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From: Jorn Attermann (jornat_at_[hidden])
Date: 2003-10-17 02:01:13


Dear list

I perform extensive numerical simulations. Until now I have used
higher-level interpreted languages like R and Ox, but for the project I am
currently working on, these are much too slow (or my implementation is too
ambitious!). Since my project is very well suited to OOP I am looking for a
C++ linear algebra package which has vectors, matrices and 3-dimensional
matrices and the ability to convert between these. Of course, I also need LU
and QR and other standard linear algebra methods. But above all, the package
should allow to implement efficient code.

I have been using TNT (with Array1D, Array2D and Array3D) for a while but
unfortunately this package lacks higher-level constructs, and I do not feel
sufficiently capable of implementing my own methods.

Before I make a change to another package I would like to ask you: Have you
had experiences with different C++ linear algebra packages and if so: what
are the pros and cons. Perhaps you can direct me to some information about
it.

Sincerely,

Jorn Attermann
jornat_at_[hidden]