sparse matrix library for C++ [closed]

Answer 1

Boost would be a good place to start. The libraries are free, well supported, well documented, fast and portable.

Answer 2

Eigen library has good support for spars matrix manipulation, and the most appealing feature is that its style is like Matlab.

Answer 3

Can someone recommend some libraries for me?

• A quite detailed list with comparisons

• Recommendations for a usable, fast C++ matrix library?

• What are the most widely used C++ vector/matrix math/linear algebra libraries, and their cost and benefit tradeoffs?

If you recommend, please tell me the advantages and disadvantages of it, and the reason why you recommend it.

When it comes to large-scale sparse stuff, I personally use the Harwell Subroutine library. It's written in Fortran and it is a pain to interface it with C++. Nevertheless, I use it because it is robust and fast.

Answer 4

http://www.mcs.anl.gov/petsc/ has a lot of built in linear algebra and ca distribute matrices over a cluster when your data gets big. There's also an active following on https://scicomp.stackexchange.com/ when you have technical questions. The downside is that the learning curve is a bit steep.