News:Eigen 3.1.0-alpha2 released with support for Intel MKL!
Eigen 3.1.0-alpha2 has been released on February 6, 2012.
The source archive is at: http://bitbucket.org/eigen/eigen/get/3.1.0-alpha2.tar.bz2
The key novelty of this alpha release is the possibility to fallback to Intel MKL (or another external BLAS library) for a couple of operations including matrix products (BLAS L2/L3), dense matrix decompositions (LAPACKE), and math array operations (via the Intel VML). These completely optional backends can be enabled through some compile-time preprocessor directives as explained in the respective manual page. In the same vein, this version also brings support for the Intel MKL PARDISO direct sparse solver. Recall that Intel MKL is proprietary software (see this notice).
This new version also provides improved performance for small matrix-matrix products, support for rank updates/downdates in LDLt and LLT, a new fast sparse matrix assembly interface from a random list of triplets, and many other minor improvements and fixes.