n be called from any C++ application (by hacking the code a bit).</p><p>It requires an implementation of BLAS and LAPACK for performing linear algebra
operations. The ones shipped with Matlab and R can be used, but also external
libraries such as atlas, the netlib implementation, or the Intel Math Kernel
Library can be used. It also exploits multi-core CPUs when this feature is
supported by the compiler, through OpenMP.</p><p>The current licence is GPLv3, which is available at
<span class="c004">http://www.