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Eigen is a template header-only C++ linear algebra library. | Eigen is a template header-only C++ linear algebra library. You can think of it as as [[numpy]] for C++. | ||
[http://eigen.tuxfamily.org/index.php?title=Main_Page Website] | [http://eigen.tuxfamily.org/index.php?title=Main_Page Website] | ||
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[https://arxiv.org/abs/0909.4061 Finding structure with randomness paper]<br> | [https://arxiv.org/abs/0909.4061 Finding structure with randomness paper]<br> | ||
[https://research.fb.com/blog/2014/09/fast-randomized-svd/ Facebook Blog post] | [https://research.fb.com/blog/2014/09/fast-randomized-svd/ Facebook Blog post] | ||
==Unsupported== | |||
===FFT=== | |||
https://eigen.tuxfamily.org/dox/unsupported/group__FFT__Module.html | |||
This uses either fftw (default), Intel oneMKL, or kissfft (on older versions) under the hood. |