Eigen is a high-level C++ library of template headers for linear algebra, matrix and vector operations, geometrical transformations, numerical solvers and related algorithms. Eigen is open-source software licensed under the Mozilla Public License 2.0 since version 3.1.1. Earlier versions were licensed under the GNU Lesser General Public License.[1] Version 1.0 was released in Dec 2006.[2]

Eigen is implemented using the expression templates metaprogramming technique, meaning it builds expression trees at compile time and generates custom code to evaluate these. Using expression templates and a cost model of floating point operations, the library performs its own loop unrolling and vectorization.[3] Eigen itself can provide BLAS and a subset of LAPACK interfaces.[4]

New Release 3.4 includes many improvements. [5]

See also


  1. ^ "Eigen License". tuxfamily.org. Retrieved 19 Jan 2021.
  2. ^ "[eigen] Release 1.0".
  3. ^ Guennebaud, Gaël (2013). Eigen: A C++ linear algebra library (PDF). Eurographics/CGLibs.
  4. ^ "Todo - Eigen". eigen.tuxfamily.org. The eigen_blas library is complete. The eigen_lapack currently implements cholesky and lu decomposition. Contact us if you want to help.
  5. ^ https://eigen.tuxfamily.org/index.php?title=3.4