Eigen (C++ library)

Eigen is a high-level C++ library of template headers for linear algebra, matrix and vector operations, geometrical transformations, numerical solvers and related algorithms. Eigen is open-source software licensed under the Mozilla Public License 2.0 since version 3.1.1. Earlier versions were licensed under the GNU Lesser General Public License.[1]

Eigen

Developer(s)	Benoît Jacob Gaël Guennebaud
Stable release	3.3.9 / 4 December 2020
Written in	C++
Operating system	Cross-platform
Type	Library
License	MPL 2.0
Website	eigen.tuxfamily.org

Eigen is implemented using the expression templates metaprogramming technique, meaning it builds expression trees at compile time and generates custom code to evaluate these. Using expression templates and a cost model of floating point operations, the library performs its own loop unrolling and vectorization.[2] Eigen itself can provide BLAS and a subset of LAPACK interfaces.[3]

See also

• List of numerical libraries
• Numerical linear algebra

References

1. "Eigen License". tuxfamily.org. Retrieved 19 Jan 2021.
2. Guennebaud, Gaël (2013). Eigen: A C++ linear algebra library (PDF). Eurographics/CGLibs.
3. "Todo - Eigen". eigen.tuxfamily.org. The eigen_blas library is complete. The eigen_lapack currently implements cholesky and lu decomposition. Contact us if you want to help.