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Questions tagged [alglib]

ALGLIB is a portable library for numerical analysis and data processing. It is available for a number of popular programming languages (including C++, C#, Delphi) and on various operating systems (including Windows and some POSIX-based systems such as Linux).

ALGLIB is a cross-platform numerical analysis and data processing library. It supports several programming languages (C++, C#, Pascal, VBA) and several operating systems (Windows, Linux, Solaris).

Quoting Wikipedia, ALGLIB's features include:

  • Linear algebra (direct algorithms, EVD/SVD)
  • Solvers (linear and nonlinear)
  • Interpolation
  • Optimization
  • Fast Fourier transforms
  • Numerical integration
  • Linear and nonlinear least-squares fitting
  • Ordinary differential equations
  • Special functions
  • Statistics (descriptive statistics, hypothesis testing)
  • Data analysis (classification/regression, including neural networks)
  • Multiple precision versions of linear algebra, interpolation optimization and others algorithms (using MPFR for floating point computations)

ALGLIB is licensed under GPL 2+, with commercial licensing available.

Wikipedia page.

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How I can extract the RandomForest from R for use in production?

I have a successful randomforest model, and I want to integrate it in another software, I know that I can use some libraries (like fastRF in Java o ALGLIB's DecisionForest for other languages) but how I can use the "model" trained in R? I have to…
nanounanue
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Python + alglib + NumPy: how to avoid converting arrays to lists?

Context: I've recently discovered the alglib library (for numerical computation), which seems to be the thing I was looking for (robust interpolation, data analysis...) and could not really find in numpy or scipy. However, I'm concerned about the…
mhavel
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Matrix multiplication alglib

How do I multiply two matrices with AlgLib
Nestor
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How to add matrices with alglib?

I already know how to multiply two matrices with alglib, using rmatrixgemm (see this question). Is there a way to compute a linear combination of two matrices without using this function, setting B to the identity ? It wouldn't be very…
pintoch
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Alglib minnlc returns answer out of constraints

I am trying to implement a simple minimisation under a quadratic inequality constraint and a linear equality constraint as well as lower and upper bounds. My problem is as follow: min: x1*(-0.00498) + x2*0.05656 u.c. : x1^2 * 0.00001048 +…
ylnor
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creating `alglib::integer_1d_array` with `Eigen::Matrix`

I keep getting the error error: no matching function for call to 'alglib::integer_1d_array::setcontent(int, Eigen::PlainObjectBase >::Scalar*)'. For some reason alglib::integer_1d_array doesn't like to be instantiated in the…
Taylor
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Alglib library while using "spline1dbuildlinear" getting exception in the block catch(alglib_impl::ae_error_type)

I am started using the Alglib library specifically "spline1dbuildlinear' function. When using a small dataset (for X & Y) for example the code script bellow, it's working fine: vector X(5),…
Neel
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Fitting a plane to a set of points using Singular Value Decomposition

I am trying to fit a plane to a set of points in 3D space. I originally tried an exhaustive least squares fit but this turned out to be way too slow. I read that the most efficient solution would be to perform singular value decompositon. The maths…
Fat-chunk
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Is it possible to use Alglib with Rcpp?

I often use Rcpp code to incorporate C++ code into R. Through the BH-package I am also able to use the Boost-library. However, the Boost library lacks a function that I would like to use (to be precise, it only has Bessel function but I would like…
Kees Mulder
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2D Bicubic Splines with scattered data

Is there any library (DLL) or c# code which allows to interpolate 2D scattered data? Algib is pretty good but works with regular grids
rcolombari
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Alglib library(C++)

I need help concerning libraries Alglib namely FFT. As I understand it, the input is a string, and the output is the same. complex_1d_array z = "[1i,1i,1i,1i]"; - input Can I make the input as an array? Thanks in advance.
Никита Макаров
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Trouble adding dll file to visual studio in C#

I'm new to coding in C#, and I'm using Microsoft Visual Studio 2012. My problem is that when I'm adding a reference from a dll file, it's highlighting in red the import "using alglibnet2;" I am trying to add a reference to my code from Alglib to…
Mike
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How to correctly calculate ACF in C++?

I would like to manually reproduce the method that authors of an article used in their research (DOI: 10.1038/s41598-017-02750-9 (Page 8. top)). It is mentioned as "ACF", so I wrote different functions: 1, a version based on a youtube video…
LimeAndConconut
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Can i use the mql4 AlgLib library for solving Second Order Linear Homogeneous Differential Equations with Variable Coefficients

I have this formula: $$\frac{d^2Q(t)}{dt^2} + \frac{\omega(t)}{2\pi} \frac{dQ(t)}{dt} + \omega^{2}(t)Q(t) = 0, $$ where $ \omega(t)= \frac{2\pi}{v(t)} \frac{dv}{dt} $ and $v>0$ is a known parameter which is given from a data feed. I have already…
Bouarfa Mahi
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Undefined symbols for architecture x86_64: "alglib::spline2dcalc(alglib::spline2dinterpolant const&, double, double, alglib::xparams)"

#include "stdlib.h" #include "stdio.h" #include "math.h" #include "interpolation.h" using namespace alglib; int main(int argc, char **argv) { // // We use bilinear spline to interpolate f(x,y)=x^2+2*y^2 sampled // at (x,y) from [0.0,…
zaozao.Lin
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