Eigen 3.1.0-ALPHA2 release C + + Template library for linear algebra

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-ALPHA2 The main change in this version is the operation of Intel MKL (or other external Blas libraries). These fully optional back ends can be enabled by compiling with some preprocessing directives. This release also adds support for Intel MKL Pardiso Direct Sparse solution, and provides improved performance for small matrices-matrix products, ranking upgrades/downdates support, a new fast sparse matrix interface assembly from random lists and many other minor improvements and corrections.

Software Information: http://eigen.tuxfamily.org/index.php?title=Main_Page

Download Address: Eigen 3.1.0-alpha1. Get it here:tar.bz2, tar.gz, zip.