Eigen is a c++++ template Library of linear algebra containing vectors, matrices, and related algorithms. Its features are multi-functional, fast, elegant, can run on multiple platforms.
Eigen 3.1.0-ALPHA1 This version brings a set of official sparse module representation, assembly and sparse problem solving. A quick overview can be found in the manual to change the main differences between the details and the unstable 3.0 sparse modules. This alpha version also employs closed-form algorithms, new coefficients sensible and vector operators, and some performance and memory optimizations (reducing JACOBISVD, respectively).
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