Eigen is a handy C library created for developers that work with linear algebra.
Eigen supports all matrix sizes, from small fixed-size matrices to arbitrarily large dense matrices, and even sparse matrices.
What's New in This Release:
· New optional support for Intel MKL and other BLAS including: (details)
· BLAS (arbitrary BLAS)
· Intel LAPACKE
· Intel VML (coefficient-wise math operations)
· Intel PARDISO (sparse direct solver)
Dense modules:
· improved performance of small matrix-matrix products
· Feature 319 - add a rankUpdate function to LDLt and LLT for updates/downdates
· Feature 400 - new coefficient wise min/max functions taking one scalar argument
Sparse modules:
· new fast sparse matrix assembly interface from a random list of triplets (see SparseMatrix::setFromTriplets())
· new shifting feature in SimplicialCholesky (see SimplicialCholeskyBase::setShift())
· add checks for positive definiteness in SimplicialCholesky
· improved heuristic to predict the nnz of a saprse*sparse product
· add support for uncompressed SparseMatrix in CholmodSupport
Geometry module:
· Feature 297 - add ParametrizedLine::intersectionPoint() and intersectionParam() functions
Others:
· fix many warnings and compilation issues with ICC 12 and -strict-ansi
· fix...