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Eigen linear algebra library

Jun 3, 2011 at 6:28 PM
Edited Jun 3, 2011 at 6:29 PM

I recently found this:

Eigen is a free & open source native library and judging by the benchmarks:

seems pretty interesting, especially when compared to Intel MKL while also having the added bonus of being able to be distributed.

I think its worth a look.

Jun 4, 2011 at 4:08 AM

We looked at Eigen a couple years ago and decided against using it as a native provider. The problem was that it is a serial library (only uses a single CPU core). At the time, we found that newer versions of ATLAS (they are benchmarking with ATLAS 3.8.3) were significantly faster (we were using a serial build of ATLAS in the benchmark). We decided that if we were going to provide a serial native provider, we would provide an ATLAS one.