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Eigen - C++ template library for linear algebra: matrices, vectors, numerical solvers, and related algorithms


Eigen is a C++ template library for linear algebra: matrices, vectors, numerical solvers, and related algorithms. It supports all matrix sizes, from small fixed-size matrices to arbitrarily large dense matrices, and even sparse matrices. It supports all standard numeric types, including std::complex, integers, and is easily extensible to custom numeric types. It also supports various matrix decompositions and geometry features.