StatisKit-LinAlg: Minimal Interpreted Interfaces for the Eigen C++ Template Library¶
Eigen is a C++ template library for linear algebra. It contains matrices, vectors, numerical solvers and related algorithms. Its performance on many algorithms is comparable with some of the best implementations based on Lapack and level-3 BLAS.
This repository is not a repository for the Eigen source code but for source code implementing scripting languages interfaces for Eigen.
This documentation concerns only the StatisKit-LinAlg software. For more information on the StatisKit software suite (installation, usage, development…), please refers to the its own documentation.