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