![]() Xtensor is a C++ library meant for numerical analysis with multi-dimensional array expressions, broadcasting and lazy computing. High-performance C++ linear algebra library based on Generic programming Jeremy Siek, Peter Gottschling, Andrew Lumsdaine, et al. C++ SYCL based reference API implementation available in source for free.Ĭ# numerical analysis library with linear algebra support ![]() Numerical analysis library optimized for Intel CPUs and GPUs. Many variants: e.g.: symmetric, hermitian, complex, quadruple precision. Support operations for iterative solvers: multiplication, triangular solve, scaling, matrix I/O, matrix rendering. High-performance multi-threaded primitives for large sparse matrices. Numerical linear algebra library with long history General purpose numerical analysis library. Includes some support for linear algebra. UBLAS is a C++ template class library that provides BLAS level 1, 2, 3 functionality for dense, packed and sparse matrices.Ĭ++ template library binds to optimized BLAS such as the Intel MKL Includes matrix decompositions, non-linear solvers, and machine learning toolingĮigen is a C++ template library for linear algebra: matrices, vectors, numerical solvers, and related algorithms.įastor is a high performance tensor (fixed multi-dimensional array) library for modern C++. Also includes LU and Cholesky decompositions.īlaze is an open-source, high-performance C++ math library for dense and sparse arithmetic.īlitz++ is a C++ template class library that provides high-performance multidimensional array containers for scientific computing. General purpose numerical analysis library with C++, C#, Python, FreePascal interfaces.Ĭ++ template library for linear algebra includes various decompositions and factorisations syntax ( API) is similar to MATLAB.Īutomatically tuned implementation of BLAS. The following tables provide a comparison of linear algebra software libraries, either specialized or general purpose libraries with significant linear algebra coverage.ĭense linear algebra General information
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