armadillo  9.900.4
About: Armadillo is a C++ linear algebra library (matrix maths) aiming towards a good balance between speed and ease of use. LTS (Long Term Support) release.
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README.md

Armadillo: C++ Library for Linear Algebra & Scientific Computing

http://arma.sourceforge.net

Copyright 2008-2020 Conrad Sanderson (http://conradsanderson.id.au)
Copyright 2008-2016 National ICT Australia (NICTA)
Copyright 2017-2020 Arroyo Consortium
Copyright 2017-2020 Data61, CSIRO



Contents

  1. Introduction

  2. Citation Details

  3. Distribution License

  4. Compilers and External Dependencies

  5. Linux and macOS: Installation

  6. Linux and macOS: Compiling and Linking

  7. Windows: Installation

  8. Windows: Compiling and Linking

  9. Support for OpenBLAS and Intel MKL

  10. Support for ATLAS

  11. Support for C++11 / C++14 Features

  12. Support for OpenMP

  13. Documentation

  14. API Stability and Versioning

  15. Bug Reports and Frequently Asked Questions

  16. MEX Interface to Octave/Matlab

  17. Related Software Using Armadillo


1. Introduction

Armadillo is a high quality C++ library for linear algebra and scientific computing, aiming towards a good balance between speed and ease of use.

It's useful for algorithm development directly in C++, and/or quick conversion of research code into production environments. It has high-level syntax and functionality which is deliberately similar to Matlab.

The library provides efficient classes for vectors, matrices and cubes, as well as 200+ associated functions covering essential and advanced functionality for data processing and manipulation of matrices.

Various matrix decompositions are provided through integration with LAPACK, or one of its high performance drop-in replacements (eg. OpenBLAS, Intel MKL, Apple Accelerate framework, etc).

A sophisticated expression evaluator (via C++ template meta-programming) automatically combines several operations (at compile time) to increase speed and efficiency.

The library can be used for machine learning, pattern recognition, computer vision, signal processing, bioinformatics, statistics, finance, etc.

Authors:


2: Citation Details

Please cite the following papers if you use Armadillo in your research and/or software.
Citations are useful for the continued development and maintenance of the library.

  • Conrad Sanderson and Ryan Curtin.
    Armadillo: a template-based C++ library for linear algebra.
    Journal of Open Source Software, Vol. 1, pp. 26, 2016.

  • Conrad Sanderson and Ryan Curtin.
    A User-Friendly Hybrid Sparse Matrix Class in C++.
    Lecture Notes in Computer Science (LNCS), Vol. 10931, pp. 422-430, 2018.


3: Distribution License

Armadillo can be used in both open-source and proprietary (closed-source) software.

Armadillo is licensed under the Apache License, Version 2.0 (the "License"). A copy of the License is included in the "LICENSE.txt" file.

Any software that incorporates or distributes Armadillo in source or binary form must include, in the documentation and/or other materials provided with the software, a readable copy of the attribution notices present in the "NOTICE.txt" file. See the License for details. The contents of the "NOTICE.txt" file are for informational purposes only and do not modify the License.


4: Compilers and External Dependencies

A compiler that properly supports the C++98/C++03 standards is required, as Armadillo makes extensive use of template meta-programming.

The functionality of Armadillo is partly dependent on other libraries: LAPACK, BLAS (preferably OpenBLAS), ARPACK and SuperLU. LAPACK and BLAS are used for dense matrices, while ARPACK and SuperLU are used for sparse matrices.

Armadillo can work without the above libraries, but its functionality will be reduced. Basic functionality will be available (eg. matrix addition and multiplication), but operations like eigen decomposition or matrix inversion will not be. Matrix multiplication (mainly for big matrices) may not be as fast.

As Armadillo is a template library, we recommended that optimisation is enabled during compilation of programs that use Armadillo. For example, for GCC and Clang compilers use -O2 or -O3


5: Linux and macOS: Installation

  • Step 1: Ensure a C++ compiler is installed on your system.

