Lapack

LAPACK is a linear algebra library, based on LINPACK and EISPACK. LAPACK is written in Fortran77 and provides routines for solving systems of simultaneous linear equations, least-squares solutions of linear systems of equations, eigenvalue problems, and singular value problems. The associated... Platforms: *nix

LAPACK++ is a library for high performance linear algebra computations. This version includes support for solving linear systems using LU, Cholesky, QR matrix factorizations, for real and complex matrices. Features . Real and complex-valued Matrix Operations . Fast Linear Equation... Platforms: *nix

MPACK is a free and open source library that provides a multiple precision arithmetic version of linear algebra package, similar to the BLAS and LAPACK. Platforms: Mac

NMath Core contains foundational classes for object-oriented numerics on the .NET platform. Product features include: Single- and double-precision complex number classes; full-featured vector and matrix classes for single- and double-precision floating point numbers and single- and... Platforms: Windows

Armadillo is a fast, template based, C++ matrix library with optional interface to LAPACK and ATLAS libraries. Integer, floating point and complex numbers are supported, as well as disk storage and a subset of trigonometric and statistics functions. Platforms: Windows, Mac, BSD, Linux

CPPLapack is a c++ class wrapper for BLAS and LAPACK.Its special features are the followings. [1]User-friendly interface [2]Hi-speed matrix calculations using BLAS and LAPACK [3]Minimized number of copy times using Smart Temporary system Platforms: Windows, Mac, Linux

FLENS (Flexible Library for Efficient Numerical Solutions) is a C++ library for scientific computing. It can be considered as a very convenient and --- at the same time --- extremely efficient interface for BLAS and LAPACK. But it is much more than this Platforms: *nix

This library implements a randomized algorithm for solving the least-squares equation x = arg min norm(A * x - b, 2) or the underdetermined system min(norm(x, 2)) s.t. Ax=b. With high probability the running this o(mn^2) for an m-by-n matrix.For details of the solver see the paper at:Blendenpik:... Platforms: Matlab

This function calculates the minimum-norm solution of the least squares problem A*X = B. Where A is low-rank matrix. The function LSMIN is faster then the matlab alternative X = pinv(A)*B. Uses the LAPACK functions (S,C,D,Z)EGLSS or (S,C,D,Z)EGLSD. Platforms: Matlab

Armadillo is a C++ linear algebra library (matrix maths) aiming towards a good balance between speed and ease of use. Integer, floating point and complex numbers are supported, as well as a subset of trigonometric and statistics functions. Various matrix decompositions are provided through... Platforms: *nix

The Bluebit .NET Matrix Library provides classes for object-oriented linear algebra in the .NET platform. It can be used to solve systems of simultaneous linear equations, least-squares solutions of linear systems of equations, eigenvalues and eigenvectors problems, and singular value... Platforms: Windows

LFMats goal is to furnish convenient matrix tools for the finite element methods. Actually, theres a lot of libraries for linear algebra on the net, but it seems that its still hard to find flexible and high performance free software for the required procedures (genericity, speed, adaptated... Platforms: *nix

Meta Matrix Library is a modular designed collection of C libraries. Meta Matrix Library was developed as part of the Free Finite Element Package to provide easy and consistent access to numerical linear algebra software for sparse and dense matrices. The dense matrix and vector operations of... Platforms: *nix

Free Finite Element Package is a modular collection of C libraries which contain numerical methods required when working with linear and quadratic finite elements in two dimensions. FFEP works on GNU/Linux and is portable to every system where MEML (i.e. LAPACK and BLAS) are available. The goal... Platforms: *nix

LinAl was designed to bring together C++ and FORTRAN. At the same time LinAl is supposed to be easy to use, fast, and reasonably safe. LinAl library is based on STL techniques and uses the STL containers for the storage of matrix data and STL algorithms where feasible. Low level, algebraic... Platforms: *nix

Seldon is a C++ library for linear algebra. Seldon provides matrix and vector structures, and some methods and functions for computations (linear algebra). Seldon is designed to be efficient and convenient, which is notably achieved thanks to template classes. Exception handling and several debug... Platforms: *nix

Ch supports ISO C standard (C90), major new features in C99, classes in C++, POSIX, X/Motif, Windows, OpenGL, ODBC, GTK+, C LAPACK, CGI, 2D/3D graphical plotting, advanced numerical computing, and shell programming. Moreover, Ch has many salient features from other languages and software... Platforms: Mac

Ch from SoftIntegration, Inc. is a superset of C interpreter. It is the most complete C interpreter in existence for scripting, plotting and numerical computing. It supports 1990 ISO C Standard (C90), major features in C99, classes in C++, POSIX, X11/Motif, OpenGL, ODBC, XML, GTK+, Win32, CGI,... Platforms: Mac

Matlab integrates mathematical computing, visualization, and a powerful language to provide a flexible environment for technical computing. The open architecture makes it easy to use Matlab and its companion products to explore data, create algorithms, and create custom tools that provide early... Platforms: Mac

Armadillo is a C++ linear algebra library (matrix maths) aiming towards a good balance between speed and ease of use. Integer, floating point and complex numbers are supported, as well as a subset of trigonometric and statistics functions. Various matrix decompositions are provided through... Platforms: Mac