I know there are some optimized algorithms around for all kind of matrix decompositions (QR decomposition, SVD,...), multiplications and the likes. Yet, I couldn't find a good overview. For C++, there is quite some useful information in this question, but I'm looking for those things in C.
gnuf
You did not mention whether you wanted an open-source or a commercial software, so here is a list containing both:
- GNU Scientific Library (GSL)
- Basic Linear Algebra Subprograms (BLAS)
- Meschach
- Numerical Algorithms Group (NAG)
There was also this previous question on the subject.
Perhaps GNU Scientific Library (GSL) would be of interest.
http://www.gnu.org/software/gsl/
Documentation topics: http://www.gnu.org/software/gsl/manual/html_node/
来源:https://stackoverflow.com/questions/4501322/c-libraries-for-mathematical-matrix-operations