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

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  • Nielsen, Soren S

Abstract

The C++ programming language has undergone significant changes since its inception in the 1980s. but has now reached a relatively steady state. Standard C++ now includes a general library of container classes, the Standard Template Library (STL). These developments are rapidly changing the styles used in C++ class programming. The paper has dual purposes: it provides an introduction to STL for C++ programmers, and it develops an efficient matrix class library, built upon STL, which provides functionality useful in areas such as computational economics, finance, mathematical programming and statistics. This library, which is freely available, comprises a full set of vector and matrix operations using both dense and sparse implementations. The paper discusses approaches towards and pitfalls in constructing C++ concrete data types, and has references for further on-line information. Citation Copyright 1999 by Kluwer Academic Publishers.

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  • Nielsen, Soren S, 1999. "Dense and Sparse Matrix Classes Using the C++ Standard Template Library," Computational Economics, Springer;Society for Computational Economics, vol. 14(1-2), pages 47-68, October.
  • Handle: RePEc:kap:compec:v:14:y:1999:i:1-2:p:47-68
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