How do I do fixed-size linear algebra efficiently in C++?

Efficient fixed-size linear algebra in C++ can be achieved using various libraries that are optimized for performance. Two notable choices for handling linear algebra operations are Eigen and Armadillo. These libraries offer a range of functionalities that simplify the implementation of matrix and vector operations while maintaining speed and efficiency.

Here's a simple example using Eigen to perform basic matrix operations:

#include #include int main() { // Define fixed-size matrices Eigen::Matrix2d A; Eigen::Matrix2d B; A << 1, 2, 3, 4; B << 5, 6, 7, 8; // Perform matrix addition Eigen::Matrix2d C = A + B; // Perform matrix multiplication Eigen::Matrix2d D = A * B; std::cout << "A + B =\n" << C << std::endl; std::cout << "A * B =\n" << D << std::endl; return 0; }

C++ linear algebra fixed-size matrices efficiency Eigen Armadillo