[Lazarus] fast mathematical matrix operations

[Henry Vermaak]

On Mon, Jun 08, 2015 at 10:57:11AM +0200, Andrea Mauri wrote:
> 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've heard very good things about Eigen:

https://en.wikipedia.org/wiki/Eigen_%28C%2B%2B_library%29

It's C++ only, though, so you'll have to make a wrapper.

Henry