c++ matrix library for computing eigenvalues/eigenvectors

[mattm3a]

Does anyone have recommendations for a good matrix library for C++ for computing eigenvectors and eigenvalues? I'm more interested in ease of programming than speed.

There are a number of competing libraries, and I'm wondering which may be better for my uses.

[elserj]

I've used both the standard netlib lapack and blas, as well as the Intel Math Kernel Library. The Intel one is faster, but might not be free. You may be able to get a free version for educational use, but I don't recall for sure.

The netlib lapack and blas can just be installed via yast, and works fine, if a bit slower. I think this is basically the standard that everyone uses, so there is probably way more info online on how to use it then others.

I think you can also use the gsl (GNU Scientific Library), but I have not tried this.

Note that the netlib software is written in Fortran, but you should be able to use the libraries with C++.

[Monex]

Hi,

there is also a boost module for Boost Basic Linear Algebra.
There are more math modules available too Library Documentation - Math and numerics maybe you'll find something useful in there

Hope this helps