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Matrix math C++ class library for MCUs?

Started by Dave Nadler ●November 1, 2022
Hi Guys - I'm searching for a C++ matrix math library suitable for 
Kalman filter implementation on MCUs. I found a few but they may be 
zombies, for example Eigen 
https://stackoverflow.com/questions/73883276/eigen-matrix-template-library-over-arm-cmsis-dsp 
got crickets.
What do you guys use?
Thanks in advance,
Best Regards, Dave
Reply by David Brown ●November 1, 20222022-11-01
On 01/11/2022 16:16, Dave Nadler wrote:

> Hi Guys - I'm searching for a C++ matrix math library suitable for 
> Kalman filter implementation on MCUs. I found a few but they may be 
> zombies, for example Eigen 
> https://stackoverflow.com/questions/73883276/eigen-matrix-template-library-over-arm-cmsis-dsp got crickets.
> What do you guys use?
> Thanks in advance,
> Best Regards, Dave


How big are your matrices?  If they are just 2x2, you can probably roll 
your own code as quickly as you can find and test something from the 
net.  Templates are sometimes very useful and elegant, but if you have 
fixed known types and sizes, specific classes and functions are often 
easier to debug.
Reply by Dave Nadler ●November 1, 20222022-11-01
On 11/1/2022 1:02 PM, David Brown wrote:

> On 01/11/2022 16:16, Dave Nadler wrote:
>> Hi Guys - I'm searching for a C++ matrix math library suitable for 
>> Kalman filter implementation on MCUs. I found a few but they may be 
>> zombies, for example Eigen 
>> https://stackoverflow.com/questions/73883276/eigen-matrix-template-library-over-arm-cmsis-dsp got crickets.
>> What do you guys use?
>> Thanks in advance,
>> Best Regards, Dave
> 
> How big are your matrices?  If they are just 2x2, you can probably roll 
> your own code as quickly as you can find and test something from the 
> net.  Templates are sometimes very useful and elegant, but if you have 
> fixed known types and sizes, specific classes and functions are often 
> easier to debug. 


Certainly a fair bit bigger than 2x2, non-sparse.
Eigen does seem to be active but don't know about use on MCUs.
M7 with adequate RAM should be OK though.
Using templates for decades during which diagnostics have improved ;-)
Reply by Paul Rubin ●November 2, 20222022-11-02
Dave Nadler <drn@nadler.com> writes:

> Hi Guys - I'm searching for a C++ matrix math library suitable for
> Kalman filter implementation on MCUs. I found a few but they may be 
> zombies, for example Eigen


I'm unfamiliar with Eigen and only vaguely informed about Kalman
filters, but doing eigenvalue calculation properly takes some know-how,
and you're better off using a library rather than rolling your own.
Does the MCU angle actually matter in relation to the library choice?
There are a zillion linear algebra packages out there, the best known
probably being LAPACK.

I have no idea if this is suitable for your requirements:

 https://www.gnu.org/software/gsl/
Reply by Dave Nadler ●November 2, 20222022-11-02
On 11/2/2022 1:14 AM, Paul Rubin wrote:

> I have no idea if this is suitable for your requirements:
>   https://www.gnu.org/software/gsl/

Thanks Paul, unfortunately GSL has polluting GPL license; can't use it 
for current project... Eigen license is non-polluting.
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