libscl.tar

libscl is a C++ statistical computing library built upon a C++
matrix class.  It's usage is similar in style to matlab, Gauss,
and R.  In addition to the matrix class the library contains
nonlinear equation solvers and optimizers, a singular value
decomposition, eigen value routines, and random number
generators. 

libscl.tar can be unpacked by using unzip on Microsoft Windows 
or "tar -xf libscl.tar" on a Unix machine.  Under Linux, the
library is built within the directory libscl/gpp using 
  make -f makefile.gpp
Assuming that the library resides at /usr/local/lib/libscl,
code that uses the library (e.g. prog.cpp) is compiled using 
  g++ -c -I/usr/local/lib/libscl/gpp prog.cpp
  g++ -o prog prog.o -L/usr/local/lib/libscl/gpp -lscl -lm  
Usage with other operating systems is similar.

Documentation consists of comments in the header and source
files of which realmat.h is particularly relevant.  The header
libscl.h is the only one that needs to be included in user
source code.  All members of the library are in namespace scl.

The library can use a cblas such as atlas if availble.
Assuming that the atlas (http://math-atlas.sourceforge.net) 
libraries are in /usr/local/lib/atlas/lib and that the 
headers are in /usr/local/lib/atlas/include, build within
the directory libscl/cblas using
  make -f makefile.atlas
Code that uses the library (e.g. prog.cpp) is compiled using
  g++ -c -I/usr/local/lib/libscl/cblas prog.cpp
  g++ -o prog prog.o -L/usr/local/lib/libscl/cblas -lsclcb -lm \
      -L/usr/local/lib/atlas/lib -lcblas -latlas
The ordering of these libraries is important.

To use a cblas other than atlas, edit makefile.atlas
appropriately.  Using a blas on small matrices degrades
performance.  To prevent this, blas routines are not used
for small matrices, e.g., rows*cols<500.

This library is free software; you can redistribute it and/or
modify it under the terms of the GNU General Public License as
published by the Free Software Foundation; either version 2 of
the License, or (at your option) any later version.

This library is distributed in the hope that it will be useful,
but WITHOUT ANY WARRANTY; without even the implied warranty of
MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
GNU General Public License for more details.

You should have received a copy of the GNU General Public
License along with this library; if not, write to the Free
Software Foundation, Inc., 51 Franklin Street, Fifth Floor,
Boston, MA 02110-1301 USA.