I have seen quite a few nice math libraries for C++ (Eigen, GLM, etc), but I notice they are all C++ only and my program is written strictly in C. I need a fast native C library for math, especially linear algebra, and would rather not write a wrapper for Eigen. What are some recommended libraries?
Based on my experience, most modern math libraries are written on C++ or Python, but there are also old libraries (originally written in Fortran) for math exist:
- GSL: as stated in a name, it's a scientific library, there are a variety of a math branches supported, including linear algebra, statistics, different integration methods, series, optimization procedures and much more.
- LAPACK and BLAS: two very old, supported and efficient libraries for linear algebra,
LAPACKis used in Matlab, Mathematica and other mathematics software for linear algebra support.
- ATLAS: from the project site:
ATLAS's purpose is to provide portably optimal linear algebra software.