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Numerical/Optimization Library needed

richwin
Beginner
‎12-17-2009 04:48 AM
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Hi all,

does anyone know of a good open source c++ numerical and optimization library, with parallelization implemented?

Best regards
Matthias
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ninhngt
Beginner
‎12-19-2009 12:18 AM
328 Views
Quoting - richwin
Hi all,

does anyone know of a good open source c++ numerical and optimization library, with parallelization implemented?

Best regards
Matthias

As far as I know, Intel MKL is multi-threaded using OpenMP. For open source C++, I haven't met a numerical library with parallelization. Some open libraries such as eigen or MTL 4 implement some SSE2 but not multi-threaded.
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