Hi Folks, Am looking for recommendations as to which of the many linear solvers in the public domain is "worth" adopting. By "worth" what I really mean is whether its here to stay. I've been through several sites including - TNT, LAPACK++, MTL, SVMTL, and quite a few others. Given their "complexity", ideally I would like to pick one & stick with it. Any recommendations? Thanks. WB

LAPACK++ is basically a C++ interface to the Fortran 77 routines in LAPACK. Now, LAPACK is a very general linear algebra package which supports a variety of matrix types: Real symmetric, banded, tridiagonal, sparse etc. Perfomance is excellent, relying in part on the availability of machine specific optimized BLAS (Basic Linear Algebra Subroutines) level 3 routines. However, given that linear algebra per se is not your point of interest, you are probably not interested in the plethora of routines for eigenvalue calculations for different matrix types but, rather, in a few general routines. Also, sparse matrices are not likely to crop up in financial applications. LAPACK++ routines are scattered over a large number of files. I suggest sticking to a library with few routines which are easy to include in projects and where matrix/vector classes are simple to change. I've been using TNT for a while since I can understand myself what is going on and can modify it myself should the TNT-projct not be supported any more.

Steno, Many thanks for your suggestions. You've read between the lines and touched upon a lot of issues I had in mind but didn't state. Essentially, I did want a few reliable & robust "general-purpose" routines. I wanted all that you state: reliability, a good balance between the typical complexity of C++ based libraries and simplicity, ability to modify, and not wanting to jump ships often. I had to some degree zoomed in on TNT, but on comparing an older version I had with the latest release, I sensed that TNT seems to be on its way out ?? And, you seem to sense that too. I suppose at this point I could, for a while stick with an older version of TNT I have. Once again, many thanks for your suggestions. You've been most helpful.WB.

Has any one tried Blitz http://www.oonumerics.org/blitz/