KC writes:

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