I'm very interested in programming complicated matrix operations in Arduino Due, but with the simplicity offered in Octave and Matlab. For example, the Kalman gain matrix (one of many implementations) is:

K = Pp * H' * inv(H * Pp * H' + R);

Implementing the equation above in standard C would be very complicated, very messy, and difficult to read. In Matlab or Octave, the code is literally the above equation. I literally copied it from one my programs. This syntax is known as vector programming - it's a huge time saver. Various libraries exist (links below) that allow such syntax in C. Is it possible to include such a library for the Due?

~~Has anyone done this? Thank you.~~ The answer is yes with the Eigen C++ library (

http://eigen.tuxfamily.org ).

Detailed instructions for Arduino-Due here:

http://arduino.cc/forum/index.php/topic,143602.msg1089368.html#msg1089368