C++ Matrix Class

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nota bene.

This answer has 20 upvotes now, but it is not intended as an endorsement of std::valarray.

In my experience, time is better spent installing and learning to use a full-fledged math library such as Eigen. Valarray has fewer features than the competition, but it isn’t more efficient or particularly easier to use.

If you only need a little bit of linear algebra, and you are dead-set against adding anything to your toolchain, then maybe valarray would fit. But, being stuck unable to express the mathematically correct solution to your problem is a very bad position to be in. Math is relentless and unforgiving. Use the right tool for the job.

The standard library provides std::valarray<double>. std::vector<>, suggested by a few others here, is intended as a general-purpose container for objects. valarray, lesser known because it is more specialized (not using “specialized” as the C++ term), has several advantages:

  • It does not allocate extra space. A vector rounds up to the nearest power of two when allocating, so you can resize it without reallocating every time. (You can still resize a valarray; it’s just still as expensive as realloc().)
  • You may slice it to access rows and columns easily.
  • Arithmetic operators work as you would expect.

Of course, the advantage over using C is that you don’t need to manage memory. The dimensions can reside on the stack, or in a slice object.

std::valarray<double> matrix( row * col ); // no more, no less, than a matrix
matrix[ std::slice( 2, col, row ) ] = pi; // set third column to pi
matrix[ std::slice( 3*row, row, 1 ) ] = e; // set fourth row to e

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