[clug] matlab alternatives

Anthony David adavid at adavid.com.au
Thu Aug 15 03:58:25 MDT 2013

On Thu, Aug 15, 2013 at 07:49:56PM +1000, Logan Ryan McLintock wrote:
> 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 =)

These are all great and I've used them all in a small way.

There is also Sage - Mission: Creating a viable free open source alternative to Magma, Maple, Mathematica and Matlab.

There is a lot of good maths in there and very active development.
Personally, I used it for an Honours modelling project.


> Cheers,
> Logan
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