Linear Algebra Library

A Linear Algebra Library is a numerical analysis library that implements linear algebra algorithms.

• Context:
  • It can (typically) contains a Matrix Library.
• Example(s):
  • LAPACK.
  • SciPy.
  • Torch Environment.
  • Eigen.
  • BLAS (JBLAS, ...).
  • ...
• See: Linear Algebra Task, Matrix Operation, Matrix Multiplication System.

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References

2015

• http://en.wikipedia.org/wiki/Comparison_of_linear_algebra_libraries
  • 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)
    • EVD - eigenproblems.
    • SVD - singular value decomposition.
    • GEVD - generalized EVD.
    • GSVD - generalized SVD.

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