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