[Lazarus] fast mathematical matrix operations

[Andrea Mauri]

Dear all,

I am looking for units/packages to deal with numerical matrix 
manipulation (typical double type numerical matrices).
I need code able to perform typical matrix operations (e.g. matrix 
multiplication, inversion, determinant and so on) as fast as possible 
since I deal with big matrices (thousands of rows and columns). I need 
it for both windows and linux (32/64).

I found some libraries doing it (e.g. dmath and mrmath).

dmath units (http://sourceforge.net/projects/dmath/) can be used both on 
windows and linux but operations are slow on big matrices. calculation 
of correlation matrix on a matrix with 3500 rows and 2000 columns get 
minutes.

mrmath units (https://github.com/mikerabat/mrmath) is the fastest I 
found (just few seconds to calculate correlation matrix on the same data 
matrix as before) but is available only for windows and mac os.

any other suggestions? anyone interested in evaluating the possibility 
to make mrmath usable under linux too?

thanks,
Andrea