Object-oriented Scientific Computing Library: Version 0.910
Linear Algebra

There is a small set of linear algebra routines. These are not intended to be a replacement for higher performance linear algebra libraries, but offer a very generic and flexible interface while providing performance sufficient for all but the most intensive applications. They work for almost all vector and matrix types. For vector and matrix types using operator[], the BLAS and linear algebra routines are inside the o2scl_cblas and o2scl_linalg namespaces. For vector and matrix types using operator(), the BLAS and linear algebra routines routines are inside the o2scl_cblas_paren and o2scl_linalg_paren namespaces.

The linear algebra classes and functions include:

There is also a set of linear solvers for generic matrix and vector types which descend from o2scl_linalg::linear_solver. These classes provide GSL-like solvers, but are generalized so that they are compatible with vector and matrix types which allow access through operator[].

For users who require high-performance linear algebra, the ovector and omatrix objects can be used to call LAPACK routines directly, just as can be done with GSL. For an example of how to do this, see
http://sourceware.org/ml/gsl-discuss/2001/msg00326.html . Finally, there are also a couple of examples, gesvd.cpp and zheev.cpp in the src/internal directory which show how to call LAPACK with O2scl objects which may be adaptable for your platform and configuration.

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