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covariance matrix

I am looking for functions/library to calculate covariance matrix,
eigenvectors, eigenvalues in Visual C++, as***@kent.ac.uk.
Thanks
Jul 21 '06 #1
1 7723
Arkadiusz Stasiak wrote:
I am looking for functions/library to calculate covariance matrix,
eigenvectors, eigenvalues in Visual C++, as***@kent.ac.uk.
Thanks
See this FAQ for places to look:

http://www.parashift.com/c++-faq-lit....html#faq-37.9

See also http://www.oonumerics.org/

Cheers! --M

Jul 21 '06 #2

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