Make:

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 above in standard C/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/C++. A noteable one is the Eigen library. And I got it to work on the Arduino Due. Detailed instructions can be found at adafruit:

http://forums.adafruit.com/viewtopic.php?f=8&t=35959&start=15#p180113

or at arduino.cc :

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