how can I create a matrix of double with alglib?

Question

I need to create a matrix with alglib because I need to use a function contained in the library, but I need my matrix to contain element of type double (or something similar to double implemented in alglib) how can I do it?

if it is not possible does someone knows a library that implments the SVD function even for matrix of type double?

I'm using c++.

thank you

Answer 1

For the current release of alglib as of writing, a 2D matrix of double precision values can be created as follows:

ap::real_2d_array matrix;
double data[4] = {0.1, 0.2,
                  0.3, 0.4};
matrix.setcontent(1, 2, 1, 2, data);

The matrix produced by the code would appear as:

0.1  0.2

0.3  0.4

The setcontent function is what determines the dimensions and content of the matrix. It has the following definition:

setcontent(int row_start_index, int row_end_index, int col_start_index, int col_end_index, data)

Alternatively, if you wanted to set the dimensions of the matrix without filling it with data, you could use the following:

setbounds(int row_start_index, int row_end_index, int col_start_index, int col_end_index)

Answer 2

In the manual it's written:

ALGLIB (ap.h header) defines several "basic" datatypes (types which are used by all packages) and many package-specific datatypes. "Basic" datatypes are:

alglib::ae_int_t - signed integer type used by library

alglib::complex - double precision complex datatype, safer replacement for std::complex

alglib::ap_error - exception which is thrown by library

boolean_1d_array - 1-dimensional boolean array

integer_1d_array - 1-dimensional integer array

real_1d_array - 1-dimensional real (double precision) array

complex_1d_array - 1-dimensional complex array

boolean_2d_array - 2-dimensional boolean array

integer_2d_array - 2-dimensional integer array

real_2d_array - 2-dimensional real (double precision) array

complex_2d_array - 2-dimensional complex array

The rest should be pretty straightforward.

This should create a 2x2 matrix:

alglib::real_2d_array r2("[[1.1,2.2],[3.3,4.4]]");

result:

1.1  2.2

3.3  4.4