C library for linear algebra

c linear-algebra
Cartesius00 picture Cartesius00 · Aug 29, 2011 · Viewed 23.4k times · Source

Please, give me some tips for a HIGH PERFORMANCE C library for linear algebra (matrix algebra, eigenvalues, eigenvectors etc.). Can be both open-source or closed-source.

Answer

Archie picture Archie · Aug 29, 2011
  1. CLAPACK (f2c'ed version of LAPACK)
  2. GSL - GNU Scientific Library

EDIT Thanks to comments from osgx:

  • CLAPACK is the library which uder the hood uses very high-performance BLAS library, as do other libraries, like ATLAS.
  • GSL is a standalone C library, not as fast as any based on BLAS. However its performance is still quite good (not extremely good though) and is used quite often; mostly because of its portability.

I know both LAPACK and GSL and I can recommend both of them. LAPACK is very low-level library and GSL may be more comfortable to use, but speaking of good performance -- BLAS-based library it is.

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