I perform numerical simulation which requires linear algebra programming
that is optimized for speed. However, to my surprise, there seems to be no
"standard" linear algebra library in C++ which is well documented, allround
and agreed upon as being effective.
I am currently using TNT (
http://math.nist.gov/tnt/) which, however, lacks
some important methods such as conversion of a three-dimensional array
(Array3D) to a number of individual two-dimensional arrays (Array2Ds). I
have implemented my own methods but I feel far from assured that these are
optimal.
I would appreciate very much to hear the group's view on this.
Jorn Attermann