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.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.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.