About:
Armadillo is a high quality C++ linear algebra library, aiming towards a good balance between speed and ease of use. The function syntax is deliberately similar to MATLAB. Useful for algorithm development directly in C++, or quick conversion of research code into production environments (eg. software & hardware products).
Changes:

faster handling of band matrices by solve() and chol()

faster incremental construction of sparse matrices via element access operators

faster diagonal views in sparse matrices

faster handling of sparse matrices by repmat()

faster loading of CSV files

faster gmm_diag class, for Gaussian mixture models with diagonal covariance matrices

speedups via expanded use of OpenMP by many elementwise functions

expanded kron() to handle sparse matrices

expanded index_min() and index_max() to handle cubes

expanded SpMat to save/load sparse matrices in coord format

expanded .save() to allow appending new datasets to existing HDF5 files

expanded .save()/.load() to allow specification of datasets within HDF5 files

expanded .each_slice() to optionally use OpenMP for multithreaded execution

expanded clamp() to handle cubes

added submatrix & subcube iterators

added normpdf(), normcdf(), mvnrnd()

added chi2rnd(), wishrnd(), iwishrnd()

added gmm_full class, for Gaussian mixture models with full covariance matrices

added affmul() to simplify application of affine transformations

added intersect() for finding common elements in two vectors/matrices

 Operating System:
Linux,
Windows,
Unix,
Mac Os X
 Data Formats:
Ascii,
Binary,
Hdf,
Csv
 Tags:
Matlab,
Matrix Library,
Atlas,
Lapack,
Linear Algebra,
Templates

