Our Platforms:
- Windows, Linux, Mac OSX.
Free:
- LGPL compatible
Support high-level operations:
- Eigensystems, SVD, QR, LU, inverse, pseudo inverse (aka Moore-Penrose inverse),...
Support many matrix types and also good performing small matrices e.g. 3x3:
- Sparse, Symmetric,... (and also operations on them!, e.g. pseudoInverse() )
And of course it should be
- efficent
- active development in the last months
It would be nice to link again LAPACK, MKL, ATLAS, etc..
The thing what comes really close is Armadillo which does not support sparse containers. Eigen3 is also great but does not provide pseudo inverse or support sparse matrices (just for saving place).
I also looked on:
- newmat11, boost::uBlas, gsl, IT++