Boost uBLAS EigenSolver

by Rajaditya Mukherjee for Boost C++ Libraries

In this project, I propose to extend the usability of the Boost uBLAS Linear Algebra Library with an eigensolver module for real, dense matrices. Apart from Eigen Decomposition, modules will be provided for SVD which is one of the most commonly used operations in data mining, machine learning and other scientific applications. The algorithms implemented will closely follow other commercial libraries like Eigen and Armadillo.