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Linear Algebra library #643

@pcarruscag

Description

@pcarruscag

Hi Folks,

I would like to collect the views of the community about something (and I apologize if this has been debated already).

Context:
Once again I find myself working on a feature that will require a bit of dense algebra.
I think implementing (i.e. paraphrasing from Numerical Recipes...) that kind of routine is a waste of time because someone has done already, and they have done it well.
Moreover, we have a very inefficient implementation of small matrix-like objects (arrays of arrays) and associated operations, which also leads to code bloat due to the required allocation / initialization / destruction.

Proposal:
Start using a linear algebra library such as Eigen.
For this particular library:

  • The learning curve is minimal;
  • Their license (MPL2) is less restrictive than SU2's;
  • No link time dependencies (it is all header files);
  • Compatible with AD (everything is templated);
  • I like their logo...

I look forward to hear your opinions on this.

Best regards,
Pedro

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