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Eigen4AutoIt Features:

  • free, fast matrix computing environment for Windows (runs under Wine on Linux and Mac)
  • built upon the robust Eigen code base (open-source), with many enhancements
  • simple, intuitive functions, with extensive online documentation
  • supports integer, single, and double precision, in real and complex matrices
  • Tutorials with scripts, plus Test scripts for each function section
  • easily exchange data between native binary files (.mat) and ASCII, Excel, and Xbase files, or AutoIt arrays
  • 32-bit (x86-mode) and 64-bit (x64-mode) support
  • in x64-mode, matrices can be any size that fits into available virtual memory (>4GB), and can be shared between processes
  • over one thousand alias wrappers for flexibility and ease-of-use


The Eigen4AutoIt thread is here:

This computing environment allows you to do matrix I/O (memory & files), matrix arithmetic, transformation, reduction, and decomposition, solve systems of linear equations, and perform statistics. Most functions can act on integer, real, or complex matrices (or the latter's real/imaginary parts separately). Much of the actual complexity of using Eigen in its native C++ environment has been hidden for AutoIt users, through extensive bounds and error checks, an intuitive function-naming convention, a large help file, and detailed tutorials and test examples.

What's New in Version 4.5


  • Added: _Eigen_WriteMatrix_ToTextFile/_Transposed, with five predefined formats (default: csv) and optional user-defined precision.
  • Added: bitmask versions of cellwise functions _Eigen_CwiseBinaryMasked/InPlace, _Eigen_CwiseScalarMasked/InPlace, and _Eigen_CwiseUnaryMasked/InPlace, with new test script (#28).
  • Added: fifth cellwise logical operation "Flip," which replaces all non-zero values within scope with zero and all zero values within scope with unity.
  • Added: multiplication functions _Eigen_DotProduct_Colwise/Rowwise, for storing in a vector a succession of dot products from a matrix and a vector, the matrix being processed per row c.q. transposed column.
  • Added: multiplication functions _Eigen_Multiply_AtBA_Colwise and _eigen_Multiply_ABAt_Rowwise, for storing in a vector a succession of scalar products from two matrices, the first one being processed per row c.q. transposed column.
  • Added: _Eigen_PseudoInverse_InPlace (square inputs only).
  • Added: _Eigen_LDA's new optional flag $bayesian (default = False), to control whether a Bayesian or an eigensolver-based algorithm is used. If the former is selected, new optional flag $quadratic (default = False) controls whether the inter-class hyperplanes are estimated in a quadratic (curved) or linear (flat) sense.
  • Added: _Eigen_LDA's new optional flag $pooledCovariance (default = False), to control whether centroid distances in eigenspace for class attribution should be scaled by the within-class covariance over all classes combined (if True) or using class-specific covariances (if False).
  • Added: enhanced _Eigen_SetMaskedConstant* and _Eigen_CopyMasked* functionality so (not just unity, but) any non-zero masking value is interpreted as marked.
  • Changed: Eigen includes for dlls upgraded to stable release version 3.3.5; E4A dll source code repartitioned.
  • Changed: _Eigen_RsqAdjusted renamed to _Eigen_Rsquared_Adjusted; original name remains supported through alias wrapper.
  • Changed: _Eigen_CreateMatrix_LinSpaced_ColMajor/RowMajor renamed to _Eigen_CreateMatrix_Linspaced_Colwise/Rowwise; original names remain supported through alias wrappers.
  • Changed: _Eigen_SetLinSpaced_ColMajor/RowMajor renamed to _Eigen_SetLinspaced_Colwise/Rowwise; original names remain supported through alias wrappers.
  • Changed: pre-existing projector (matJ) matrix's column dimension check relaxed, from exact to sufficiently large, in _Eigen_LDA_TestingSets.
  • Changed: order of optional parameters in _Eigen_LDA_TestingSets. This is a script-breaking change.
  • Changed: order of optional parameters in _Eigen_SaveMatrix/Transposed. This is a script-breaking change.
  • Removed: functions _Eigen_CreateOutput_FromDims/FromIDs. This is a script-breaking change.
  • Fixed: dimension check mismatch in _Eigen_CopyMasked_ColwiseVector.
  • Fixed: various typos and examples in Help document.

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