Revision as of 12:43, 28 June 2013

Eigen is a C++ template library for linear algebra: matrices, vectors, numerical solvers, and related algorithms.

hg clone https://bitbucket.org/eigen/eigen/

Overview

• Eigen is versatile.
  • It supports all matrix sizes, from small fixed-size matrices to arbitrarily large dense matrices, and even sparse matrices.
  • It supports all standard numeric types, including std::complex, integers, and is easily extensible to custom numeric types.
  • It supports various matrix decompositions and geometry features.
  • Its ecosystem of unsupported modules provides many specialized features such as non-linear optimization, matrix functions, a polynomial solver, FFT, and much more.
• Eigen is fast.
  • Expression templates allow to intelligently remove temporaries and enable lazy evaluation, when that is appropriate.
  • Explicit vectorization is performed for SSE 2/3/4, ARM NEON, and AltiVec instruction sets, with graceful fallback to non-vectorized code.
  • Fixed-size matrices are fully optimized: dynamic memory allocation is avoided, and the loops are unrolled when that makes sense.
  • For large matrices, special attention is paid to cache-friendliness.
• Eigen is reliable.
  • Algorithms are carefully selected for reliability. Reliability trade-offs are clearly documented and extremely safe decompositions are available.
  • Eigen is thoroughly tested through its own test suite (over 500 executables), the standard BLAS test suite, and parts of the LAPACK test suite.
• Eigen is elegant.
  • The API is extremely clean and expressive while feeling natural to C++ programmers, thanks to expression templates.
  • Implementing an algorithm on top of Eigen feels like just copying pseudocode.
• Eigen has good compiler support as we run our test suite against many compilers to guarantee reliability and work around any compiler bugs. Eigen also is standard C++98 and maintains very reasonable compilation times.

Documentation

• Eigen 3 documentation: this includes a getting started guide, a long tutorial, a quick reference, and page about porting from Eigen 2 to Eigen 3.

• Eigen development branch documentation

• Eigen 2 documentation (old): this includes the Eigen 2 Tutorial.

• FAQ (Frequently asked questions)

• Presentations and talks

Requirements

Eigen doesn't have any dependencies other than the C++ standard library.

We use the CMake build system, but only to build the documentation and unit-tests, and to automate installation. If you just want to use Eigen, you can use the header files right away. There is no binary library to link to, and no configured header file. Eigen is a pure template library defined in the headers.

License

Eigen is Free Software. Starting from the 3.1.1 version, it is licensed under the MPL2, which is a simple weak copyleft license. Common questions about the MPL2 are answered in the official MPL2 FAQ.

Earlier versions were licensed under the LGPL3+.

Note that currently, a few features rely on third-party code licensed under the LGPL: SimplicialCholesky, AMD ordering, and constrained_cg. Such features can be explicitly disabled by compiling with the EIGEN_MPL2_ONLY preprocessor symbol defined.

Virtually any software may use Eigen. For example, closed-source software may use Eigen without having to disclose its own source code. Many proprietary and closed-source software projects are using Eigen right now, as well as many BSD-licensed projects.

See the MPL2 FAQ for more information, and do not hesitate to contact us if you have any questions.

Compiler support

Eigen is standard C++98 and so should theoretically be compatible with any compliant compiler. Whenever we use some non-standard feature, that is optional and can be disabled.

Eigen is being successfully used with the following compilers:

• GCC, version 4.1 and newer. Very good performance with GCC 4.2 and newer.
• MSVC (Visual Studio), 2008 and newer (the old 2.x versions of Eigen support MSVC 2005, but without vectorization).
• Intel C++ compiler. Very good performance.
• LLVM/CLang++ (2.8 and newer).
• MinGW, recent versions. Very good performance when using GCC 4.
• QNX's QCC compiler.

Projects using Eigen

Extensions, numerical computation and bindings

• Google's Ceres solver is a portable C++ library that allows for modeling and solving large complicated nonlinear least squares problems.
• The Manifold ToolKit MTK provides easy mechanisms to enable arbitrary algorithms to operate on manifolds. It also provides a Sparse Least Squares Solver (SLoM) and an Unscented Kalman Filter (UKFoM).
• redsvd is a RandomizED Singular Value Decomposition library for sparse or very large dense matrices.
• The RcppEigen package provides bindings and more for R.
• trustOptim is a trust-region based non linear solver supporting sparse Hessians (C++ implementation with R binding).
• sparray: a python binding of the Sparse module - alpha stage.
• Shogun: a large scale machine learning toolbox.
• Stan: a statistical package based on Eigen that includes a reverse-mode automatic differentiation implementation.
• jeigen, a Java wrapper for Eigen.

Science

• The Large Survey Synoptic Telescope (website; trac) is a project to build a 3.2Mpixel camera on an 8.4m telescope and survey the entire visible sky every three days.
• Gnu Data Language, a GPL interpretor of IDL syntax codes.
• The Space Trajectory Analysis project at the European Space Agency. They even have an announcement on using Eigen.
• Avogadro, an opensource advanced molecular editor.
• The 3D astronomical visualization application Celestia is now using Eigen for all orbital and geometric calculation.
• Yade, platform for dynamic particle models, uses Eigen for geometric computations (switched from the WildMagic package)
• SLangTNG, an application suite for numerical analysis, linear algebra, advanced statistics, FEM, structural dynamics, data visualization, etc.
• Clip, an opensource program for the orientation of Laue exposures.
• Multiprecision Computing Toolbox for MATLAB uses Eigen as core library for matrix computations.
• Pteros, a C++ library for molecular modeling.
• Cufflinks, a tool for transcript assembly, differential expression, and differential regulation for RNA-Sequences.
• Vortexje: a GPL library for simulation implementing the source-doublet panel method.
• Woo(dem), particle dynamics software (DEM, FEM); Eigen wrapped using minieigen in Python.

