It is quite easy to install since it's a header-only library. It relies on template in order to to generate well optimized code. It vectorizes automatically the matrix operations.
It also fully support coefficient wise operations, such as the "per element multiplication" between two matrices for instance. It is what you need?
Here are several free software that may suit your needs.
The GNU Scientific Library is a GPL software written in C. Thus, it has a C-like allocation and way of programming (pointers, etc.). With the GSLwrap, you can have a C++ way of programming, while still using the GSL. GSL has a BLAS implementation, but you can use ATLAS instead of the default CBLAS, if you want even more performances.
The boost/uBLAS library is a BSL library, written in C++ and distributed as a boost package. It is a C++-way of implementing the BLAS standard. uBLAS comes with a few linear algebra functions, and there is an experimental binding to ATLAS.
eigen is a linear algebra library written in C++, distributed under the MPL2 license (starting from version 3.1.1) or LGPL3/GPL2 (older versions). It's a C++ way of programming, but more integrated than the two others (more algorithms and data structures are available). Eigen claims to be faster than the BLAS implementations above, while not following the de-facto standard BLAS API. Eigen does not seem to put a lot of effort on parallel implementation.
Armadillo is LGPL3 library for C++. It has binding for LAPACK (the library used by numpy). It uses recursive templates and template meta-programming, which is a good point (I don't know if other libraries are doing it also?).
These alternatives are really good if you just want to get data structures and basic linear algebra. Depending on your taste about style, license or sysadmin challenges (installing big libraries like LAPACK may be difficult), you may choose the one that best suits your needs.
Blitz++ supports arrays with an arbitrary number of axes, whereas Armadillo only supports up to three (vectors, matrices, and cubes). Eigen only supports vectors and matrices (not cubes). The downside is that Blitz++ doesn't have linear algebra functions beyond the basic entrywise operations and tensor contractions. Development seems to have slowed down quite some time ago, but perhaps that's just because the library does what it does and not many changes need to be made.
I use it extensively, and find it very simple and effective. It's also header only, so very easy to integrate into your development environment. It's the closest thing I've come across to using NumPy in terms of it's API.
The main downside is that it isn't so widely used as the others, so you won't find much help online. That, and it's awkwardly named (try searching for it!)
While GLM is designed to mesh easily with OpenGL and GLSL, it is a fully functional header only math library for C++ with a very intuitive set of interfaces.
It declares vector & matrix types as well as various operations on them.
Multiplying two matrices is a simple as (M1 * M2). Subtracting two vectors (V1- V2).
Accessing values contained in vectors or matrices is equally simple. After declaring a vec3 vector for example, one can access its first element with vector.x. Check it out.
DyND is designed to be, among other things, a NumPy-like library for C++. Things like broadcasting, arithmetic operators, and slicing all work fine. On the other hand, it is still very experimental and many features haven't been implemented yet.
Here's a simple implementation of the de Casteljau algorithm in C++ using DyND arrays:
#include <iostream>
#include <dynd/array.hpp>
using namespace dynd;
nd::array decasteljau(nd::array a, double t){
size_t e = a.get_dim_size();
for(size_t i=0; i < e-1; i++){
a = (1.-t) * a(irange()<(e-i-1)) + t * a(0<irange());
}
return a;
}
int main(){
nd::array a = {1., 2., 2., -1.};
std::cout << decasteljau(a, .25) << std::endl;
}
I wrote a blog post a little while back with more examples and side-by-side comparisons of the syntax for Fortran 90, DyND in C++, and NumPy in Python.
Disclaimer: I'm one of the current DyND developers.
If you want to use multidimensional array(like numpy) for image processing or neural network, you can use OpenCVcv::Mat along with tons of image processing algorithms. In case you just want to use it for matrix operations ONLY, you just have to compile respective opencv modules to reduce the size and have tiny OpenCV library.
cv::Mat(Matrix) is an n-dimensional array that can be used to store various type of data, such as RGB, HSV or grayscale images, vectors with real or complex values, other matrices etc.
A Mat contains the following information: width, height, type, channels, data, flags, datastart, dataend and so on.
It has several methods for matrix manipulation. Bonus you can create then on CUDA cores as well as cv::cuda::GpuMat.
Consider I want to create a matrix with 10 rows, 20 columns, type CV_32FC3:
int R = 10, C = 20;
Mat m1;
m1.create(R, C, CV_32FC3); //creates empty matrix
Mat m2(cv::Size(R, C), CV_32FC3); // creates a matrix with R rows, C columns with data type T where R and C are integers,
Mat m3(R, C, CV_32FC3); // same as m2
BONUS:
Compile tiny and compact opencv library for just matrix operations. One of the ways is like as mentioned in this article.
OR
compile opencv source code using following cmake command:
This is an old question. Still felt like answering. Thought might help many, Especially pydevs coding in C++.
If you have already worked with python numpy, then NumCpp is a great choice. It's minimalistic in syntax and has got similar functions or methods as py numpy.
The comparison part in the readme doc is also very very cool.
xtensor is good, but I ended up writing a mini-library myself as a toy project with c++20, while trying to keep the interface as simple as possible. Here it is: https://github.com/gbalduzz/NDArray
Example code:
using namespace nd;
NDArray<int, 2> m(3, 3); // 3x3 matrix
m = 2; // assign 2 to all
m(-1, all) = 1; // assign 1 to the last row.
auto tile = m(range{1, end}, range{1, end}); // 2x2 tile
std::sort(tile.begin(), tile.end());
std::cout << m; // prints [[2, 2, 2], [2, 1, 1], [1, 2, 2]]
It does not provide fancy arithmetic operators collapsing multiple operations together, yet, but you can broadcast arbitrary lambdas to a set of tensors with the same shape, or use lazily evaluated arithmetic operators.
Let me know what do you think about the interface and how it compares with the other options, and if this has any hope, what sort of operations you would like to see implemented.
Free license and no dependency!
Addendum: I managed to properly compile and run xtensor, and the result is that my library is significantly faster when iterating over views (2 to 3X)