Matrix and numerical libraries 
Author Message
 Matrix and numerical libraries

Can anyone provide some advise on commercial LAPACK or ISML style C or
C++ libraries?  Any comments on the Visual Numerics or Rogue Wave
products? Others?

My company's requirements are primarily for matrix inversion and
decomposition of large matrices with good capabilities for handling near
singular matrices.

Also, does anyone have any advice on obtaining a really good random
number generator?  (I'm currently using rand2 from Numerical Recipes).

Thank you.


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Sat, 03 Jul 1999 03:00:00 GMT  
 Matrix and numerical libraries

Quote:

> Can anyone provide some advise on commercial LAPACK or ISML style C or
> C++ libraries?  Any comments on the Visual Numerics or Rogue Wave
> products? Others?

> My company's requirements are primarily for matrix inversion and
> decomposition of large matrices with good capabilities for handling near
> singular matrices.

        I believe that IMSL has a C++ library of this sort, but I
don't have any experience with it.

        LAPACK++ exists (in an alpha release, last I checked). It may
not be complete, but if it has what you need, it's probably pretty
good. There were also a few things I didn't like about the way they
did their interface (i.e. it's not the way _I_ would have done it! ;-)
but if the performance is comparable to the F77 version - and it
almost certainly is - then it's pretty fast. I use LAPACK (the F77
version, yuck) with some homemade C++ wrappers around it, and it works
very nicely.

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Sun, 04 Jul 1999 03:00:00 GMT  
 
 [ 2 post ] 

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