[clug] matlab alternatives

Logan Ryan McLintock u4955237 at anu.edu.au
Thu Aug 15 03:49:56 MDT 2013

Bradimir asked me about Matlab alternatives last PSIG meeting,

These are my thoughts;

Eigen - very high performance c++ header files - no installation - cross platform, g++ obviously gives best performance. Pretty much demolishes everything when it comes to linear algebra (you choose the algorithms - so great transparency). Will need to use in conjunction with other c++ libraries to get the full functionality that Matlab has.
If you can manage to make the transition to c++, you will be greatly rewarded as there are custom libraries for nearly anything mathematical -- MANY times faster than Matlab -- you will be shocked!
Oh, by the way, for high performance numerical programming, you should never write a for loop etc (almost never). If you are writing for loops, you should really be using a library, that benefits from fully optimised code, and professional debugging etc.

Scilab - looks and feels like Matlab, great help files - good everyday alternative.

GNU Octave - will be totally gangster, but still not 100% functioning (finished) on all platforms?

R - great for stats

Other people might have better suggestions - I would be interested too =)


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