Eigen (C++ library): Difference between revisions

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