Eigen

Eigen Description

Eigen project is an open source and lightweight C++ template library for vector and matrix math a.k.a. linear algebra.Unlike most other linear algebra libraries, Eigen focuses on the simple mathematical needs of applications, such as games and other OpenGL apps.Product's homepage What's New in This Release: [ read full changelog ] Dense world: · New Ref class allowing to write non templated function taking various kind of Eigen dense objects without copies. · New RealQZ factorization and GeneralizedEigenSolver. · Add vector-wise normalized and normalize functions, and hasNaN/allFinite members. · Add mixed static/dynamic-size .block() functions. · Optimize outer products for non rank-1 update operations. · Optimize diagonal products (enable vectorization in more cases). · Improve robustness and performance in JacobiSVD::solve(). Sparse world: · New SparseLU module: built-in sparse LU with supernodes and numerical row pivoting (port of SuperLU making the SuperLUSupport module obsolete). · New SparseQR module: rank-revealing sparse QR factorization with numerical column pivoting. · New COLAMD ordering and unified ordering API. · Add support for generic blocks of sparse matrices (read-only). · Add conservative resize feature on sparse matrices. · Add uniform support for solving sparse systems with sparse right hand sides. · Add support for sparse matrix time sparse self-adjoint view products. · Improve BiCGSTAB robustness with restart. Support to external libraries: · New MetisSupport module: wrapper to the famous graph partitioning library. · New SPQRSupport module: wrapper to suitesparse's supernodal QR solver. �.You can free download Eigen from Softpedia now.