A MATLAB tutorial: HTML, PostScript
MATLAB code
C++ code
- My image libraries. If you want to load and save with PNG files (recommended), you'll need to link with libpng and #define USE_LIBPNG.
- My matrix libraries that provide a wrapper for BLAS and LAPACK. Here's an example code fragment. On UNIX, you'll need libblas and liblapack (which should generally be installed already; if not, you can probably find an RPM or equivalent). On Windows, you can use the LIB/DLLs files provided here.
- 2D symmetric eigenvector decomposition (useful for inverting covariance matrices). (You don't need this if you're using the above matrix libraries).
- Hybrid Monte Carlo code. The matrix libraries are also required.
External programming resources
- L-BFGS, a constrained numerical solver that is very efficient for when you can compute gradients. It's written in Fortran.
- MINPACK, another excellent Fortran numerical solver. I haven't used it personally, so I don't have any wrapper code for it, although it's relatively simple to write it if you know how.