Supriya Ghosh (Editor)

Comparison of linear algebra libraries

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

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:[1]

  • TF - triangular factorizations (LU, Cholesky)
  • OF - orthogonal factorizations (QR, QL, generalized factorizations)
  • EVD - eigenproblems
  • SVD - singular value decomposition
  • GEVD - generalized EVD
  • GSVD - generalized SVD

    • References

    Comparison of linear algebra libraries Wikipedia
    (Text) CC BY-SA


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