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timr
16y ago
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Try LAPACK. Incredibly fast, and a minimal license. You'll have to deal with FORTRAN, though.
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forkandwait
16y ago
I don't want to write my own binary dataformats, and I don't want to deal with FORTRAN.
repsilat
16y ago
Eigen doesn't help with the first problem, but it does with the second - written in C++ with some nice expression template magic for efficiency. Comparable performance to LAPACK and LGPL licensed.
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