Matrix calculation in C++ - 未名空间MITBBS历史存档

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Matrix calculation in C++

Matrix calculation in C++# Programming - 葵花宝典

e*l2005-11-28 08:11

1 楼

I'm migrating my MATLAB codes into C++ to speed up the calculation. Can
anyone recommend me some libraries for linear algebra?
I am considering the following choices:
1. uBLAS in the BOOST library
2. GNU Scientific Library (GSL)
3. Copy the codes from Numerical Recipes
Does anyone know which one is better? Or any other suggestions? Thanks
.

e*a2005-11-28 08:11

2 楼

co-ask:
can anybody suggest anything here?
thanks,

P*e2005-11-28 08:11

3 楼

search matrix.h on google
whole bunch of open source, pick one depend upon your need

【在 e***a 的大作中提到】

: co-ask:
: can anybody suggest anything here?
: thanks,

y*g2005-11-28 08:11

4 楼

intel MKL
但不是free的

【在 e*******l 的大作中提到】

: I'm migrating my MATLAB codes into C++ to speed up the calculation. Can
: anyone recommend me some libraries for linear algebra?
: I am considering the following choices:
: 1. uBLAS in the BOOST library
: 2. GNU Scientific Library (GSL)
: 3. Copy the codes from Numerical Recipes
: Does anyone know which one is better? Or any other suggestions? Thanks
: .

s*e2005-11-28 08:11

5 楼

LAPACK

【在 e*******l 的大作中提到】

k*n2005-11-28 08:11

6 楼

Don't use Numerical Recipes, it has worst performance.
GSL is a good choice, but has to be compiled with some top libs like MKL
which is not free. You can compile GSL by using ATLAS which is a little
slower than MKL, but free. Essentially, ATLAS is an optimized BLAS + part of
LAPACK.
If you don't mind call FORTRAN from C++, you can call BLAS/LAPACK or ATLAS
directly.

k*n2005-11-28 08:11

7 楼