MatClass: A Matrix Class for C++

Abstract

The MatClass project is an experiment in the use of object-oriented methods in numerical methods using C++. MatClass is a family of numerical classes for C++ that are freely available. MatClass combined with a C++ compiler gives the user a compiled matrix language together with a set of numerical and statistical classes based on the key matrix decompositions e.g. LU, Cholesky, Householder QR, and SVD. It is argued that C++ with classes such as MatClass offer a valuable third line of development complementing the current standards of Fortran and GAUSS. While object-oriented numerical programmming is not revolutionary, it is a significant new development. This paper aims to give a brief and superficial overview of the current state of MatClass and to announce the availability of Version 1.0d.

This document is partly derived from an earlier piece written jointly by myself and Jarlath Trainor. Many of the strengthens of the current document reflect Jarlath’s contributions, but he has no responsibility for the errors and weaknesses that have undoubtedly arisen from my rewrite of this document or MatClass. Many thanks for Jarlath’s assistance on this project. My thanks also to the Department of Econometrics & Social Statistics for funding Jarlath’s time in the department. Anyone who is working with Unix workstations will know the value of having a Unix wizard at hand; in my own case I am greatly indebted to Owen LeBlanc from the Manchester Computing Centre. Finally my thanks to Ericq Horler and David Belsley for their careful reading of an earlier version of this document and the removal of many errors. While their efforts has greatly improved this work they cannot be held responsible for the remaining inadequancies.