Eigen is a C++ template library for linear algebra: matrices, vectors, and related algorithms.
Eigen is a C++ template library for linear algebra: matrices, numerical solvers, and related algorithms.
Despite its name, this tag should not be mistaken with the eigenvalue and eigenvector ones.
Eigen covers a large set of features through an easy to use unified API. Here is quick and incomplete overview:
- Dense algebra:
- array/matrix manipulation
- linear solvers and factorizations (Cholesky, LU, QR, SVD, EVD)
- Sparse algebra:
- compressed sparse representation
- direct solvers and factorizations (Cholesky, LU, QR)
- Krylov subspace methods (CG, BiCGSTAB, GMRES) with preconditioners (Jacobi, ILLT, ILUT)
- Geometry:
- space transformation and subspace primitives
Find more on Eigen's home page and its online documentation.