Thank you all so much for the detailed responses, really appreciate it.

To give some background, my application is to build a CCA  (canonical
correlation analysis)  filter as an OOT C++ block. And the inputs are two
digital signals (represented as matrices) - one of them I receive and
decode real time with my SDR (using usrp n210 with ubuntu).

I am going to try Eigen and Armadillo to start with.

Cheers
Laura.

On Thu, Jan 16, 2020 at 2:33 PM Müller, Marcus (CEL) <muel...@kit.edu>
wrote:

> True, Eigen is pretty popular for people needing to do Matrix
> operations – I wasn't aware they even have Matrix decompositions[1]!
> (in hindsight... considering the library name...)
> I like Eigen, but there's two caveats, I find:
>
> 1. indexing is done with () instead of [] (I guess it's made for people
> who come from Matlab)
> 2. It's very much mathematician's software – I found (but that's about
> a decade in the past, at the very least, so older compilers, older
> processors, older Eigen) that things like Matrix·Matrix products were
> relatively slow
>
> I do recommend it to students that simply need some Matrix
> functionality, as performance usually is of secondary concern and can
> be optimized as soon as the software works.
>
> Best regards,
> Marcus
>
> [1]
> http://eigen.tuxfamily.org/dox/group__TopicLinearAlgebraDecompositions.html
> On Fri, 2020-01-17 at 11:16 +1300, Jeremy Reeve wrote:
> > Hi Laura,
> >
> > Just to add to the suggestions, I've seen Eigen [1] used in the past.
> > It's a template library (headers only) and has no external
> > dependencies other than the standard library and that might be
> > something to consider given your use-case.
> >
> > [1] http://eigen.tuxfamily.org/index.php?title=Main_Page
> >
> > Jeremy
> >
> > On Fri, 17 Jan 2020 at 10:02, Laura Arjona <arjo...@uw.edu> wrote:
> > > Hi all,
> > >
> > > Is there any library to use in gnuradio for algebra operations, such
> as matrix eigenvalues, and pseudoinverse? Or I'd need to code them myself
> in C++?
> > >
> > > I need to integrate those operations into my OOT C++ blocks.
> > >
> > > Thanks for your time
> > >
> > > Best
> > >
> > > --
> > > Laura Arjona
> > > Washington Research Foundation Innovation Postdoctoral Fellow in
> Neuroengineering
> > >
> > > Paul G. Allen School of Computer Science & Engineering
> > > 185 E Stevens Way NE
> > > University of Washington
> > > Seattle, WA 98195-2350
>


-- 
*Laura Arjona *
Washington Research Foundation Innovation Postdoctoral Fellow in
Neuroengineering

*Paul G. Allen School of Computer Science & Engineering*
185 E Stevens Way NE
University of Washington
Seattle, WA 98195-2350

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