
31 Aug
2012
31 Aug
'12
3:25 p.m.
KC
I realize if one wants speed you probably want to use the hMatrix interface to GSL, BLAS and LAPACK.
Worth it in the sense of have a purely functional implementation.
I, for one, have needed these in the past and far prefer Repa's interface to that of hMatrix. I considered implementing these myself but I doubt that I could write an implementation worthy of using having relatively little knowledge of this flavor of numerics (stability is a pain, so I hear). Cheers, - Ben