jlt lib

jlt lib is a C++ and Matlab library of various utility functions that I found useful over the years, and which are used in many of my other projects.

contributors

jlt lib was written and is maintained by Jean-Luc Thiffeault.

documentation

There isn't any. In fact this library should really not be used by anyone, and I've mostly uploaded it so I can easily include it in other projects. If you feel brave, many functions have comments documenting their use, and there are examples in the testsuite folder.

Here is a list of some of the more useful C++ functions and classes, in the folder jlt. They can be included as #include "jlt/<filename>.hpp", so the folder containing jlt must be in the include files search path. The programs in testsuite are readily compiled with the SCONS build tool, but unless linking to external libraries is required g++ -O <prog>.cpp -o <prog> -I.. is usually sufficient.

• jlt::vector is derived from std::vector. Bounds-checking can be turned on or off at compile time, and the vectors have a printMatlabForm member function to output to Matlab format (text or MAT file), and a printMathematicaForm to output in Mathematica text format. See also jlt/matlab.hpp below.

• jlt::matrix is a matrix class for 2D data. It is fairly efficient and implements similar output functions described for jlt::vector above.

• jlt::mathvector and jlt::mathmatrix implement vectors and matrices with mathematical operations. Many operations can then be performed, such as eigenvalues and eigenvectors (in jlt/eigensystem.hpp), LU and QR decomposition (jlt/matrixutil.hpp), and SVD (jlt/svdecomp.hpp). Many of these functions use LAPACK behind the scenes, so must be linked with -lblas -llapack. See the testsuite programs mathvector_test.cpp, eigensystem_test.cpp, qrdecomp_test.cpp, and svdecomp_test.cpp.

• jlt/csparse.hpp provides wrappers for Timothy A. Davis's CSparse library, in particular conversion to and from jlt::mathmatrix, wrapping CSparse functions in a namespace csparse, and a type jlt::cs_unique_ptr derived from std::unique_ptr that deallocates pointers automatically. Link with -lcsparse. See the testsuite program csparse_test.cpp.

• jlt/lapack.h and jlt/lapack.hpp are wrappers for selected functions in the Fortran LAPACK libraries. Link with -lblas -llapack.

• jlt/matlab.hpp provides printMatlabForm for exporting variables in Matlab MAT-file format or in formatted ASCII text. Some of this functionality is provided in-class by jlt::matrix and jlt::vector as well, and is compiled in if JLT_MATLAB_LIB_SUPPORT is defined. See the testsuite program matlab_test.cpp, which writes a mathmatrix and mathvector to a MAT file.

• jlt/stlio.hpp defines simple iostream printing for some STL containers.

• jlt::polynomial is a polynomial class. See the testsuite program polynomial_test.cpp.

• jlt::reciprocal_polynomial is specialized for monic reciprocal polynomials.

• jlt/prompt.hpp is helpful for quick-and-dirty terminal prompts.

• jlt/exceptions.hpp provides some exceptions tailored to numerical problems, such as stepsize_too_small, failed_to_converge, too_many_steps. It also defines macros such as JLT_THROW, etc, which can be selectively redefined to compile out exception testing. (In the old days exceptions were a much bigger performance hit than they are now, I suspect, so it made sense to test a code and then remove exceptions completely.)

• jlt::tictoc works a bit like Matlab's tic and toc to time programs. It uses boost/timer/timer.hpp. See the testsuite program tictoc_test.cpp.

• jlt/vcs.hpp provides functions for extracting commit info from Version Control Systems, using Subversion keyword strings or dynamically in the case of Mercurial and Git. See vcs_test.cpp for an example. Note that this is a bit fragile: if you run a command from outside the repo then the version information won't be detected. In that case printVCSBanner simply does nothing.

• Other .hpp files you might find in there are a bit dodgy and maybe haven't been tested in a while.

The folder matlab contains Matlab functions.

license

jlt lib is released under the MIT License. The Fourier differentiation matrix function fourdif.m was written by S. C. Reddy and J. A. C. Weideman.