    • On macOS systems install Xcode (version 8 or later) and then type the following command in a terminal window:

      xcode-select --install

  • Step 2: Ensure the CMake tool is installed on your system.

    • Cmake can be downloaded from http://www.cmake.org or (preferably) installed using the package manager on your system.

    • On Linux-based systems, CMake can be installed using dnf, yum, apt, aptitude, ...

    • On macOS systems, CMake can be installed through MacPorts or Homebrew.

  • Step 3: Ensure that OpenBLAS (or standard BLAS and LAPACK) is installed on your system. On macOS, the Accelerate framework can be used for BLAS/LAPACK.

    • On macOS, optionally install OpenBLAS for better performance.

    • If support for sparse matrices is required, also install ARPACK and SuperLU. Caveat: only SuperLU version 5.2 can be used!

    • On Linux-based systems, the following libraries are recommended to be present: OpenBLAS, LAPACK, SuperLU and ARPACK. It is also necessary to install the corresponding development files for each library. For example, when installing the "lapack" package, also install the "lapack-devel" or "lapack-dev" package.

  • Step 4: Run the cmake installer.

    • Open a terminal window and change into the directory that was created by unpacking the armadillo archive.

    • The simplest case is to run cmake using:

      cmake .

    • NOTE: the full stop separated from "cmake" by a space is important.

    • Options to the cmake installer:

      • On Linux, to enable the detection of FlexiBLAS, use the additional ALLOW_FLEXIBLAS_LINUX option when running cmake:

        cmake -DALLOW_FLEXIBLAS_LINUX=ON .

      • On macOS, to enable the detection of OpenBLAS, use the additional ALLOW_OPENBLAS_MACOS option when running cmake:

        cmake -DALLOW_OPENBLAS_MACOS=ON .

        Note: depending on your installation, OpenBLAS may masquerade as standard BLAS. To detect standard BLAS and LAPACK, use the ALLOW_BLAS_LAPACK_MACOS option:

        cmake -DALLOW_BLAS_LAPACK_MACOS=ON .

      • By default, cmake assumes that the Armadillo library and the corresponding header files will be installed in the default system directory (eg. in the /usr hierarchy in Linux-based systems). To install the library and headers in an alternative directory, use the additional option CMAKE_INSTALL_PREFIX in this form:

        cmake . -DCMAKE_INSTALL_PREFIX:PATH=alternative_directory

    • CMake will detect which relevant libraries are installed on your system (eg. OpenBLAS, LAPACK, SuperLU, ARPACK, etc) and will modify Armadillo's configuration correspondingly. CMake will also generate the Armadillo run-time library, which is a wrapper for all the detected libraries.

    • If cmake needs to re-run, it's a good idea to first delete the "CMakeCache.txt" file (not "CMakeLists.txt").

    • Caveat: if Armadillo is installed in a non-system directory, make sure that the C++ compiler is configured to use the "lib" and "include" sub-directories present within this directory. Note that the "lib" directory might be named differently on your system. On recent 64 bit Debian & Ubuntu systems it is "lib/x86_64-linux-gnu". On recent 64 bit Fedora & RHEL systems it is "lib64".

  • Step 5: If you and have access to root/administrator/superuser privileges (ie. able to use "sudo") and didn't use the CMAKE_INSTALL_PREFIX option, type the following command:

    sudo make install

    If you don't have root/administrator/superuser privileges, make sure that you use the CMAKE_INSTALL_PREFIX option in Step 4, and type the following command:

    make install


6: Linux and macOS: Compiling and Linking

If you have installed Armadillo via the CMake installer, use the following command:

g++ prog.cpp -o prog -O2 -larmadillo

Otherwise, if you want to use Armadillo without installation (ie. without the Armadillo runtime library), use the following command:

g++ prog.cpp -o prog.cpp -O2 -I /home/blah/armadillo-7.200.3/include -DARMA_DONT_USE_WRAPPER -lopenblas

The above command assumes that the armadillo archive was unpacked into /home/blah/
The command needs to be adjusted if the archive was unpacked into a different directory and/or for each specific version of Armadillo (ie. "7.200.3" needs to be changed).

