This is probably well-known to everyone in physics, but less well-known to pure mathematicians. For a open-source high quality implementation of linear algebra computations such as finding eigenvalues, the standard is LAPACK (distributed by Netlib, a numerical source code repository). It is so standard, in fact, that tuned versions exist for individual architectures, and LAPACK performance is frequently used to benchmark processors.

Leave a Reply

Your email address will not be published. Required fields are marked *

You may use these HTML tags and attributes: <a href="" title=""> <abbr title=""> <acronym title=""> <b> <blockquote cite=""> <cite> <code> <del datetime=""> <em> <i> <q cite=""> <strike> <strong>