numpy alternative for C++: linear algebra / FFT / numeric goodies?
I've been using python + numpy for a while, and got familiarized (and char开发者_JS百科med) with it. Now, I need to do some calculations using C++, and was looking for a nice library to do numerical stuff fast and easy (TM :P). I've been looking around and I found several options:
- GSL
- Eigen
- NT2
- Boost uBlast
As understanding and getting use to a new library is quite an effort, I was wondering if the SO folks could give comments on this. Right now I would need basic FFT and SVD decomposition, but goodies like slicing of arrays, vectorization of functions and the like would be much appreciated.
What are your thoughts in this aspect?
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