Linear Algebra in C++

[Sprechen sie C++]

I ended up developing my own package of linear algebra and abstract algebra
templates.

I called the project tensor.h and its thousands of lines of code

it all templates so it is independent (more or less) to the underlying
field/ring

Its legal with my library to use A = B etc as the operators are all
overloaded properly.

It took me over 2 years to develop.

 

[Daniel]

I have found the TNT and JAMA libraries quite excellent. See:
   http://math.nist.gov/tnt/
(Be sure you know what operator= does in this code.)

I recall the Rogue Wave matrix library also used shallow copy
semantics for operator=, I never liked that, it made it easy to make a
mistake.

-- Daniel

 

[lehn]

FLENS

There is one C++ library missing in this list: FLENS

http://flens.sf.net

Disclaimer: Yes, this is my baby

It is header only

• Comes with a simple, non-performant, generic (i.e. templated) C++ reference implemenation of BLAS.
• If available you can use an optimized BLAS implementation as backend. In this case its like using BLAS directly (some Benchmark I should update).
• You can use overloaded operators instead of calling BLAS functions.
• It comes with its own, stand-alone, generic re-implemenation of a bunch of LAPACK functions. We call this port FLENS-LAPACK.
• FLENS-LAPACK has exactly the same accuracy and performance as Netlib's LAPACK. And in my experience (FLENS-)LAPACK+ATLAS or (FLENS-)LAPACK+OpenBLAS gives you the same performance as ACML or MKL.
• FLENS has a different policy regarding the creation of temporary vector/matrices in the evaluation of linear algebra expressions. The FLENS policy is: Never create them!!!.
• However, in a special debug-mode we allow the creation of temporaries "when necessary". This "when necessary" policy thing is the default in other libraries like Eigen or Armadillo or in Matlab.