Undefined reference error in C++ code

Hello I am getting this Error when I am compiling my code:

main.cpp:(.text.startup+0xfc): undefined reference to `CMyMath::melFilterBank(std::vector<double, std::allocator<double> >, int, int, int)'
collect2: error: ld returned 1 exit status
make: *** [bin/main.elf] Error 1

my .h file:

#ifndef _MYMATH_H_
#define _MYMATH_H_
#define _USE_MATH_DEFINES
#include <vector>
#include <stdio.h>
#include <cmath>
#include <stdint.h>
#include <complex> 
class CMyMath
{
    public:
        CMyMath();  
        ~CMyMath();
        std::vector<double> melFilterBank(std::vector<double> signal, int frequency, int band_num, int coef_num);
};
#endif

my .cpp file:

#include "MyMath.h"    
CMyMath::CMyMath()
{
    printf("constructor called\n");
}   
CMyMath::~CMyMath()
{
    printf("destructor called\n");
}
std::vector<double> melFilterBank(std::vector<double> ourSignal, int frequency, int bandNum, int coefNum)
{
    std::vector<double> output; //ck in matlab code
    /*
    DO SOME STUFF
    */
    return output;
}

main:

#include <stdio.h>
#include <vector>
#include <cmath>
#include "MyMath.h"

int main()
{
    class CMyMath a;
    std::vector<double> mel {0.0000001,0.0000005,0.0000004,0.0000005};
    a.melFilterBank(mel,8000,6,5);
    return 0;
}

What do you think where should be a mistake? I am new in C++ and I have really no idea what`s wrong. What do you suggest?