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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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Does ALGLIB RBF support dimension higher than 3 (4D, 5D or higher dimension)?

Does ALGLIB RBF support dimension higher than 3 (4D, 5D or higher dimension)? http://www.alglib.net/interpolation/fastrbf.php states that it supports 2D and 3D. So does the current code in ALGLIB 3.9. I would like to confirm the answer, and check if…
Lawrence Teo
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C++: Minimization Using Levenberg Marquardt to Solve for Two Variables

I am trying to solve this equation using C++: X and Y are both given sets of data. X = [x1, x2, ... , xn], Y = [y1, y2, ... , yn] a is a given integer. The goal is to find a pair z and k that fulfills this equation based on the given data. I am…
user3734820
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How can I set the default value for an Alglib RBF interpolator?

I am using RBF 2D interpolator for a cloud point Z = f(X,Y) of a section of terrain containing a mountain; When I interpolate over a grid, the edges of the grid get "lifted", because the default value (returned when there are no nearby points) seems…
heltonbiker
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ALGLIB Spline1dConvcubic goes terribly wrong

I have the following code to do spline interpolation in C# with ALGLIB: void interpolateData() // Spline 1D convcubic { int anzNeueWerte = Convert.ToInt32( Interaction.InputBox("Enter the new number of x-values:" …
user3875757
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Alglib with Cuda

I am pretty new with alglib and Cuda. I am trying to use Alglib for nonlinear list square fitting. Codes are working when I compile it in VC++ (.cpp) but when I am trying to compile same code but in a cuda file (.cu) it gives me this error: Error …
mohsen67
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Vector and Matrix basic operations using Alglib (add, multiply)

Although a feature-rich library, Alglib seems to lack support for the most common, basic operators out there (involved in matrix/vector algebra). Is the user supposed to overload whatever operators they need themselves, or is there a more…
teodron
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Alglib: solving A * x = b in a least squares sense

I have a somewhat complicated algorithm that requires the fitting of a quadric to a set of points. This quadric is given by its parametrization (u, v, f(u,v)), where f(u,v) = au^2+bv^2+cuv+du+ev+f. The coefficients of the f(u,v) function need to be…
teodron
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Weighted linear least squares linear fit. How to force through first point on line?

I'm using alglib to calculate slope and intercept values using a least squares linear fit equation, as follows:- int info; double[] c; alglib.lsfitreport rep; var fmatrix = new double[,] { { 1, 0 }, { 1, 0.05 }, { 1, 0.1 }, { 1, 0.2 } }; var y = new…
Andrew Stephens
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Using alglib without compiling every time

I'm using some methods from the c++ AlgLib library. In other libraries I've used there were some instructions for installation, after which I could include .h files and compile with -l (e.g. using the GMP-library and compiling with -lgmp). However…
jorgen
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Random Decision Forest implementation with C#

Hi I'm trying to use ALGLIB to calculate rdf. Unfortunately each of my training samples have more variables than two. I should use the function below but my training data has 7 variables. I think implementation of ALGLIB is implemented for just 2…
esa55
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C# Linear Discriminant Analysis with Alglib

Suppose I have a data set with 10 classes. Each class contains 3 points in 3D: Class 1: (1,2,3),(4,5,6),(7,8,9) Class 2: (2,3,4),(5,6,7),(8,9,10) . . Class 10: (10,15,20),(10,11,19),(4,8,9) How can I determine if class X belongs to to one of the…
Igor
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C++ Spline Example from ALGLIB not compiling on MacOS

I am trying to compile and run the spline1d_d example from ALGLIB web page on MACOS using C++ Version 14 and cmake Version 3.14. (code is here: http://www.alglib.net/translator/man/manual.cpp.html#example_spline1d_d_cubic) The compiler throws the…
PeterT
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Handling byref and out params in translating C# to F#

Can someone help to translate the following C# example code from the Alglib library to F#? I was unable to find any example on the internet as to how to use it from F#. public static void function1_grad(double[] x, ref double func, double[] grad,…
professor bigglesworth
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How to normalize eigen faces in facial recognition?

what is ||u||=1 in PCA algorithm for face recognition?
Suspense
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