Searching for Matlab-like functions with optimal performance. Suggestions?

[Mantrid]

Hi everyone,

I need to transfer a Matlab program (which is quite big) to C/C++ because it is not fast enaugh in Matlab.

However, I was shocked when I found out, that there are no good math librarys for C/C++ available (for free) that work with vector like structures. As I can't write everything I need by myself (e.g. elliptic dsp filters) I have a big problem finishing the program in time. So I came up with 2 ideas.

1. I could use Matlab from within my C++ program to compute stuff like median() or ellip()...however, I don't know if this would slow the program down too much.

2. Use a Fortran library. I heared that for some mathematical functions, Matlab uses fortran libraries which are very fast in computing, so I thought I could do the same. However, so far I didn't found one that offers elliptic filters.

The problem is, I don't have time to test both options and compare execution times and I don't know if there is a thrid (better) option.

So I was looking for some suggestions. What would you do if you were in my situation?

I really appreciate any helpful answer.

Thanks
Mantrid

[JLBorges]

You may want to have a look at:

Boost::uBLAS http://www.boost.org/doc/libs/1_49_0/libs/numeric/ublas/doc/index.htm

Blitz++ http://www.oonumerics.org/blitz/

MTL4 http://www.simunova.com/en/node/24

FreePOOMA http://www.nongnu.org/freepooma/