Dense and Sparse Matrix Classes Using the C++ Standard Template Library

  • Authors:
  • Søren S. Nielsen

  • Affiliations:
  • Department of Operations Research, University of Copenhagen, Universitetsparken 5, 2100 Copenhagen Ø, Denmark E-mail: nielsen@math.ku.dk

  • Venue:
  • Computational Economics - Special issue on programming languages
  • Year:
  • 1999

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Abstract

The C++ programming language has undergone significant changes sinceits inception in the 1980s, but has now reached a relativelysteady state. Standard C++ now includes a general library of containerclasses, the Standard Template Library (STL). These developments arerapidly changing the styles used in C++ class programming.The paper has dual purposes: it provides an introduction to STL forC++ programmers, and it develops an efficient matrix class library, built upon STL, which provides functionality useful in areas such ascomputational economics, finance, mathematical programming and statistics.This library, which is freely available, comprises a full set of vectorand matrix operations using both dense and sparse implementations.The paper discusses approaches towards and pitfalls in constructingC++ concrete data types, and has references for further on-lineinformation.