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

Subject: Re: [Boost-users] complex matrix operations - eigen decomposition, singular value decomposition, complex inverse, cholesky decomposition etc
From: Ravi (lists_ravi_at_[hidden])
Date: 2011-09-17 10:34:17

On Wednesday 24 August 2011 02:56:16 sairamesh raghuraman wrote:
> 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?

No. The closest is boost.bindings which looks like it will languish in the 
sandbox forever. How do you define matrix decompositions and inverses for 
multidimensional arrays? If you are looking for multidimensional storage out 
of which you can extract matrices and vectors for linear algebra, HDF5 [1] is 
a good choice. You may also want to look at F. Alted's Blosc [2] compression 
library to use in conjunction with HDF5.

Regards,
Ravi

[1] http://www.hdfgroup.org/HDF5/
[2] http://blosc.pytables.org