Matrix native function

[Henrik Moller]

    Earlier this year, I put a native function package,
      catted "mtx," on GitHub.  I've no idea if anyone is using it, but
      I just put up a new release.  The biggest change is that the new
      version uses the GNU gsl library rather than an ad-hoc
      eigensystems package I used in the first release, so the new
      version is easier to install.  
      
      A new feature is some massaging of the covariance and eigensystems
      code to allow principal component analysis of statistical
      data*--see the README for an example.  That's in addition to the
      existing capabilities:

• Matrix determinants
• Matrix eigenvalues and eigenvectors
• Identity matrices
• Vector cross products
• Vector interior angles
• Vector or scalar rotation matrices
• Gaussian complex random values
• Vector/matrix normalisation
• Homogeneous matrices
• Covariance

    Anyway, it's at github.com/ChrisMoller/mtx
      
      * One of my sons is a medical physicist  and one the newer things
      in that is using PCA to use sampled radiomic data to model the
      shapes of cancerous regions.  He asked me for the capability, but
      I have no idea how useful it will be for anyone else.