If you don't have OpenBLAS, on Linux change -lopenblas to -lblas -llapack and on macOS change -lopenblas to -framework Accelerate

See the Questions page for more info on linking: http://arma.sourceforge.net/faq.html

The "examples" directory contains a short example program that uses the Armadillo library.


7: Windows: Installation

The installation is comprised of 3 steps:

  • Step 1: Copy the entire "include" folder to a convenient location and tell your compiler to use that location for header files (in addition to the locations it uses already). Alternatively, the "include" folder can be used directly.

  • Step 2: Modify "include/armadillo_bits/config.hpp" to indicate which libraries are currently available on your system. For example, if LAPACK, BLAS (or OpenBLAS), ARPACK and SuperLU present, uncomment the following lines:

    #define ARMA_USE_LAPACK
    #define ARMA_USE_BLAS
    #define ARMA_USE_ARPACK
    #define ARMA_USE_SUPERLU

    If support for sparse matrices is not required, don't worry about ARPACK or SuperLU.

  • Step 3: Configure your compiler to link with LAPACK and BLAS (and optionally ARPACK and SuperLU).


8: Windows: Compiling and Linking

Within the "examples" folder, there is an MSVC project named "example1_win64" which can be used to compile "example1.cpp". The project needs to be compiled as a 64 bit program: the active solution platform must be set to x64, instead of win32.

The MSVC project was tested on Windows 7 (64 bit) with Visual Studio C++ 2012. Adaptations may need to be made for 32 bit systems, later versions of Windows and/or the compiler. For example, options such as ARMA_BLAS_LONG and ARMA_BLAS_UNDERSCORE, defined in "armadillo_bits/config.hpp", may need to be either enabled or disabled.

The folder "examples/lib_win64" contains baseline (unoptimised) LAPACK and BLAS libraries compiled for 64 bit Windows. The compilation was done by a third party. USE AT YOUR OWN RISK. The compiled versions of LAPACK and BLAS were obtained from: http://ylzhao.blogspot.com.au/2013/10/blas-lapack-precompiled-binaries-for.html

Faster and/or alternative implementations of BLAS and LAPACK are available:

OpenBLAS and Intel MKL are generally the fastest replacements for both BLAS and LAPACK.

Caveat: for any high performance scientific/engineering workloads, we strongly recommend using a Linux based operating system:


9: Support for OpenBLAS and Intel MKL

Armadillo can use OpenBLAS or Intel Math Kernel Library (MKL) as high-speed replacements for BLAS and LAPACK. In essence this involves linking with the replacement libraries instead of BLAS and LAPACK.

Minor modifications to include/armadillo_bits/config.hpp may be required to ensure Armadillo uses the same integer sizes and style of function names as used by the replacement libraries. Specifically, the following defines may need to be enabled or disabled:

ARMA_USE_WRAPPER  
ARMA_BLAS_CAPITALS  
ARMA_BLAS_UNDERSCORE  
ARMA_BLAS_LONG  
ARMA_BLAS_LONG_LONG  

See the documentation for more information on the above defines.

On Linux-based systems, MKL might be installed in a non-standard location such as /opt which can cause problems during linking. Before installing Armadillo, the system should know where the MKL libraries are located. For example, /opt/intel/mkl/lib/intel64/. This can be achieved by setting the LD_LIBRARY_PATH environment variable, or for a more permanent solution, adding the directory locations to /etc/ld.so.conf. It may also be possible to store a text file with the locations in the /etc/ld.so.conf.d directory. For example, /etc/ld.so.conf.d/mkl.conf. If /etc/ld.so.conf is modified or /etc/ld.so.conf.d/mkl.conf is created, /sbin/ldconfig must be run afterwards.