Robotics and engineering

• The Yujin Robot company uses Eigen for the navigation and arm control of their next gen robots. (switched from blitz, ublas and tvmet)
• The Robotic Operating System (ROS) developed by Willow Garage.
• openAHRS Open Source IMU / AHRS
• The Darmstadt Dribblers autonomous Humanoid Robot Soccer Team and Darmstadt Rescue Robot Team use Eigen for navigation and world modeling.
• The Mobile Robot Programming Toolkit (MRPT), a set of libraries for SLAM, localization and computer vision, moved to Eigen (blog announcement) (switched from home made math classes).
• RBDL: a C++ library for rigid body dynamics.
• RL a self-contained C++ library for robot kinematics, motion planning and control.
• BTK is a Biomechanical ToolKit, licensed under BSD whose primary goal is to propose a set of tools for the analysis of the human body motion which is independent of any acquisition system. It proposes bindings for Matlab/Octave and Python, and a GUI software called Mokka to visualize/analyze 3D/2D motion capture data.

Computer Graphics

• Computational Geometry Algorithms Library (CGAL), a collaborative effort to develop a robust, easy to use, and efficient C++ software library of geometric data structures and algorithms.
• Point Cloud Library (PCL), a large scale, BSD licensed, open project for point cloud processing. Uses Eigen as their math backend.
• VcgLib, an opensource C++ template library for the manipulation and processing of triangle and tetrahedral meshes. (switched from home made math classes)
• MeshLab, an opensource software for the processing and editing of unstructured 3D triangular meshes and point cloud. (switched from vcglib's math classes)
• Expe, an experimental framework for the rapid prototyping of graphics applications. No release yet, but it uses 90% of Eigen's features. (switched from home made math classes).
• libmv, an opensource structure from motion library. (switched from FLENS)
• openMVG a simple library for multiple view geometry.

Google

• Google uses Eigen for machine learning, computer vision, and optimization.
• In particular, see the mention of Ceres above.

Mobile apps

• Layar, an augmented reality appplication for IPhone and Android.
• Red Sword Studios, maker of the iPhone games Gradient, Fortress Luna, Stimulus, and Lustre, uses Eigen extensively. Why roll your own matrix/vector/transformation code when there's Eigen?
• iPerfectPutt, an iPhone game, uses Eigen for 3D geometry calculations.

KDE (our origins!)

• Step, an educational physics simulator.
• Koffice2 (KDE's office suite), in particular Krita, the painting and image editing module. Eigen is also used a bit by KSpread, the spreadsheet module, for matrix functions such as MINVERSE, MMULT, MDETERM.
• Kalzium uses Eigen indirectly through the aforementioned Avogadro library.
• the Mandelbrot wallpaper plugin, some screensavers, kgllib, solidkreator, etc.

Others

• WhirlyGlobe a 3D globe component.

If you are aware of some interesting projects using Eigen, please send us a message or directly edit this wiki page !

Get support

Need help using Eigen? Try this:

• The Users Forum is your best resource.
• You can always try our IRC channel.
• Want to discuss something with the developers? Use our mailing list.

Bug reports

For bug reports and feature requests, please use the issue tracker. To file a new bug, go there. See this page for some instructions.

Mailing list

Address: eigen@lists.tuxfamily.org

• To subscribe, send a mail with subject subscribe to eigen-request@lists.tuxfamily.org
• To unsubscribe, send a mail with subject unsubscribe to eigen-request@lists.tuxfamily.org

The Eigen mailing list can be used for discussing general Eigen development topics. Notice that:

• End-user questions are better asked on the Users Forum.
• Development of specific features is best tracked and discussed on our Bugzilla. See this page.

This mailing list is public and has public archives.

Important: You must subscribe before you may post. Sorry, this is our only way to prevent spam.

Important: After you sent your subscription request, you will receive a confirmation e-mail. Check your spam folder, as these confirmation e-mails are often filtered as spam!

Core Team Mailing list

This private mailing list should only be used for matters that need to be discussed privately. It is read by Benoît and Gaël.

Its address is eigen-core-team at the same lists server as for the Eigen mailing list.

No need to subscribe (actually, subscription is closed).

For all Eigen development discussion, use the public Eigen mailing list or Bugzilla instead.

The point of the eigen-core-team list is that sometimes, people want to write privately to a few core developers. This list provides a simple way of doing so.

IRC Channel

Our IRC channel is #eigen on irc.freenode.net.

Everybody's welcome to discuss Eigen-related topics or just chat. Some quick Eigen development chat happens over IRC, but the main place for Eigen development discussion remains the Eigen mailing list. Some user support also happens over IRC, but the main place for Eigen user support is the Users Forum.

Credits

The Eigen project was started by Benoît Jacob (founder) and Gaël Guennebaud (guru). Many other people have since contributed their talents to help make Eigen successful. Here's an alphabetical list: (note to contributors: do add yourself!)

Eigen is also using code that we copied from other sources. They are acknowledged in our sources and in the Mercurial history, but let's also mention them here:

Special thanks to Tuxfamily for the wonderful quality of their services, and the GCC Compile Farm Project that gives us access to many various systems including ARM NEON.

If you are looking for a BibTeX entry to use to cite Eigen in academic papers, see the BibTeX page.