CVM Class Library 4.1
This C++ class library encapsulates the concepts of vector and different matrices including square, band, symmetrix and hermitian in the Euclidean space of real and complex numbers.
It utilizes BLAS and LAPACK Fortran libraries. Along with basic vector and matrix arithmetics it contains different algorithms including norms computations, elementary transformations, solving of linear systems of kind Ax=b and AX=B, singular value decomposition, matrix rank and determinant computation, non-symmetric and symmetric eigenvalue problem including Cholesky and Bunch-Kaufman factorization, LU factorization, square matrix polynoms, square matrix inversion and square matrix exponent. All these algorithms are implemented for real and complex numbers.
- LAPACK or
- Intel MKL