Comparison of linear algebra libraries
The following tables provide a comparison of linear algebra software libraries, either specialized or general purpose libraries with significant linear algebra coverage.
Dense linear algebra
Matrix types and operations
Matrix types :Real – general realComplex – general complexSPD – symmetric positive definite HPD – Hermitian positive definite SY – symmetric HE – Hermitian BND – bandOperations:TF – triangular factorizations OF – orthogonal factorizations EVP – eigenvalue problemsSVD – singular value decompositionGEVP – generalized EVPGSVD – generalized SVD
| Real | Complex | SPD | HPD | SY | HE | BND | TF | OF | EVP | SVD | GEVP | GSVD | |
| ALGLIB | |||||||||||||
| ATLAS | |||||||||||||
| Dlib | |||||||||||||
| GNU Scientific Library | |||||||||||||
| ILNumerics.Net | |||||||||||||
| IMSL Numerical Libraries | |||||||||||||
| LAPACK | |||||||||||||
| oneMKL | |||||||||||||
| NAG Numerical Library | |||||||||||||
| NMath | |||||||||||||
| SciPy | |||||||||||||
| Eigen | |||||||||||||
| Armadillo |