A comprehensive C++ matrix algebra library built while studying MITOCW 18.06 (Linear Algebra), featuring matrix arithmetic, property detection + storage compression, Gaussian elimination, LU/QR/SVD factorizations, inversion, eigen computations, least-squares/projection tools, and even FFT support also supports complex matrices.
cpp linear-algebra matrix-factorization least-squares fast-fourier-transform fft eigenvectors eigenvalues gaussian-elimination matrix-arithmetic matrix-inversion matrix-alg mitocw complex-matrices matrix-compression
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Updated
Mar 24, 2026 - C++