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Topic: Which numerical library to use for porting from Matlab to C++?
Replies: 4   Last Post: Mar 9, 2012 6:40 PM

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Andreas Paulsen

Posts: 10
Registered: 2/8/12
Which numerical library to use for porting from Matlab to C++?
Posted: Feb 8, 2012 1:58 PM
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I am currently prototyping some algorithms in Matlab that rely on
matrix, DSP, statistics and image analysis functionality.

Some examples of what I may need:

eigenvectors
convolution in 2D and 3D
FFT
Short Time Fourier Transform
Hilbert transform
Chebyshev polynomials
low pass filter
random multivariate gaussian numbers
kmeans

Later on I will need to implement these algorithms in C++.

I also have a license for Numerical Recipes in C++, which I like
because it is well documented and have a wide variety of algorithms. I
also found a class that helps with wrapping NR functions in
MEX:nr3matlab.h. So using this class I should be able to generate
wrappers that allow me to call NR functions from Matlab. This is very
important to me, so that I can check each step when porting from
Matlab to C++. However Numerical Recipes in C++ have some important
shortcomings:

algorithms implemented in a simple, and not necessarily very
efficient manner
not threaded

I am therefore considering using another numerical library. The ideal
library should:

be as broad in scope and functionality as possible
be well documented
(have commercial support)
have already made Matlab wrappers
very robust
very efficient
threaded
(have a GPU implementation that can be turned on instead of the
CPU with a "switch")

Which numerical library (libraries) would you suggest?

Thanks in advance for any answers!



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