gmm_mt

Efficient GMM clustering using Multiple Threads

This code implements the basic GMM algorithm and support multiple covariance matrices with full values or only diagonal non-zero values, and its computation speed is optimized using C/C++ and multiple threads.
When the number of samples and feature dimensions are large, this code would be significantly faster than the one in the Matlab toolbox
For example, for data with 17 dimensions and 76800 samples, the following are the speeds of different codes to generate the same result after 100 iterations in a PC with 3.4GHz i7 Intel CPU:
Matlab toolbox: 121.66 sec
This code: 23.50 sec