Lapack++ Linear algebra computations made easy.
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Lapack++ Description

A library for high performance linear algebra computations LAPACK++ is a library for high performance linear algebra computations. This version includes support for solving linear systems using LU, Cholesky, QR matrix factorizations, for real and complex matrices. Features * Real and complex-valued Matrix Operations * Fast Linear Equation Solvers * Real and complex-valued Singular Value Decomposition * Full source code documentation by doxygen

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