- Rémi Lebret: [email protected]
- Eigen3 -- http://eigen.tuxfamily.org
Eigen 3 is a lightweight C++ template library for vector and matrix math, a.k.a. linear algebra.
- redsvd -- https://code.google.com/p/redsvd/
redsvd is a library for solving several matrix decompositions including singular value decomposition (SVD), principal component analysis (PCA), and eigen value decomposition. redsvd uses Eigen3.