3 ms·
One of the best things about Eigen is that it is the only linear algebra package that I know of that easily supports using the same code for low, high, and arbi
by montecarl 5y ago
One of the best things about Eigen is that it is the only linear algebra package that I know of that easily supports using the same code for low, high, and arbitrary precision floating point numbers. I had some linear system of equations that I need to solve in grad school where the condition number was small enough that double precision was not sufficient to solve the problem. I was able to very easily use double double, quad double [1], and arbitrary precision floating [2] point number implementations to solve these problems. The matrices I used were not especially large, but I couldn't find any other existing packages that fit this use case.
[1] https://www.davidhbailey.com/dhbsoftware/ https://www.davidhbailey.com/dhbsoftware/
[2] http://www.holoborodko.com/pavel/mpfr/ http://www.holoborodko.com/pavel/mpfr/