Below is an example of /etc/ld.so.conf.d/mkl.conf where Intel MKL is installed in /opt/intel

/opt/intel/lib/intel64  
/opt/intel/mkl/lib/intel64  

If MKL is installed and it is persistently giving problems during linking, Support for MKL can be disabled by editing the CMakeLists.txt file, deleting CMakeCache.txt and re-running the CMake based installation. Comment out the lines containing:

INCLUDE(ARMA_FindMKL)  
INCLUDE(ARMA_FindACMLMP)  
INCLUDE(ARMA_FindACML)  

10: Support for ATLAS

Armadillo can use the ATLAS library for faster versions of a subset of LAPACK and BLAS functions. LAPACK should still be installed to obtain full functionality.

Caveat: the minimum recommended version of ATLAS is 3.10; earlier versions (such as 3.6 and 3.8) can produce incorrect results and/or corrupt memory, leading to random crashes.


11: Support for C++11 / C++14 Features

Armadillo works with compilers supporting the older C++98 and C++03 standards, as well as the newer C++11 and C++14 standards.

Armadillo will enable extra features (such as move constructors) when a C++11/C++14 compiler is detected. You can also force Armadillo to make use of C++11 features by defining ARMA_USE_CXX11 before #include <armadillo> in your code.

You may need to explicitly enable C++11 mode in your compiler. For example, use the -std=c++11 or -std=c++14 options in gcc & clang.

Caveat: use of the C++11 "auto" keyword is not recommended with Armadillo objects and expressions. Armadillo has a template meta-programming framework which creates lots of short lived temporaries that are not handled by auto.


12: Support for OpenMP

Armadillo can use OpenMP to automatically speed up computationally expensive element-wise functions such as exp(), log(), cos(), etc. This requires a C++11/C++14 compiler with OpenMP 3.1+ support.

When using gcc or clang, use the following options to enable both C++11 and OpenMP: -std=c++11 -fopenmp

Caveat: when using gcc, use of -march=native in conjunction with -fopenmp may lead to speed regressions on recent processors.


13: Documentation

The documentation for Armadillo functions and classes is available at:
http://arma.sourceforge.net/docs.html

The documentation is also in the "docs.html" file in this folder, which can be viewed with a web browser.


14: API Stability and Versioning

Each release of Armadillo has its public API (functions, classes, constants) described in the accompanying API documentation (docs.html) specific to that release.

Each release of Armadillo has its full version specified as A.B.C, where A is a major version number, B is a minor version number, and C is a patch level (indicating bug fixes).

Within a major version (eg. 7), each minor version has a public API that strongly strives to be backwards compatible (at the source level) with the public API of preceding minor versions. For example, user code written for version 7.100 should work with version 7.200, 7.300, 7.400, etc. However, as later minor versions may have more features (API extensions) than preceding minor versions, user code specifically written for version 7.400 may not work with 7.300.

An increase in the patch level, while the major and minor versions are retained, indicates modifications to the code and/or documentation which aim to fix bugs without altering the public API.

We don't like changes to existing public API and strongly prefer not to break any user software. However, to allow evolution, we reserve the right to alter the public API in future major versions of Armadillo while remaining backwards compatible in as many cases as possible (eg. major version 8 may have slightly different public API than major version 7).

CAVEAT: any function, class, constant or other code not explicitly described in the public API documentation is considered as part of the underlying internal implementation details, and may change or be removed without notice. (In other words, don't use internal functionality).


15: Bug Reports and Frequently Asked Questions

Armadillo has gone through extensive testing and has been successfully used in production environments. However, as with almost all software, it's impossible to guarantee 100% correct functionality.

If you find a bug in the library or the documentation, we are interested in hearing about it. Please make a small and self-contained program which exposes the bug, and then send the program source and the bug description to the developers. The small program must have a main() function and use only functions/classes from Armadillo and the standard C++ library (no other libraries).

The contact details are at:
http://arma.sourceforge.net/contact.html

Further information about Armadillo is on the frequently asked questions page:
http://arma.sourceforge.net/faq.html


16: MEX Interface to Octave/Matlab

The "mex_interface" folder contains examples of how to interface Octave/Matlab with C++ code that uses Armadillo matrices.