Looking for an elegant and efficient C++ matrix library [closed]

Answer 1

I use both Eigen and Matlab and like both of them a lot. Eigen supports SIMD and lazy evaluations for extra performance. But users don't need to bother with internals. Eigen's interface is very simple and intuitive. Going from Matlab to Eigen should be relatively straightforward, which I can't say about uBLAS or LAPACK.

EDIT: Here is Eigen Quick Reference for Matlab Users

Answer 2

There are two new Linear Algebra Libs in the Boost ecosystem namely NT2 and Boost LA AFAIK there is work underway (even halfway done?) to make them compatible with Boost uBlas.

Answer 3

Read Jack Crenshaw's articles over at www.embedded.com. He's been working up a matrix class for a number of years, while developing the numerical methods code that goes with it and uses it.

Answer 4

A semi-serious answer (straight from Stroustrup): http://www.stroustrup.com/Programming/Matrix/index.html

Answer 5

I just started using the Gmm++ library. It's header-files only, supports sparse matrices, has a wide array of solvers, and interfaces for LAPACK and BLAS. Its interface doesn't seem as nice as Eigen, but it is more complete.

Answer 6

boost has a math library capable of matrix algebra - uBLAS.