Comparison of linear algebra libraries

Dense linear algebra

General information

Matrix types and operations

• Real – general real
• Complex – general complex
• SPD – symmetric positive definite
• HPD – Hermitian positive definite
• SY – symmetric
• HE – Hermitian
• BND – band

• TF – triangular factorizations
• OF – orthogonal factorizations
• EVP – eigenvalue problems
• SVD – singular value decomposition
• GEVP – generalized EVP
• GSVD – generalized SVD