I had a look at some libraries (e.g. Numerical Recipes, QL) and It seems that the following are used:1. Direct matrix solivers (LU, Thomas algo, Gaussian elimination).2. Iterative solvers (Gauss-Seidel, Jacobi, SOR, SSOR, PSOR, CGM).3. Least squares4. Eigensystems (Gerschgorin, Power,..)5. Unitary tranformation, Householder etc.6. SVD.7. Matrix error utilities (e.g. for postprocessing).(8. Sparse matrix utility). To get it working, I suggest writing these with uBLAS as substrate (uBLAS has a lot of useful plumbing s/w). It is possible to make it independent of uBLAS which is fine, but method accuracy is the issue now.Question:1. Is list [1,7] enough? Do we need more features?2. Parallel versions(?) e.g.Boost Thread, OpenMP.
Last edited by Cuchulainn
on November 30th, 2011, 11:00 pm, edited 1 time in total.