On Sun, 25 Oct 2009 20:27:08 +0100, Alan Grimes <agrimes@...>
> 'ey Zoltan! 'wuz doing some maintanence on my PC (a perpetual
> occupation) and came across a set of libraries that I hadn't previously
> known about called gsl.
> It appears to be a blas type system without the Fortran. =P
> I know you gave up with Eigen, perhaps gsl will prove to be useful.
> Either that or I should be far less modest about my quickvector and
> quickmatrix classes. ;)
Look at the examples:
That code looks like some OOP forced in C; also quite error prone.
Here are the LU methods:
It's not very sympathic to me...
Actually I haven't gave up entirely on Eigen... Just the part with LU
needs to be reworked: it we use LU, then we have to allocate a new matrix
to store it -- this is how the interface of Eigen is defined. However, for
nonlinear equations, we need some other method to solve the equations,
because it's inefficient to allocate a new matrix for LU in each attempt
to solve the system. Another question is the overhead introduced by Eigen
-- I didn't manage to test it extensively (but it should be done, with and
without debug info vs optimised code).
Here are a few linear algebra software listed: