Available C++ Libraries FAQ

Libraries available to download (D-L)

LinAlg - C++ Linear Algebra and Optimization classlib

  • defines Matrix,Vector, subMatrices, and LAStreams over real domain;
  • contains efficient and fool-proof implementations of level 1 and 2 BLAS (element-wise operations and various multiplications), transposition, determinant evaluation and matrix inverse.
  • There are operations on a single row/col/diagonal of a matrix.
  • Distinct features of the package are Matrix views, various Matrix streams, and LazyMatrices. Lazy construction allows one to write matrix expressions in a natural way while imposing no hidden temporaries, no deep copying, and no reference counting.
  • LinAlg stresses Matrix streams, which provide a sequential view/access to a matrix or its parts. LABlockStreams may span over an arbitrary rectangular block of a matrix, including the whole matrix, a single matrix element, and all other block sizes in between. Matrix streams are seek-able and subrange-able. A stream or a substream are always created in-line; they do not allocate any heap storage, and are safe.
  • The package implements Singular Value Decomposition (SVD), and its application to solving Ax=b, where matrix A does not have to be square, and b does not have to be a thin vector.
  • The package also implements Brent's univariate optimization and root finding, Hooke-Jeeves multidimensional optimization of functors, and Aitken-Lagrange interpolation.
  • Every feature is extensively tested in the validation code (included).
Current Version: 4.3, December 25, 1998

Operating Systems

  • Linux
  • PC 32-bit Windows
  • SGI Irix
  • Solaris
  • HP UX
  • Unix
  • Dec Alpha
  • Mac
  • BeOS


  • Visual C++
  • GCC
  • SGI CC
  • Sun CC
  • MetroWerks CodeWarrior
  • egcs

Added : 1996-05-22 Amended: 1999-06-04 Licensing : Public Domain

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