Automatically exported from code.google.com/p/tspl
The code is originally written by http://my.oschina.net/zmjerry -- Zhang Ming (M. Zhang)
This is a C++ library for Numerical Computation and Signal Processing.
All of the algorithms is implemented by C++ template classes, and organized by ".h" files, so you don't need compile them by yourself.
The algorithms implemented in SP++ are as follow:
1 Vector Class Template
1.1 Basic Vector Class
1.2 Vector Version for Often Used Functions
1.3 Utilities Functions
1.4 A Simple Timer
2 Matrix Class Template
2.1 Basic Matrix Class
2.2 Matrix Version for Often Used Functions
2.3 Cholesky Decomposition for Real and Complex Matrix
2.4 LU Decomposition for Real and Complex Matrix
2.5 QR Decomposition for Real and Complex Matrix
2.6 SVD Decomposition for Real and Complex Matrix
2.7 Eigenvalue Decomposition for Real and Complex Matrix
2.8 Inversion and Pseudoinversion for Real and Complex Matrix
3 System of Linear Equations
3.1 Common Linear Equations
3.2 Undetermined Linear Equations
3.3 Rank Defect Linear Equations
4 Nonlinear Equation and Equations
4.1 Root of Nonlinear Equation
4.2 Root of Nonlinear Equations
4.3 Romberg Numerical Integration
5 Interpolation and Fitting
5.1 Newton Interpolation
5.2 Cubic Spline Interpolation
5.3 Least Squares Fitting
6 Optimization Method
6.1 Line Searching
6.2 Steepest Descent Method
6.3 Conjugate Gradient Method
6.4 BFGS Method
7 Fourier Transform
7.1 FFT for Signal with Length of 2^n
7.2 FFT for Signal with Arbitrary Length
7.3 A Friendly Used Version of FFT
7.4 C++ Interface for FFTW
7.5 Convolution and Its Fast Algorithm
8 Digital Filter Design
8.1 Widow Functions
8.2 Basic Class for Filter Design
8.3 FIR Digital Filter Design
8.4 IIR Digital Filter Design
9 Random Signal Processing
9.1 Random Number Generator
9.2 Often Used Functions for Probability and Statistics
9.3 Correlation and Its Fast Algorithm
10 Power Spectrum Estimation
10.1 Classical Estimation Methods
10.2 Parameter Estimation Methods
10.3 Eigenanalysis Estimation Methods
11 Adaptive Filters
11.1 Wiener Filter
11.2 Kalman Filter
11.3 LMS Adaptive Filters
11.4 RLS Adaptive Filters
12 Time-Frequency Analysis
12.1 Widow Fourier Transform
12.2 Discrete Gabor Transform
12.3 Wigner-Wille Distribution
13 Wavelet Transform
13.1 Continuous Wavelet Transform
13.2 Dyadic Wavelet Transform
13.3 Discrete Wavelet Transform
14 Searching and Sorting
14.1 Binary Search Tree
14.2 AVL Tree
14.3 Basic Sorting Algorithm
14.4 Huffman Code