Free Numeric Libraries, C ++, Windows

Question

I am completely unfamiliar with programming mathematics and numerical analysis, and I searched all over the Internet for the libraries I need.

I came across CLAPACK, Boost :: uBLAS, ATLAS. I need to solve SLE (a system of linear equations), so I assume that BLAS alone would not be sufficient without some LAPACK implementation.

None of them have a simple and intuitive way to work on the Windows platform.

Were there any recommendations?

Intel MKL seems tempting, but I can’t buy it because it is an academic project.

As far as I understand, the best way is to use Cygwin and compile ATLAS for my system and use the LAPACK extension.

Thanks in advance for any thoughts.

EDIT
I decided to use Eigen and try Intel MKL under Linux once.

Also, this is apparently a good overview of the possible options http://gears.aset.psu.edu/hpc/software/numlib/

Answer 1

Mkl libraries are available for free under a non-commercial license, on a Google search, and you will find it. http://software.intel.com/en-us/articles/non-commercial-software-development/

I do not know what is SEL, system linear equations? boost ublas has an LU decomposition that you can use to solve several problems. Ublas is pretty easy to install on Windows.

Answer 2

"SLE" - ? , Eigen. LU .

Answer 3

, GSL Windows.

Answer 4

GNU (GSL) C ++. GNU General Public License. http://www.gnu.org/software/gsl/

Answer 5

( GSL Eigen) , TNT http://math.nist.gov/tnt/, . .