Eigen (C++ library)

Revision as of 19:35, 1 October 2019 by David (talk | contribs)
\( \newcommand{\P}[]{\unicode{xB6}} \newcommand{\AA}[]{\unicode{x212B}} \newcommand{\empty}[]{\emptyset} \newcommand{\O}[]{\emptyset} \newcommand{\Alpha}[]{Α} \newcommand{\Beta}[]{Β} \newcommand{\Epsilon}[]{Ε} \newcommand{\Iota}[]{Ι} \newcommand{\Kappa}[]{Κ} \newcommand{\Rho}[]{Ρ} \newcommand{\Tau}[]{Τ} \newcommand{\Zeta}[]{Ζ} \newcommand{\Mu}[]{\unicode{x039C}} \newcommand{\Chi}[]{Χ} \newcommand{\Eta}[]{\unicode{x0397}} \newcommand{\Nu}[]{\unicode{x039D}} \newcommand{\Omicron}[]{\unicode{x039F}} \DeclareMathOperator{\sgn}{sgn} \def\oiint{\mathop{\vcenter{\mathchoice{\huge\unicode{x222F}\,}{\unicode{x222F}}{\unicode{x222F}}{\unicode{x222F}}}\,}\nolimits} \def\oiiint{\mathop{\vcenter{\mathchoice{\huge\unicode{x2230}\,}{\unicode{x2230}}{\unicode{x2230}}{\unicode{x2230}}}\,}\nolimits} \)

Eigen is a template header-only C++ linear algebra library. It is one of the fastest and most popular.

Website

Usage

Compilation

Reference
For optimal performance, I recommend using the following flags when compiling.

GCC

  • -mfma Enabled fused multiply add
  • -mavx2 Enable avx2 vector instructions
  • -DEIGEN_NO_DEBUG Set preprocessor define for eigen optimizations
  • -fopenmp OpenMP parallel execution