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* Fast C++ library for linear algebra (matrix maths) and scientific computing * Easy to use functions and syntax, deliberately similar to Matlab / Octave * Uses template meta-programming techniques to increase efficiency * Provides user-friendly wrappers for OpenBLAS, Intel MKL, LAPACK, ATLAS, ARPACK, SuperLU and FFTW libraries * Useful for machine learning, pattern recognition, signal processing, bioinformatics, statistics, finance, etc. * Downloads:...

SL2 is a C++ template library for solving systems of linear equations, providing the most common algorithms for dense and sparse systems. It uses OpenMP for parallelization and has no other dependencies. As the name suggests, SL2's implementation is staightforward with a focus on clear concepts, easy usage and understandable code.

F2what is an open source project to translate algorithmic fortran to a variety of languages (java, dotnet and VBA so far). It offers a Fortran77 parser with code transformations, variable disambiguation, and modular output to other programming languages. It also offers already translated versions of Lapack and quadprog to Java, .Net and VBA, to give access to SVD, LU, QR, Cholesky, eigenvalue decomposition, linear system solving and QP optimization in those three languages.

LAPACK++ is a library for high performance linear algebra computations. This version includes support for solving linear systems using LU, Cholesky, QR matrix factorizations, for real and complex matrices.