Hey guys!
I wanted to share my matrix library with you
basically it contains tons of function for matrix manipulation (add, sub, mult, inverse)
and higher order functions (SVD, CCA, PLS and tons more)
The library is highly optimized (handoptimized assembler, AVX, SSE, FMA support) and can be multithreaded.
Check out the repository on
https://github.com/mikerabat/mrmath
and check some tiny examples on:
http://www.mrsoft.org/home/downloads.html
hope you have fun with that ;)
kind regards
Mike