![]() (LAPACK) libraries contain-as you would expect-functions to perform The Basic Linear Algebra Subprograms (BLAS) and Linear Algebra Package I do not know of any such C++ library, if you fancy doing numerical analysis on iOS, the best way to go is the accelerate framework, specifically (from this description): Has anyone used the C++ implementation for scientific computing or engineering applications on iPhone? I'd appreciate any pointers or tutorials on how to do this kind of analysis with Objective-C.Īutocovariance Least-Squares (ALS) technique All of my C++ libraries to date have been wrapped in 3rd party Objective-C classes. I'm very weak in C++ and would not even know how to import a C++ library and link it properly in XCode. Unfortunately it is written for Matlab, and there's supposedly a C++ implementation. That article mentions that GNU Octave is currently the best way of determining these parameters from data: I'm doing some numerical estimation and correction with the Kalman filter, and would like to better estimate my parameters of Q and R, preferably dynamically.
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