CVM C++ Class Library encapsulates concepts of vector and square, band, symmetric and hermitian matrices in Euclidean space of real and complex numbers. It utilizes BLAS and LAPACK Fortran libraries. See http://cvmlib.com for binaries and more details.
- Real and complex vector and matrices including square, band, symmetric and hermitian
- Basic vector and matrix arithmetics
- Linear systems
- Singular value decomposition
- Non-symmetric and symmetric eigenvalue problem (including Cholesky and Bunch-Kaufman factorization)
- LU factorization, QR, RQ, LQ and QL factorizations
- Linear least square problems
- Square matrix polynomials
- Square matrix inversion
- Pseudo (generalized) inversion
- Square matrix exponent
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