With the growing need for a decent .NET wrapper of LAPACK and since there exists no free wrapper around it (commercial version here), I have decided to take a try at this adventure (working with managed C++ is always an adventure). To help me in the task, Lapack++ a C++ wrapper around LAPACK: simple and very well done, should speed up things... (to be continued)
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Disclaimer The opinions expressed herein are my own personal opinions and do not represent my employer's view in anyway.