C++ library for numerical computing

[Jorn Attermann]

I perform numerical simulation which requires linear algebra programming
that is optimized for speed. However, to my surprise, there seems to be no
"standard" linear algebra library in C++ which is well documented, allround
and agreed upon as being effective.

I am currently using TNT (http://math.nist.gov/tnt/) which, however, lacks
some important methods such as conversion of a three-dimensional array
(Array3D) to a number of individual two-dimensional arrays (Array2Ds). I
have implemented my own methods but I feel far from assured that these are
optimal.

I would appreciate very much to hear the group's view on this.


Jorn Attermann

 

[David B. Held]

[...]
I would appreciate very much to hear the group's view on this.

Is Blitz++ relevant to your problem?

Dave

 

[Valeriu Catina]

I perform numerical simulation which requires linear algebra programming
that is optimized for speed. However, to my surprise, there seems to be no
"standard" linear algebra library in C++ which is well documented, allround
and agreed upon as being effective.

I am currently using TNT (http://math.nist.gov/tnt/) which, however, lacks
some important methods such as conversion of a three-dimensional array
(Array3D) to a number of individual two-dimensional arrays (Array2Ds). I
have implemented my own methods but I feel far from assured that these are
optimal.

I would appreciate very much to hear the group's view on this.


Jorn Attermann

See www.oonumerics.org/blitz

 

[Valeriu Catina]

See www.oonumerics.org/blitz

I forgot mtl at http://www.osl.iu.edu/research/mtl/, and itl at
http://www.osl.iu.edu/research/itl/

 

[E. Robert Tisdale]

I perform numerical simulation which requires linear algebra programming
that is optimized for speed. However, to my surprise,
there seems to be no "standard" linear algebra library in C++

or any other language, for that matter,

which is well documented, all round and agreed upon as being effective.

Take a look at
The C++ Scalar, Vector, Matrix and Tensor class Library

http://www.netwood.net/~edwin/svmtl/

Also, take a look at the
Vector, Signal and Image Processing Library

http://www.vsipl.org/

and the
High Performance Embedded Computing Software Initiative (HPEC-SI)

http://www.hpec-si.org/

 

[Ryan Mitchley]

The boost library has something called ublas, which contains a whole lot of
CBLAS and CLAPACK derived stuff.

I think some of it was inspired by Blitz++.

I'm not sure how it compares to other libraries.... any opinions?

Ryan