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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.
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.