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I would like to use Visual Studio 2008, programming in C++, but would also like to use LAPACK power, Is there any wrapper so I can use LAPACK in Visual Studio 2008.

edgarmtze
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  • It's been a few days and you haven't accepted an answer or commented negatively on any of the answers below. Is there something more you're looking for beyond what the answers offer? – Shea Levy May 23 '11 at 20:59
  • Thank you, I have not been around. – edgarmtze May 24 '11 at 02:17

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Armadillo works great for me. Good API, excellent performance.

Kknd
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  • Indeed, Armadillo is more modern than lapack++, as it extensively uses expression templates. Its syntax also closely resembles Matlab. – mtall Dec 18 '12 at 10:16
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Check out CLAPACK, lapack++, or its supposed successor Template Numerical Toolkit.

Shea Levy
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I use this: https://svn.boost.org/svn/boost/sandbox/numeric_bindings/

careful not to use the old v1: http://boost.2283326.n4.nabble.com/binding-v1-vs-sandbox-numeric-bindings-td3036149.html

Anycorn
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  • These are bindings that can be used with the Boost uBlas linear algebra library (http://www.boost.org/doc/libs/release/libs/numeric/ublas/doc/index.htm). – Emile Cormier Nov 06 '11 at 17:50
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If you are willing to use a commercial product, then I can recommend Intel Math Kernel library. It will cost you 400$ for a single user license, but you get a very fast implementation that is optimized for Intel processors.

Johan Råde
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LAPACK provides its own C bindings <lapacke.h> since version 3.4.0.

There are two binding options for each LAPACK function, either a low-level wrapper that just mimics the FORTRAN function call or a higher-level wrapper that takes care of all the workspace memory allocation for you.

Another nice touch is that you can choose whether to use column-major or row-major ordering now.

Alex Valavanis
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