CPPMatrixLib - A Portable Matrix Library in C++

This is a simple matrix library, that is built to have a similar interface for matrices as compared to MATLAB or NumPy. Built as a project for WnCC SoC '21.

Proficiency Test: (Deadline: 23rd March 5pm)

1. Fork & clone CPPMatrixLib
2. Go through main.cpp, and try to understand how the functions and operators present.
3. Add a file called as my_gauss_elim.cpp
4. Inside your my_gauss_elim.cpp file, implement a simple code to convert a given non-singular square matrix into its Row Echelon form (upper triangular matrix), using the matrix and matrix_utility headers.
5. Finally add a main function to your my_gauss_elim.cpp that shows your algorithm in action!

Submission: Once you’ve finished the test, mail me a link to your repository (containing the my_gauss_elim.cpp file).
If you are unable to complete the test due to lack of time, submit whatever you’ve done!

---

Features:

• lightweight
• dependency-free
• similar functioning to STL
• variety of operators, including matrix-matrix operators and matrix-number operators and a bunch of linear algebra functions

Updates:

V1.5 Added QR Decomposition and a few usage examples in main.cpp

Motivation:

I like Linear Algebra, but the scripting nature of MATLAB makes working a pain. Plus it's paid :(
C++ dosent natively support Linear Algebra, and using heavy packages can make running your code on a different device a pain. What if you could just copy paste a few KBs and get most of MATLABS Linear Algebra functionality?

The Big Picture:

• Aim to build a light weight math library.
• Currently work is under way, and a raw polynomial library is ready. It supports FFT and multimod NTT. Once it's style is improved, it will be added here.
• Work is also underway for a primes library, supporting prime tests and factorisation

Changes Proposed:

• Add iterators (row and column wise) so as to increase compatibility with STL algorithms (search & sort)
• Add a function to calculate the Eigen values and Eigen vectors of a matrix
• Add LU & SVD functions that can help calculate the inverse of a matrix
• Add functionality to solve Linear Equations (A*X = B)
• Add documentation
• Depict its use in solving Linear Recurrences as an example solve Project Euler 258