I am sure this request has been repeated a million times, but I looked through mailing lists, etc. and cannot seem to find definitive wisdom about what is the best approach to take. Can anyone help out with ideas about where the industry is going? As far as I can see, the basic choice is between boost::ublas and blitz++.
My priorities (in order):
1. Notational convenience for all the matrix, vector, scalar operations, array slicing, ranges, outer product, etc. Heavy operator overloading with natural notation like matlab or fortran. Does Blitz++ win here?
2. Moving towards the (formal or informal) standard library for matrices, and integration with other libraries. These are relatively unsophisticated users and we need to make things easy to evolve and integrate with different libraries. Am I correct to think that boost::ublas is the likely winner here? Is it a probably stepping stone towards integration into STL? Why hasn't there been STL additions for matrices and will there ever be a baseline version?
3. Performance for small/medium matrices. I assume Blitz++ wins.
4. Support for simple tensor notation. Nothing fancy – not doing physics here, just taking slices, contractions, kronecker, etc. Does Blitz++ win here? One problem is that the blitz::ublas and its multidimensional array libraries are different.
5. Performance for large matrices. A last consideration. Occasionally big matrices will come up, but I think it is reasonable to ask people to use a separate library if these are the exception and performance becomes an issue.
The other related library choices which I would love to be
compatible with if possible – and am looking for further advice if you have
any:
· I don't expect complete compatibility with these types of things, but then some smart copy constructors and castings, etc. should make life easier for interoperation.
· Foreach
patterns in iterators, stl or otherwise, or macros like boost_foreach. This is a pretty big one… if we use this for
arrays, how to do convert back and forth to have things work
· Option for fortran storage of matricies, or relatively easy way to convert.
· Calculating
eigenvalues (again, probably not the biggest matrices, so bad performance is
OK). And a few operations like cholesky.
· Solving linear systems, constrained linear systems
· Generic
nonlinear equation solvers/minimization routines (this might come in through
simultaneous equation solving or vector valued functions).
· Output to 'cout', and eventually serialization for MPI routines.
Have I asked the right questions here or stated the important principles? Both boost and blitz++ seem like great libraries (is that what my choice is between?), but it is really hard for outsiders to know where to go and where the industry is moving. It looks like Blitz++ has the better notation (and probably performance), but that Boost::ublas may be more likely to become a "standard" (because it is in boost) and is where the main evolution is happening. Is this correct?
Thanks for your help,
Jesse