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About This File

The Eigen4AutoIt environment (thread is online Help is here) allows you to do matrix I/O (memory & files), matrix arithmetic, transformation, and decomposition, solve systems of linear equations, and perform advanced statistics, all at either single or double precision. Most functions can act on 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.

This library allows you to perform fast matrix operations on large numerical data sets, using special matrix variables and simple AutoIt wrapper functions. These wrappers call C++ wrappers in the dlls (also written by RTFC, source included). The dlls in turn re-map AutoIt memory and call one or more Eigen functions. All operations are memory pointer-based and act directly on the matrices created in your AutoIt script, obviating the need for data transfers.

What's New in Version 3.1


  • Added: Pearson product moment correlation functions _Eigen_Correlation_Colwise() and _Eigen_Correlation_Rowwise().

  • Added: _Eigen_CreateMatrix_fromAdiag, which creates a new diagonal matrix from an existing matrix's diagonal.

  • Changed: Debugmode is no longer supported, as the ever-growing overhead in work environment size outweighs the marginal benefits of additional error checking that is not already covered by E4A's own extensive pre-call tests.

  • Changed: Eigen includes for dll have been upgraded to stable release version 3.3.3; this version is significantly redesigned to improve computation of dense matrix products (fewer intermediary buffers, ergo faster) and numerical robustness of various decompositions and eigensolvers. However, Eigen's new divide-and-conquer SVD algorithm ("BDCSVD") has not yet been added to the E4A wrapper library in v2.6.

  • Changed: classification of Work Environment functions.

  • Fixed: the MatrixFileConverter erronuously rejected single-column .csv input data due to lacking delimiter.

  • Fixed: various example code snippets and typos corrected in Help document.

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