Hi,I need to calculate the eigenvalue of a matrice using c++. I have visual studio 2008 express. Does Boost have this function, or are there some libraries with this function available that anyone has used. Has anyone done this in c++ before.The matrices are large ~40 rows x 40 columns.Thanks!

Boost has matrices, but no eigen stuff. However, this might be Ok (I have not tried it myself).alglib

I used this in uni: http://www.robertnz.net/nm11.htmI've also heard good things about this one: http://math.nist.gov/tnt/

ARPACK (in Fortran) and Arpack++ (offers c++ programmers an interface to ARPACK) are your friends.The "best" known eigenvalue package.Farid.

You can write eigenvalue algo in terms of BLAS calls. It is a good exercise. Boost has uBlas, which is C++ implementation of BLAS interface.

Thanks for the links, I will check them out.

40x40 is not a large matrix. i used once GSL, it's very easy to setup and link, try it

When Baugh first reported to the Redskins for practice, he had a meeting with coach Ray Flaherty and had an exchange that reportedly went something like this: ?They tell me you?re quite a passer,? said Flaherty, handing Baugh a football. ?I reckon I can throw,? Baugh answered. ?Let?s see it. Hit that receiver in the eye,? said Flaherty, pointing to a man running down the field. ?Which eye?? said BaughThe Big Boys use LAPACK to compute eigenvalues, but you have to know what you are doing to use it. Is the matrix symmetric, tridiagonal, banded, etc?You can get LAPACK libraries by installing MKL from http://software.intel.com/en-us/articles/intel-mkl/. Here is how to call the routine for symmetric matrices. It will work out of the box with the xll library, but calling from straight C is very similar. For VC++ add the following under Properties|Linker|Input Additional Dependencies: mkl_intel_c.lib;mkl_core.lib;mkl_intel_thread.lib;libguide.lib; You also have to set the directories for the MKL headers and libraries.