on 12.08.2009 at 0:53 Patrick Mihelich wrote :
Pavel, let me second Zoran's recommendation of Eigen2. IMO it far outclasses any other currently released C++ linalg library. It is pure C++, not bindings to BLAS/LAPACK, but already as fast as things like Intel MKL for many operations.
Writing such a library from scratch is a massive undertaking. I would suggest working with Joel or the Eigen guys. the thing is even if a library like we are talking about to be written from scratch i'm not afraid of that because i've already done that once and i know exactly how to do it some copy-paste, some snippets and voila but thanks for your bothering anyway in the end i think we all will benefit from (re)designing such a library
-- Pavel ps BTW i wrote very good (i believe) matrix inversion function and wanted to compare to one from intel (IPP or MKL - i don't remeber now) i laughed loud when intel's routine yielded stack overflow! well i think they used recursion to my disappointing