comparison of linear algebra libraries

! Creator

! Language

! First public release

! Latest stable version

! Source code availability

! License

! Notes

| ALGLIB Project

| C++, C#, Python, FreePascal

| 2006

| 4.00.0 / 05.2023

| {{free}}

| GPL/commercial

| General purpose numerical analysis library with C++, C#, Python, FreePascal interfaces.

| NICTA

| C++

| 2009

| 12.6.6 / 10.2023

| {{free}}

| Apache License 2.0

| C++ template library for linear algebra; includes various decompositions and factorisations; syntax (API) is similar to MATLAB.

| R. Clint Whaley et al.

| C

| 2001

| 3.10.3 / 07.2016

| {{free}}

| BSD

| Automatically tuned implementation of BLAS. Also includes LU and Cholesky decompositions.

| K. Iglberger et al.

| C++

| 2012

| 3.8 / 08.2020

| {{free}}

| BSD

| Blaze is an open-source, high-performance C++ math library for dense and sparse arithmetic.

| Todd Veldhuizen

| C++

| ?

| 1.0.2 / 10.2019

| {{free}}

| GPL

| Blitz++ is a C++ template class library that provides high-performance multidimensional array containers for scientific computing.

| J. Walter, M. Koch

| C++

| 2000

| 1.84.0 / 12.2023

| {{free}}

| Boost Software License

| uBLAS is a C++ template class library that provides BLAS level 1, 2, 3 functionality for dense, packed and sparse matrices.

| Davis E. King

| C++

| 2006

| 19.24.2 / 05.2023

| {{Free}}

| Boost

| C++ template library; binds to optimized BLAS such as the Intel MKL; Includes matrix decompositions, non-linear solvers, and machine learning tooling

| Benoît Jacob

| C++

| 2008

| 3.4.0 / 08.2021

| {{free}}

| MPL2

| Eigen is a C++ template library for linear algebra: matrices, vectors, numerical solvers, and related algorithms.

| R. Poya, A. J. Gil and R. Ortigosa

| C++

| 2016

| 0.6.4 / 06.2023

| {{free}}

| MIT License

| Fastor is a high performance tensor (fixed multi-dimensional array) library for modern C++.

| GNU Project

| C, C++

| 1996

| 2.7.1 / 11.2021

| {{free}}

| GPL

| General purpose numerical analysis library. Includes some support for linear algebra.

| Rogue Wave Software

| C, Java, C#, Fortran, Python

| 1970

| many components

| {{nonfree}}

| Proprietary

| General purpose numerical analysis library.

|

| Fortran

| 1992

| 3.12.0 / 11.2023

| {{free}}

| 3-clause BSD

| Numerical linear algebra library with long history

| Michele Martone

| C, Fortran, M4

| 2011

| 1.2.0 / 09.2016

| {{free}}

| GPL

| High-performance multi-threaded primitives for large sparse matrices. Support operations for iterative solvers: multiplication, triangular solve, scaling, matrix I/O, matrix rendering. Many variants: e.g.: symmetric, hermitian, complex, quadruple precision.

| Intel

| C, C++, Fortran

| 2003

| 2023.1 / 03.2023

| {{nonfree}}

| Intel Simplified Software License

| Numerical analysis library optimized for Intel CPUs and GPUs. C++ SYCL based reference API implementation available in source for free.

| C. Rüegg, M. Cuda, et al.

| C#

| 2009

| 5.0.0 / 04.2022

| {{free}}

| MIT License

| C# numerical analysis library with linear algebra support

| Jeremy Siek, Peter Gottschling, Andrew Lumsdaine, et al.

| C++

| 1998

| 4.0 / 2018

| {{free}}

| Boost Software License

| High-performance C++ linear algebra library based on Generic programming

| The Numerical Algorithms Group

| C, Fortran

| 1971

| many components

| {{nonfree}}

| Proprietary

| General purpose numerical analysis library.

| CenterSpace Software

| C#

| 2003

| 7.1 / 12.2019

| {{nonfree}}

| Proprietary

| Math and statistical libraries for the .NET Framework

| Enthought

| Python

| 2001

| 1.11.1 / 6.2023

| {{free}}

| BSD

| Based on Python

| S. Corlay, W. Vollprecht, J. Mabille et al.

| C++

| 2016

| 0.21.10 / 11.2020

| {{free}}

| 3-clause BSD

| Xtensor is a C++ library meant for numerical analysis with multi-dimensional array expressions, broadcasting and lazy computing.

! Real

! Complex

! SPD

! HPD

! SY

! HE

! BND

! TF

! OF

! EVP

! SVD

! GEVP

! GSVD

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