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Section: Software
EIGEN
Participants: G. Guennebaud, D. Nuentsa
Keywords : Linear algebra
Efficient numerical computation is central to many computer science domains. In particular, in computer graphics, space transformations and local regressions involve dense linear algebra, data interpolation and differential equations require sparse linear algebra, while more advanced problems involve non-linear optimization or spectral analysis. On the one hand, solutions such as MatLab are limited to prototyping. On the other hand, optimized libraries coming from the HPC (high performance computing) world are often tedious to use and more adapted for very large problems running on clusters. Moreover, all these solutions are very slow at handling very small problems which often arise in computer graphics, vision, or robotics. As a result, researchers of these domains used to waste a lot of time at either implementing their own half cooked solution, or dealing with dozens of complex to use libraries.
The objective of Eigen is to fill this gap by proposing an easy to use, efficient, and versatile C++ mathematical template library for linear algebra and related algorithms. In particular it provides fixed and dynamic size matrices and vectors, matrix decompositions (LU, LLT, LDLT, QR, eigenvalues, etc.), sparse matrices and solvers, some basic geometry features (transformations, quaternions, axis-angles, Euler angles, hyperplanes, lines, etc.), some non-linear solvers, automatic differentiations, etc. Thanks to expression templates, Eigen provides a very powerful and easy to use API. Explicit vectorization is performed for the SSE, AltiVec and ARM NEON instruction sets, with graceful fallback to non-vectorized code. Expression templates allow to perform global expression optimizations, and to remove unnecessary temporary objects.
Eigen is already a well established library with about 20000 unique visitors of the website per month. Eigen is co-developed and maintained with a couple of other researchers and occasional contributors spread over the world. Its development started in 2008, and the last release is the 3.1 version in June 2012. Eigen is currently supported by Inria through an ADT started in January 2012.
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