[Boost-users] complex matrix operations - eigen decomposition, singular value decomposition, complex inverse, cholesky decomposition etc

Subject: [Boost-users] complex matrix operations - eigen decomposition, singular value decomposition, complex inverse, cholesky decomposition etc
From: sairamesh raghuraman (generalsairamesh_at_[hidden])
Date: 2011-08-24 05:56:16

Hello,

I am looking for a C++ library that has routines for a variety of complex
matrix decompositions (eigen, cholesky, singular value etc) and even complex
matrix inverse, principal matrix logarthm of a complex matrix etc.  And the
matrices which I am talking are pretty huge..can go upto 1024 x 1024 x 32.

I have already found a library that can do all of the above..used it..it
works fine..but a disadvantage is that it cannot handle multidimensional
arrays.   Now the question is, does Boost C++ library have functions for the
above?

Looking forward to a reply and thanks in advance

Ramesh