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Eigen (C++ library)
Open-source linear algebra library From Wikipedia, the free encyclopedia
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Eigen is a high-level C++ library of template headers for linear algebra, matrix and vector operations, geometrical transformations, numerical solvers and related algorithms. Eigen is open-source software licensed under the Mozilla Public License 2.0 since version 3.1.1. Earlier versions were licensed under the GNU Lesser General Public License.[2] Version 1.0 was released in Dec 2006.[3]
 | This article may rely excessively on sources too closely associated with the subject, potentially preventing the article from being verifiable and neutral. (January 2016) |
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Eigen is implemented using the expression templates metaprogramming technique, meaning it builds expression trees at compile time and generates custom code to evaluate these. Using expression templates and a cost model of floating point operations, the library performs its own loop unrolling and vectorization.[4] Eigen itself can provide BLAS and a subset of LAPACK interfaces.[5]
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