24 Feb
2012
24 Feb
'12
11:04 a.m.
A Debian developer recently pointed me at this free C++ library for linear algebra:
http://eigen.tuxfamily.org/index.php?title=FAQ
Basically it is as fast as MKL (on a single thread, multi-threading support is still preliminary), and it has a very nice syntax.
I regret I did not know it when we started implementing the Estimation DLL. I am not sure if it is worth switching now. But we should definitely consider the possibility.
Best,
--
Sébastien Villemot
Researcher in Economics & Debian Maintainer
http://www.dynare.org/sebastien
Phone: +33-1-40-77-84-04 - GPG Key: 4096R/381A7594