Comparison of linear algebra libraries

The following tables provide a comparison of linear algebra software libraries, either specialized or general purpose libraries with significant linear algebra coverage.

Dense linear algebra

General information

Matrix types and operations

Matrix types (special types like bidiagonal/tridiagonal are not listed):

• Real – general (nonsymmetric) real
• Complex – general (nonsymmetric) complex
• SPD – symmetric positive definite (real)
• HPD – Hermitian positive definite (complex)
• SY – symmetric (real)
• HE – Hermitian (complex)
• BND – band

Operations:

• TF – triangular factorizations (LU, Cholesky)
• OF – orthogonal factorizations (QR, QL, generalized factorizations)
• EVP – eigenvalue problems
• SVD – singular value decomposition
• GEVP – generalized EVP
• GSVD – generalized SVD

References

External links