Armadillo: An Open Source C++ Linear Algebra Library for Fast Prototyping and Computationally Intensive Experiments

In this report we provide an overview of the open source Armadillo C++ linear algebra library (matrix maths). The library aims to have a good balance between speed and ease of use, and is useful if C++ is the language of choice (due to speed and/or integration capabilities), rather than another language like Matlab or Octave. In particular, Armadillo can be used for fast prototyping and computationally intensive experiments, while at the same...