Binary library: LAPACK Implement a LAPACK library using Eigen. Useful both in itself, and as a prerequisite for the Todo item about using the LAPACK test-suite.
For 3.2 would be nice to have at least:
Would be silly to delay 3.2 for that.
It was stated here:
that there is demand for an easy-to-build BLAS/LAPACK library for Windows.
Working on this could be an achievable task for someone with LAPACK experience. It likely requires opening new bugs for decompositions we have not implemented yet.
The link above points to an unrelated mail now. I think I meant this one:
Someone just reported in IRC that the LAPACK library is missing f2c translated sources, in contrast to our BLAS implementation, also that this might be because f2c struggles with the provided Fortran code.
Note that one can link an application with both eigen_lapack and reference lapack.
For the record, in 3.3 we have:
- LLT - potrf, potrs
- PartialPivLU - getrf, getrs
- JacobiSVD - gesvd
- BDCSVD - gesdd
- SelfAdjointEigenSolver - syev
*** Bug 64 has been marked as a duplicate of this bug. ***
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