Freely Available Software for Linear Algebra

The following list is last updated 9/2011. It is useful for those taking Linear Algebra and looking for software for various reasons.
http://www.netlib.org/utk/people/JackDongarra/la-sw.html

Nice. I would personally recommend Eigen, which we are now using in a major production project. It has a very nice C++ interface, and makes effective use of expression templates. Here is performance comparison of a few of the libraries listed, as well as some non-free ones, versus Eigen:

http://eigen.tuxfamily.org/index.php?title=Benchmark
 
Numpy.

Also, you can install a monolithic Python distro from Enthought (EPD). If you are an academic, you can get the full distro for free, which links Numpy and Scipy against Intel MKL for a big performance boost.
 
Back
Top Bottom