Matrix libraries in C++ and C#

[Daniel Duffy]

I am investigating what the open source libraries are. I know

Eigen
Boost uBLAS
Atlas

and maybe

Alglib
CERN ROOT(?)


Are there others you use? Which functionality do you need in these libraries?

 

[alain]

Armadillo is used by RCpp

http://arma.sourceforge.net/

 

[Polter]

https://www.quantnet.com/threads/matrix-classes-in-2012.11336/

 

[daleholborow]

Is this of any use?
http://mathnetnumerics.codeplex.com/wikipage?title=Linear Algebra&referringTitle=Documentation

 

[Daniel Duffy]

Is this of any use?
http://mathnetnumerics.codeplex.com/wikipage?title=Linear Algebra&referringTitle=Documentation

That looks like a good start, in particular the functionality offered by scipy. The C# library is not clear what it actually offers on top of the different matrix patterns.

Most of the libraries seem to concentrate on direct matrix methods.

There are two issues (at least) 1) using matrix storage structures 2) building matrix algorithms on top of 1).