IT is a C library of mathematical, signal processing, speech processing, and communications classes and functions. It is being developed by researchers in these areas and is widely used by researchers, both in the communications industry and universities.
The kernel of the IT library are templated vector and matrix classes, and lots of functions for vectors and matrices. Such a kernel makes IT library similar to Matlab .
Features:
- templated vector and matrix classes
- sparse vector and matrix classes
- elementary functions on vectors and matrices
- matrix decompositions such as eigenvalue, Cholesky, LU, Schur, SVD, and QR
- solving linear system of equations (including over- and underdetermined)
- random number generation (Mersenne Twister generator)
- binary and Galois types (scalar, vector and matrix)
- integration of 1-dimensional functions
- unconditional nonlinear optimization (Quasi-Newton search)
- statistics class
- filter functions and classes
- frequency domain filtering
- FFT, DFT, DCT, and Hadamard transforms
- time and frequency domain windows
- evaluating and finding roots of polynomials (and inverse operations)
- filter design functions
- fast independent component analysis (fast ICA)
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