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covariance matrix
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Arkadiusz Stasiak
*nix forums beginner


Joined: 21 Jul 2006
Posts: 2

PostPosted: Fri Jul 21, 2006 11:57 am    Post subject: covariance matrix Reply with quote
I am looking for functions/library to calculate covariance matrix,
eigenvectors, eigenvalues in Visual C++, as299@kent.ac.uk.
Thanks
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mlimber
*nix forums Guru


Joined: 06 Sep 2005
Posts: 1249

PostPosted: Fri Jul 21, 2006 12:11 pm    Post subject: Re: covariance matrix Reply with quote
Arkadiusz Stasiak wrote:
Quote:
I am looking for functions/library to calculate covariance matrix,
eigenvectors, eigenvalues in Visual C++, as299@kent.ac.uk.
Thanks

See this FAQ for places to look:

http://www.parashift.com/c++-faq-lite/class-libraries.html#faq-37.9

See also http://www.oonumerics.org/

Cheers! --M
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