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Mathematical tools (interpolation, dimensionality reduction, optimization, etc.) written in C++11 with Eigen

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yuki-koyama/mathtoolbox

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mathtoolbox

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Mathematical tools (interpolation, dimensionality reduction, optimization, etc.) written in C++11 and Eigen.

Algorithms

Scattered Data Interpolation and Function Approximation

Dimensionality Reduction and Low-Dimensional Embedding

Numerical Optimization

Linear Algebra

Utilities

Dependencies

Main Library

Python Bindings

Examples

Use as a C++ Library

mathtoolbox uses CMake https://cmake.org/ for building source codes. This library can be built, for example, by

git clone https://github.com/yuki-koyama/mathtoolbox.git --recursive
cd mathtoolbox
mkdir build
cd build
cmake ../
make

and optionally it can be installed to the system by

make install

When the CMake parameter MATHTOOLBOX_BUILD_EXAMPLES is set ON, the example applications are also built. (The default setting is OFF.) This is done by

cmake ../ -DMATHTOOLBOX_BUILD_EXAMPLES=ON
make

When the CMake parameter MATHTOOLBOX_PYTHON_BINDINGS is set ON, the example applications are also built. (The default setting is OFF.) This is done by

cmake ../ -DMATHTOOLBOX_PYTHON_BINDINGS=ON
make

Prerequisites

macOS:

brew install eigen

Ubuntu:

sudo apt install libeigen3-dev

Use as a Python Library

pymathtoolbox is a (sub)set of Python bindings of mathtoolbox. Tested on Python 3.8 and 3.9.

It can be installed via PyPI:

pip install git+https://github.com/yuki-koyama/mathtoolbox

Prerequisites

macOS

brew install cmake eigen

Ubuntu 16.04/18.04

sudo apt install cmake libeigen3-dev

Examples

See python-examples.

Gallery

Bayesian optimization (bayesian-optimization) solves a one-dimensional optimization problem using only a small number of function-evaluation queries.

Classical multi-dimensional scaling (classical-mds) is applied to pixel RGB values of a target image to embed them into a two-dimensional space.

Self-organizing map (som) is also applicable to pixel RGB values of a target image to learn a two-dimensional color manifold.

Projects Using mathtoolbox

Contributing

Bug reports, suggestions, feature requests, and PRs are highly welcomed.

Licensing

The MIT License.