c++ - Matrix library for large matrices? -


is there c++ matrix library large matrices(matrices can't fit in ram)?

or maybe library designed handle large matrices , more faster relative basic matrix libraries?

i think windows can handle such matrices using swap file, maybe there optimized algorithms this?

i found scalapack not sure it's best choice.

you may use block matrix multiplication , inversion in order reduce swapping.

if matrices sparse (i.e. have lot of elements zero), can save memory using special storage approach.


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