I don't know how to install the library or execute the files I need for my…
Laura Martins
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alglib undefined reference compilation error

I'm trying to compile a program which uses the alglib function pearsoncorr2. Unfortunately I always get compilation errors like the following: undefined reference to `alglib::real_1d_array::real_1d_array()' I know that I have to compile all the…
Jenia
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Error LNK2019 with Alglib library with VS2019 and c++

I have downloaded the Alglib library and I have created a Console Application with VS2019, then under Project->proprieties->C/C++->General->Additional include directories I added the path to the src directory of Alglib containing the .h and .cpp…
Mattia
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