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<img src="https://repository-images.githubusercontent.com/254842585/4dfa7580-7ffb-11ea-99d0-46b8fe2f4170" height="175" width="auto" />
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</p>
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# corr-solver-cpp
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# CorrSolverCpp
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Linear Matrix Inequalities for modern C++
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Correlation solver for modern C++
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- This library requires C++17 or above.
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- This library depends on GSL, EllAlgo, xtensor-blas and OpenBLAS.
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- This library depends on GSL, LmiSolver, EllAlgo, xtensor-blas and OpenBLAS.
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## Features
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