library for performing operations on matrices and vectors
Meschach is a library of routines written in C for matrix
computations. These include operations for basic numerical linear
algebra; routines for matrix factorisations; solving systems of
equations; solving least squares problems; computing eigenvalues,
eigenvectors and singular values;sparse matrix computations including
both direct and iterative methods. This package makes use of the
features of the C programming language: data structures, dynamic
memory allocation and deallocation, pointers, functions as parameters
and objects. Meschach has a number of self-contained data structures
for matrices, vectors and other mathematical objects.
Web site: ftp://ftpmaths.anu.edu.au/pub/meschach/meschach.html