Linear Algebra Libraries Claire Mouton
[email protected] March 2009 Contents I Requirements 3 II CPPLapack 4 III Eigen 5 IV Flens 7 V Gmm++ 9 VI GNU Scientific Library (GSL) 11 VII IT++ 12 VIII Lapack++ 13 arXiv:1103.3020v1 [cs.MS] 15 Mar 2011 IX Matrix Template Library (MTL) 14 X PETSc 16 XI Seldon 17 XII SparseLib++ 18 XIII Template Numerical Toolkit (TNT) 19 XIV Trilinos 20 1 XV uBlas 22 XVI Other Libraries 23 XVII Links and Benchmarks 25 1 Links 25 2 Benchmarks 25 2.1 Benchmarks for Linear Algebra Libraries . ....... 25 2.2 BenchmarksincludingSeldon . 26 2.2.1 BenchmarksforDenseMatrix. 26 2.2.2 BenchmarksforSparseMatrix . 29 XVIII Appendix 30 3 Flens Overloaded Operator Performance Compared to Seldon 30 4 Flens, Seldon and Trilinos Content Comparisons 32 4.1 Available Matrix Types from Blas (Flens and Seldon) . ........ 32 4.2 Available Interfaces to Blas and Lapack Routines (Flens and Seldon) . 33 4.3 Available Interfaces to Blas and Lapack Routines (Trilinos) ......... 40 5 Flens and Seldon Synoptic Comparison 41 2 Part I Requirements This document has been written to help in the choice of a linear algebra library to be included in Verdandi, a scientific library for data assimilation. The main requirements are 1. Portability: Verdandi should compile on BSD systems, Linux, MacOS, Unix and Windows. Beyond the portability itself, this often ensures that most compilers will accept Verdandi. An obvious consequence is that all dependencies of Verdandi must be portable, especially the linear algebra library. 2. High-level interface: the dependencies should be compatible with the building of the high-level interface (e.