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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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How to use linalg.net library to compute the third order polynomial fit with C#

I have a data set that I intend to perform a Linear Least Square Optimization Third Order Polynomial fit using the linalg.net library. I have already installed the library from Nuget packages and my problem is using the method polynomialfit(double[]…
Son of Man
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Calculation error in bilinear transformation with alglib in C#

For a project I am trying a transformation from the z-transforms to s-transforms. For this I wrote the code that uses the bilinear transformation and checked the results with Matlab. Unfortunately they are wrong and I don't see the error. Maybe…
Mr.F
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How to link RCpp with ALGLIB library?

I am trying to use Rcpp package and ALGLIB library together to use the kd tree functions of the ALGLIB. What can I do to link the ALGLIB with Rcpp? My src folder is as such src/ |- Makevars |- Makevars.win |- alglibmisc.h |- alglibmisc.cpp …
Cheng Wei Zhong
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Integrate a public but non static member function with ALGLIB

I am trying to integrate a member function of a class, and needs some help! I cannot declare the function static because this function uses non-static private members (more specifically use a private member which is another class). I am using C++17…
mistral
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Math.Net and alglib returning different FFT outputs by default

I am developing an application in C# with spectrogram drawing functionality. For my fist try, I used MathNet.Numerics, and now I am continuing to develop with alglib. When I changed from one to the other, I noticed that the output differs for them.…
LimeAndConconut
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How do I configure AlgLib for VS2017?

I am compiling a alglib sample program (with a few changes): #pragma once # include "Source\RFLearn.h" \\appropriate header for this simple .cpp program. # include # include # include // for in-game frame…
RegressForward
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Weird mistake in taking the sums of elements in alglib::real_1d_array

OK this time I have a really weird mistake that does not always appear. Here is the function that actually contains problems. All it does is literally summing elements of a vector. It works in most cases but in a few cases it tend to become highly…
Ying Zhou
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Why doesn't std::sets of alglib::real_1d_array work in this case?

I'm forking a C++ program using Alglib so that I can invert matrices and do matrix multiplications easily. Right now I'm facing this error: Invalid operands to binary expression ('const alglib::real_1d_array' and 'const alglib::real_1d_array') So…
Ying Zhou
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Using nonlinear square fit in C#

I'm trying to find a fit function that has the form: f(x) = P / (1 + e^((x + m) / s) Where P is a known constant. I'm fitting this function to a list of measured doubles (between 20-100 elements) and all these values has a corresponding x-value.…
Benja S
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How to solve a non linear constrained optimization in c#

I'd like to optimize a non linear fonction in c#, 12 or 15 variables (depending of the case). It is constrained by two non linear inequalities and 4 linear inequalities. I've tried the AUL (augmented lagragian) method with the ALGLIB repertory.…
Jérémie Hacquart
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Error with spline2dbuildbicubic of alglib

I want to make a bicublic 2D spline Interpolation. For that I opted for using the library Alglib. I have two vectors xs and ys and a matrix magnitudes. According to the docs I wrote this (magnitude is a double[N,27]): for (int i = 0; i < 27;…
dou
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How can I create an array of matrices in/with/for alglib

I'm trying to make an array of 2d matrices to calculate the eigenvalues with the Alglib library in C++, but I can't find how I can make an array of matrices (if this is possible) to calculate their eigenvalues. I know how to calculate the…
amoliva
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Getting log of determinant as fast with Eigen as with Alglib

I need a quick way to get logarithms of complex determinants, preferably not by getting the determinants first and then taking the log, as the numbers can get really big or really small (and I later use ratios of such numbers but only when they are…
jorgen
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Alglib Data fitting with minlmoptimize does not minimize the results. Full c# included

I'm having trouble implementing the lm optimizer in the alglib library. I'm not sure why the parameters are hardly changing at all while still receiving an exit code of 4. I have been unable to determine what i am doing wrong with the documentation…
Paul Nobrega
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Linear discriminant analysis using alglib

I've been asked to perform a linear discriminant analysis on a set of data for one of my projects. I'm using ALGLIB (C++ version) which has a fisherlda function but I need some help understanding how to use it. The user answers a set of 6 questions…
Rob Sanders
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