Eigen: A C++ template library for linear algebra
Using it for years, and mostly happy with that library. The performance is awesome for very long vectors / large matrices.<p>It’s less than ideal for small things when the size is known at compile-time. If one knows SIMD intrinsics, in some of these cases the Eigen’s implementation can be outperformed by a large factor like 2-4. Also it’s very hard to mess with RAM layout of some things (like sparse matrices), just too many layers of abstraction and too much template metaprogramming.<p>But still, out of the box the usability of Eigen is awesome. And until the code is written, debugged, integrated and benchmarked, it’s generally impossible to tell whether a particular algorithm gonna be a performance bottleneck. That’s why I’m mostly happy with the library.