Overview

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I use .h as the suffix of definition files and .cpp as the suffix of C++ source files.

You will need to compile all the *.cpp files listed as program files in the files section to get the complete package. Ideally you should store the resulting object files as a library. The tmt*.cpp files are used for testing, example.cpp is an example and sl_ex.cpp, nl_ex.cpp and garch.cpp are examples of the non-linear solve and optimisation routines. A demonstration of the exception mechanism is in test_exc.cpp.

I include a number of make files for compiling the example and the test package. See the section on make files for details. But with the PC compilers, its pretty quick just to load all the files in the interactive environments by pointing and clicking.

Use the large or win32 console model when you are using a PC. Do not outline inline functions. You may need to increase the stack size.

Your source files that access the newmat will need to #include one or more of the following files.

include.h:
if you want to access just the compiler options
newmat.h:
to access just the main matrix library (includes include.h)
newmatap.h:
to access the advanced matrix routines such as Cholesky decomposition, QR triangularisation etc (includes newmat.h)
newmatio.h:
to access the output routines (includes newmat.h) You can use this only with compilers that support the standard input/output routines including manipulators.
newmatnl.h:
to access the non-linear optimisation routines (includes newmat.h)

See the section on customising to see how to edit include.h for your environment and the section on compilers for any special problems with the compiler you are using.

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